After some experimentation, I have had very good luck with the rgenoud
package. It handles box constraints well and for small problems its slow
speed has not been much of a problem. It has worked for me on Windows,
Macintosh, and Linux.
Chris
JPMorgan Asset Management
|---------+-------------------------------->
| | S�bastien Ballesteros|
| | <sebastien_ballestero|
| | [EMAIL PROTECTED]> |
| | Sent by: |
| | [EMAIL PROTECTED]|
| | ath.ethz.ch |
| | |
| | |
| | 03/08/2005 08:23 AM |
| | |
|---------+-------------------------------->
>-----------------------------------------------------------------------------------------------------------------------------|
|
|
| To: [email protected]
|
| cc:
|
| Subject: [R] Non-linear minimization
|
>-----------------------------------------------------------------------------------------------------------------------------|
hello, I have got some trouble with R functions nlm(),
nls() or optim() : I would like to fit 3 parameters
which must stay in a precise interval. For exemple
with nlm() :
fn<-function(p) sum((dN-estdata(p[1],p[2],p[3]))^2)
out<-nlm(fn, p=c(4, 17, 5),
hessian=TRUE,print.level=2)
with estdata() a function which returns value to fit
with dN (observed data vactor)
My problem is that only optim() allows me to set
parameters interval with "L-BFGS-B" method but this
one doesn't work in my case.
I have heard about nls2 package (www.inra.fr/bia) but
it doesn't work on Windows.
Do you know any solutions
Thank's a lot for reading my post
Best regards
Sebastien
INA P-G ecology dpt
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