nlme book
Hi Dominick, try plot(ACF(fm3Dial.gls, form = ~ 1 | Subject, resType="n"), alpha = 0.01) which asks R to normalize the covariance matrix of the residuals by transformation (according to the model) before computing the ACF. Cheers Andrew
On Mon, Apr 11, 2011 at 12:42:22AM -0400, Dominick Samperi wrote:
Hello, I'm having trouble getting one of the examples from Pinheiro and Bates working and I wonder if somebody can help? Maybe this is an R/S compatibility issue? Following the Dialyzer example on pp. 255-260 I tried: fm1Dial.gls <- gls(rate ~ (pressure + I(pressure^2) + I(pressure^3) + I(pressure^4))*QB, Dialyzer) fm2Dial.gls <- update(fm1Dial.gls, weights = varPower(form = ~ pressure)) fm3Dial.gls <- update(fm2Dial.gls, correlation = corAR1(0.771, form = ~ 1 | Subject)) plot(ACF(fm3Dial.gls, form = ~ 1 | Subject), alpha = 0.01) The problem is the plot still shows significant autocorrelations at lags 1 and 2, like Figure 5.20 on P. 258, and not like the autocorrelation-free Figure 5.21 on P. 260. Thanks, Dominick
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Andrew Robinson Program Manager, ACERA Department of Mathematics and Statistics Tel: +61-3-8344-6410 University of Melbourne, VIC 3010 Australia (prefer email) http://www.ms.unimelb.edu.au/~andrewpr Fax: +61-3-8344-4599 http://www.acera.unimelb.edu.au/ Forest Analytics with R (Springer, 2011) http://www.ms.unimelb.edu.au/FAwR/ Introduction to Scientific Programming and Simulation using R (CRC, 2009): http://www.ms.unimelb.edu.au/spuRs/