[R] Extracting Phi from gls/lme

From: John Logsdon <j.logsdon_at_quantex-research.com>
Date: Thu 13 Jul 2006 - 21:23:23 EST


I am trying to extract into a scalar the value of Phi from the printed output of gls or lme using corAR1 correlation. ie I want the estimate of the autocorrelation. I can't see how to do this and haven't seen it anywhere in str(model.lme).

I can get all the other information - fixed and random effects etc.

Is there an obvious way so that I can save the brick wall some damage?

TIA John

John Logsdon                               "Try to make things as simple
Quantex Research Ltd, Manchester UK         as possible but not simpler"
j.logsdon@quantex-research.com              a.einstein@relativity.org
+44(0)161 445 4951/G:+44(0)7717758675       www.quantex-research.com

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