On Sat, 20 Nov 2004, Enayetur RAHEEM wrote:
R version: 2.0.0 OS: WinXP, SP2
I am using "nls" to estimate parameters of a system of nonlinear equations. Although, iteration is not converging, I would like to get the final estimates and store them in the object, say, "RR".
Please read the help page for nls: this is a misuse of the function:
*Do not use 'nls' on artificial "zero-residual" data.*
You could do this, easily, using a general-purpose optimizer such as optim().
Any help would be appreciated. Thanks.
The following is not working ( I mean, I can not store it in "RR")
RR=nls(k~exp(-(q1-lam)/sig)+exp(-(q2-del)/tau),start=st,data=d1,trace=T,control=ctrl) 13.24433 : 30 30 15 10 3.90071 : 33.00603 38.86974 20.18227 10.15656 0.02326074 : 31.44802 36.80447 20.01395 10.07528 1.209036e-06 : 31.39755 36.58548 19.99954 10.05675 1.543785e-15 : 31.39752 36.58347 19.99947 10.05640 1.030527e-29 : 31.39752 36.58347 19.99947 10.05640 8.019572e-31 : 31.39752 36.58347 19.99947 10.05640 8.019572e-31 : 31.39752 36.58347 19.99947 10.05640 8.019572e-31 : 31.39752 36.58347 19.99947 10.05640 8.019572e-31 : 31.39752 36.58347 19.99947 10.05640 8.019572e-31 : 31.39752 36.58347 19.99947 10.05640 Error in nls(k ~ exp(-(q1 - lam)/sig) + exp(-(q2 - del)/tau), start = st, : number of iterations exceeded maximum of 10
On Sun, 14 Nov 2004 17:09:06 -0800, Spencer Graves <[EMAIL PROTECTED]> wrote:Have you considered "nls"? If you read the help file and work through the examples, there is a good chance you can make it work, I think. I think I would start trying "plinear" in "nls", parameterizing the problem in terms of alpha, beta, ln.sigma, and ln.tau, unless you think a solution might require sigma < 0 or tau < 0. Using logarithms will get rid of the constraint and may make the problem numerically easier. Using alpha and beta rather than lambda and delta transforms the problem into an ordinary least squares problem for alpha and beta given any two numbers for sigma and tau (or ln.sigma and ln.tau).
If I had trouble with this, I might try two other things:
(a) The "solver" in Excel.
(b) I might generate a grid in ln.sigma and ln.tau using expand.grid. For each combination of levels, I'd set up the linear regression problem and use "lm" to estimate alpha and beta and compute and store the sum of squares of residuals. Then I'd use "contour" to visualize the sum of squares surface.
I've done all these things with crudely similar problems in the past and been happy with the results. If I only had this one problem, I'd be surprised if it would require more than a few hours. If I wanted a general algorithm for other purposes, I might do it two or three different ways both to help select a good algorithm and to build confidence in the results.
hope this helps. spencer graves p.s. Some of these techniques are discussed in Venables and Ripley (2002) Modern Applied Statistics with S, 4th ed. (Springer). If you don't have this, I'd encourage you to consider spending some time with it.
Enayetur RAHEEM wrote:
Hello there
Can anybody please tell me if there is any package in R to solve the following 4 nonlinear equations with 4 unknowns:
alpha*exp(20/sigma)+ beta*exp(21/tau) = 2 alpha*exp(22/sigma)+ beta*exp(9/tau) = 4 alpha*exp(10/sigma)+ beta*exp(30/tau) = 6 alpha*exp(40/sigma)+ beta*exp(39/tau) = 5
where
alpha = exp(lambda/sigma) beta= exp(delta/tau)
I need to estimate lambda, sigma, delta, tau
Thanks. E Raheem
______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
-- Spencer Graves, PhD, Senior Development Engineer O: (408)938-4420; mobile: (408)655-4567
______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
-- Brian D. Ripley, [EMAIL PROTECTED] 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
______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
