Re: [R] Multivariate Maximum Likelihood Estimation

From: Gavin Simpson <gavin.simpson_at_ucl.ac.uk>
Date: Wed, 06 Feb 2008 12:08:06 +0000

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On Wed, 2008-02-06 at 12:45 +0100, Konrad BLOCHER wrote:
> I get this message:
>
> Error: could not find function "gls" (and also)
> Error: could not find function "lm.gls"
>
> Which package is that in?

RSiteSearch("gls", restrict = "functions")

Tells you the answer.

Now might be a good time to review R's search/help tools - details of which are in a section in the Posting Guide. You'll save yourself a lot of time in the long run if you do.

HTH G

>
> Thanks,
>
> KB
>
> > Have you tried gls()?
> >
> >
> > ------------------------------------------------------------------------
> > ----
> > ir. Thierry Onkelinx
> > Instituut voor natuur- en bosonderzoek / Research Institute for Nature
> > and Forest
> > Cel biometrie, methodologie en kwaliteitszorg / Section biometrics,

> > methodology and quality assurance
> > Gaverstraat 4
> > 9500 Geraardsbergen
> > Belgium
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> > Thierry.Onkelinx_at_inbo.be
> > www.inbo.be
> >
> > Do not put your faith in what statistics say until you have carefully
> > considered what they do not say. ~William W. Watt
> > A statistical analysis, properly conducted, is a delicate dissection of
> > uncertainties, a surgery of suppositions. ~M.J.Moroney
> >
> > -----Oorspronkelijk bericht-----
> > Van: r-help-bounces_at_r-project.org [mailto:r-help-bounces_at_r-project.org]

> > Namens Konrad BLOCHER
> > Verzonden: woensdag 6 februari 2008 12:12
> > Aan: r-help_at_r-project.org
> > Onderwerp: [R] Multivariate Maximum Likelihood Estimation
> >
> > Hi,
> >
> > I am trying to perform Maximum Likelihood estimation of a Multivariate
> > model (2 independent variables + intercept) with autocorrelated errors
> > of
> > 1st order (ar(1)).
> >
> > Does R have a function for that? I could only find an univariate option
> > (ar.mle function) and when writing my own I find that it is pretty
> > memory-consuming (and sometimes wrong) so there must be a better way.
> >
> > Thanks,
> >
> > KB
> >
> > ______________________________________________
> > R-help_at_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.
> >
>
> ______________________________________________
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 Dr. Gavin Simpson             [t] +44 (0)20 7679 0522
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Received on Wed 06 Feb 2008 - 12:16:51 GMT

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