Stephan Moratti wrote:
Trying following example from Pinheiro and Bates in order to fit an ARMA(1,1) model:
library(nlme) fm1Ovary.lme<-lme(follicles~sin(2*pi*Time)+cos(*pi*Time),data=Ovary,random=p dDiag(~sin(2*pi*Time))) fm5Ovary.lme<-update(fm1Ovary.lme,corr=corARMA(p=1,q=1))
I get follwing error message:
Error in "coef<-.corARMA"(`*tmp*`, value = c(62.3428455941166,
62.3428517930051 : Coefficient matrix not invertible
Does somebody know why it doesn't work ?
The optimization code in R's nlm is different from the code in S-PLUS's ms. The nlm optimizer does not converge on that ill-conditioned example.
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