Re: [R] Using corStruct in nlme

From: Duncan Murdoch <murdoch_at_stats.uwo.ca>
Date: Fri 21 Jul 2006 - 05:51:00 EST

On 7/18/2006 2:28 PM, grieve@u.washington.edu wrote:
> I am having trouble fitting correlation structures within nlme. I would like to
> fit corCAR1, corGaus and corExp correlation structures to my data. I either
> get the error "step halving reduced below minimum in pnls step" or
> alternatively R crashes.
>
> My dataset is similar to the CO2 example in the nlme package. The one major
> difference is that in my case the 'conc' steps are not the same for each 'Plant'. I have replicated the problem using the CO2 data in nlme (based off of the Ch08.R script).
>
> This works (when 'conc' is the same for each 'Plant':
>
> (fm1CO2.lis <- nlsList(SSasympOff, CO2))
> (fm1CO2.nlme <- nlme(fm1CO2.lis, control = list(tolerance = 1e-2)))
> (fm2CO2.nlme <- update(fm1CO2.nlme, random = Asym + lrc ~ 1))
> CO2.nlme.var <- update(fm2CO2.nlme,
> fixed = list(Asym ~ Type * Treatment, lrc + c0 ~ 1),
> start = c(32.412, 0, 0, 0, -4.5603, 49.344),
> weights=varConstPower(fixed=list(const=0.1, power=1)), verbose=T)
>
> CO2.nlme.CAR<-update(CO2.nlme.var, corr=corCAR1())
>
> CO2.nlme.gauss<-update(CO2.nlme.var,
> correlation=corGaus(form=~as.numeric(conc)|Plant,nugget=F), data=CO2)
>
> CO2.nlme.exp<-update(CO2.nlme.var,
> correlation=corExp(form=~as.numeric(conc)|Plant,nugget=F), data=CO2)
>
> But, if i change each of the 'conc' numbers slightly so that they are no longer identical between subjects i can only get the corCAR1 correlation to work while R crashes for both corExp and corGaus:
>
> for(i in 1:length(CO2$conc)){
> CO2$conc[i]<-(CO2$conc[i]+rnorm(1))
> }
>
> (fm1CO2.lis <- nlsList(SSasympOff, CO2))
> (fm1CO2.nlme <- nlme(fm1CO2.lis, control = list(tolerance = 1e-2)))
> (fm2CO2.nlme <- update(fm1CO2.nlme, random = Asym + lrc ~ 1))
> CO2.nlme.var <- update(fm2CO2.nlme,
> fixed = list(Asym ~ Type * Treatment, lrc + c0 ~ 1),
> start = c(32.412, 0, 0, 0, -4.5603, 49.344),
> weights=varConstPower(fixed=list(const=0.1, power=1)), verbose=T)
>
> CO2.nlme.CAR<-update(CO2.nlme.var, corr=corCAR1())
>
> CO2.nlme.gauss<-update(CO2.nlme.var,
> correlation=corGaus(form=~as.numeric(conc)|Plant,nugget=F), data=CO2)
>
> CO2.nlme.exp<-update(CO2.nlme.var,
> correlation=corExp(form=~as.numeric(conc)|Plant,nugget=F), data=CO2)
>
> I have read Pinheiro & Bates (2000) and i think that it should be possible to fit these correlation structures to my data, but maybe i am mistaken.
>
> I am running R 2.3.1 and have recently updated all packages.

I reproduced this once in R-patched, but since then have been unable to do so. I can reproduce it reliably with "set.seed(1)" at the start in R 2.3.1. So it looks to me as though we've probably done something to make the error less likely, but not completely fixed it.

If you can find a script (including set.seed() to some value) that reliably causes a crash in R-patched, could you let me know?

You can get R-patched from CRAN in the bin/windows/base directory.

Duncan Murdoch



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