[R] Multivariate Maximum Likelihood Estimation

[Gavin Simpson]

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On Wed, 2008-02-06 at 12:45 +0100, Konrad BLOCHER wrote:
> I get this message:
> 
> Error: could not find function "gls" (and also)
> Error: could not find function "lm.gls"
> 
> Which package is that in?

RSiteSearch("gls", restrict = "functions")

Tells you the answer.

Now might be a good time to review R's search/help tools - details of
which are in a section in the Posting Guide. You'll save yourself a lot
of time in the long run if you do.

HTH

G

> 
> Thanks,
> 
> KB
> 
> > Have you tried gls()?
> >
> >
> > ------------------------------------------------------------------------
> > ----
> > ir. Thierry Onkelinx
> > Instituut voor natuur- en bosonderzoek / Research Institute for Nature
> > and Forest
> > Cel biometrie, methodologie en kwaliteitszorg / Section biometrics,
> > methodology and quality assurance
> > Gaverstraat 4
> > 9500 Geraardsbergen
> > Belgium
> > tel. + 32 54/436 185
> > Thierry.Onkelinx at inbo.be
> > www.inbo.be
> >
> > Do not put your faith in what statistics say until you have carefully
> > considered what they do not say.  ~William W. Watt
> > A statistical analysis, properly conducted, is a delicate dissection of
> > uncertainties, a surgery of suppositions. ~M.J.Moroney
> >
> > -----Oorspronkelijk bericht-----
> > Van: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
> > Namens Konrad BLOCHER
> > Verzonden: woensdag 6 februari 2008 12:12
> > Aan: r-help at r-project.org
> > Onderwerp: [R] Multivariate Maximum Likelihood Estimation
> >
> > Hi,
> >
> > I am trying to perform Maximum Likelihood estimation of a Multivariate
> > model (2 independent variables + intercept) with autocorrelated errors
> > of
> > 1st order (ar(1)).
> >
> > Does R have a function for that? I could only find an univariate option
> > (ar.mle function) and when writing my own I find that it is pretty
> > memory-consuming (and sometimes wrong) so there must be a better way.
> >
> > Thanks,
> >
> > KB
> >
> > ______________________________________________
> > R-help at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> > http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
> 
> ______________________________________________
> R-help at r-project.org mailing list
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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