Dear R-Users, I need to find a smooth function f() and coefficients a_i that give the best fit to
y ~ a_0 + a_1*f(x_1) + a_2*f(x_2) Note that it is the same non-linear transformation f() that is applied to both x_1 and x_2. So my first question is how can I do it in R? A more general question is this: suppose I have a utility function U(a_i, f()), where f() is say a spline. Is there a general optimizer that could find an extremum of such U()? If not, how easy it would be to hack up something like this? Would it become easier if U() depended on f() only, i.e. no a_i terms? Thanks, Vadim -------------------------------------------------- DISCLAIMER \ This e-mail, and any attachments thereto, is intend ... [[dropped]] ______________________________________________ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help
