From: Peter Dalgaard <p.dalgaard_at_biostat.ku.dk>

Date: Thu 13 Jul 2006 - 23:24:11 EST

}

aux <- exp(as.vector(object))

aux <- c((aux - 1)/(aux + 1))

names(aux) <- "Phi"

aux

}

<environment: namespace:nlme>

> aux <- exp(-0.4048011

Date: Thu 13 Jul 2006 - 23:24:11 EST

John Logsdon <j.logsdon@quantex-research.com> writes:

> Peter

*>
**> This looks very promising:
**>
**> x<-mod.lme$model$Struct$corStruct
**> Correlation structure of class corAR1 representing
**> Phi
**> -0.1996813
**>
**> which is the value I want.
**>
**> Yippee (save the bricks)
**>
**> But:
**>
**> coef(x,unconstrained=FALSE)
**> [1] -0.4048011
**>
**> and any attempt to coerce x into a scalar always returns -0.404...
*

Works for me. Is there a rogue coef() around?? Or did you misspell "unconstrained" and not tell us?

> coef(x,uncostrained=FALSE)

[1] 0.1171201

> coef(x,unconstrained=FALSE)

Phi

0.05849318

> This is not an obvious transformation of the -0.1996813 I think.

Obvious is in the eyes of the beholder, but:

> aux <- exp(-0.4048011)

> (aux - 1) / (aux + 1)

[1] -0.1996813

> Looking at str(x) returns the first line:

*>
**> Classes 'corAR1', 'corStruct' atomic [1:1] -0.405
**>
**> Not a -0.199 ... in sight in the attributes various.
**>
**> How does summary.lme/gls do it?
*

I don't think they do anything, but their print methods call print.corStruct which calls coef.corAR1. And

> getAnywhere(coef.corAR1)

A single object matching coef.corAR1 was found
It was found in the following places

registered S3 method for coef from namespace nlme
namespace:nlme

with value

function (object, unconstrained = TRUE, ...) {

if (unconstrained) {

if (attr(object, "fixed")) { return(numeric(0)) } else { return(as.vector(object)) }

}

aux <- exp(as.vector(object))

aux <- c((aux - 1)/(aux + 1))

names(aux) <- "Phi"

aux

}

<environment: namespace:nlme>

> aux <- exp(-0.4048011

> Best wishes

*>
**> 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
**>
**>
**> On 13 Jul 2006, Peter Dalgaard wrote:
**>
**> > John Logsdon <j.logsdon@quantex-research.com> writes:
**> >
**> > > 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?
**> >
**> > Just be soft in the head...
**> >
**> > Seriously, I think the recipe is to drill down into model.lme until
**> > you find the corAR1 class object, like this, I think.
**> >
**> > x <- model.lme$modelStruct$corStruct
**> > coef(x,unconstrained=FALSE).
**> >
**> > --
**> > O__ ---- Peter Dalgaard ุster Farimagsgade 5, Entr.B
**> > c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
**> > (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
**> > ~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk) FAX: (+45) 35327907
**> >
**>
**>
*

-- O__ ---- Peter Dalgaard ุster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk) FAX: (+45) 35327907 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.htmlReceived on Thu Jul 13 23:26:38 2006

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