Re: [Rd] Bug in getVarCov.gls method (PR#9752)

From: <>
Date: Tue, 26 Jun 2007 09:49:36 +0200 (CEST)

On Mon, 25 Jun 2007, wrote:

> I am using R2.5 under Windows.

I presume you mean 2.5.0 (there is no R2.5: see the posting guide). But which version of nlme, which is the relevant fact here? The R posting guide suggests showing the output of sessionInfo() to establish the environment used.

> Looks like the following statement
> vars <- (obj$sigma^2)*vw
> in getVarCov.gls method (nlme package) needs to be replaced with:
> vars <- (obj$sigma*vw)^2

We need some evidence! Please supply a reproducible example and give your reasoning. For example, the FAQ says

   The most important principle in reporting a bug is to report _facts_,    not hypotheses or categorizations. It is always easier to report the    facts, but people seem to prefer to strain to posit explanations and    report them instead. If the explanations are based on guesses about how    R is implemented, they will be useless; others will have to try to figure    out what the facts must have been to lead to such speculations.    Sometimes this is impossible. But in any case, it is unnecessary work    for the ones trying to fix the problem.

   It is very useful to try and find simple examples that produce    apparently the same bug, and somewhat useful to find simple examples    that might be expected to produce the bug but actually do not. If you    want to debug the problem and find exactly what caused it, that is    wonderful. You should still report the facts as well as any    explanations or solutions. Please include an example that reproduces the    problem, preferably the simplest one you have found.

It should be easily possible to cross-check an example with one of the many other ways available to do GLS fits in R.


Brian D. Ripley,        
Professor of Applied Statistics,
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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