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

From: <ripley_at_stats.ox.ac.uk>
Date: Wed, 27 Jun 2007 08:20:44 +0200 (CEST)


Thank you, will be fixed in the next release of nlme (not yet scheduled, as everythign is code frozen for the release of R 2.5.1 tomorrow).

On Tue, 26 Jun 2007, Andrzej Galecki wrote:

>
> Two attachments:
>
> 1. getVarCovBugReport.R - Rcode with an example illustrating the problem and
> how to fix it
> 2. getVarCovBugReportSession.txt contains code and R session results.
>
> Thank you
>
> Andrzej Galecki
>
>
>
> Prof Brian Ripley wrote:
>
>> On Mon, 25 Jun 2007, agalecki_at_umich.edu 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,                  ripley_at_stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
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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