Dear R-help, I don't understand why Gls gives me an error when trying to fit a model with AR(2) errors, while gls (from nlme) does not. For example:
library(nlme) library(rms) set.seed(1) d <- data.frame(x = rnorm(50), y = rnorm(50)) gls(y ~ x, data=d, correlation = corARMA(p=2)) #This works Gls(y ~ x, data=d, correlation = corARMA(p=2)) # Gives error # Error in `coef<-.corARMA`(`*tmp*`, value = value[parMap[, i]]) : # NA/NaN/Inf in foreign function call (arg 1) Gls(y ~ x, data=d, correlation = corARMA(p=1)) #This works I would rather use Gls than gls so that I can represent a variable with a spline using rcs. I'm using version 3-5.0 of rms in R 2.15.0. Thanks for any help you can give. Mark Seeto ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.