Hello,
as a side note, the Matlab function nlinfit (Statistics toolbox) for
nonlinear fitting has a robust option.
It shouldn't be incredibly hard to translate it in R code.
However, I have to say that the routine itself does not perform
incredibly well in case of outliers.
Bruno
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Bruno L. Giordano, Ph.D.
Music Perception and Cognition Laboratory
CIRMMT http://www.cirmmt.mcgill.ca/
Schulich School of Music, McGill University
555 Sherbrooke Street West
Montréal, QC H3A 1E3
Canada
Office: +1 514 398 4535 ext. 00900
http://www.music.mcgill.ca/~bruno/
Stromberg, Arnold wrote:
> I did work on robust nonlinear methods in the early nineties. To the best of
> my knowledge, none of my algorithms have been redone (and hopefully upgraded)
> in R. I may put a Ph.D. student on it, but that'll take a few years. In
> anyone knows of robust nonlinear code in R, let us know.
>
> Thanks,
> Arny
>
>
> Arnold J. Stromberg, Ph.D.
> Professor and Chair, Department of Statistics
> 817 Patterson Office Tower
> Lexington, KY 40506-0027
> ph: 859-257-8859
> fax: 859-323-1973
>
> -----Original Message-----
> From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of [EMAIL
> PROTECTED]
> Sent: Friday, August 24, 2007 7:45 AM
> To: [email protected]
> Subject: [RsR] Non-linear robust method
>
> Hello,
>
> I am based at STICERD at the London School of Economics and have been
> using R for about a year. At the moment I am working on programming an R
> algorithm for fitting a Pareto distribution robustly (this is a part of
> package to supplement a research paper on income distribution). It isn't
> going too well. I am aware that there are routines in R to fit GLM using
> robust methods, but I am not sure whether any work has been done in the
> direction of non-linear parametric distributions (such as gamma or
> Pareto).
>
> I hope you hear from any of you soon and sorry for the trouble,
>
> Alex
>
> PS Some of you may be aware that there is some excellent work by A
> Marazzi, who programmed many such routines in FORTRAN about 15 years
> ago, which run on older R interfaces.
>
>
> Please access the attached hyperlink for an important electr...{{dropped}}
>
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