Re: [R] nls with some coefficients fixed
Gabor Grothendieck ggrothendi...@gmail.com wrote in message
news:aanlktilszaicycu3lz2f5d_bxq1g8m8f7jsjsbj2l...@mail.gmail.com...
On Tue, Jul 20, 2010 at 9:58 AM, nas...@uottawa.ca wrote:
For nls, the fixing (or masking) of parameters is not, to my knowledge,
possible.
This is something I've been trying to get in such routines for over 2
decades. Masks are
available, but not yet well documented, in Rcgmin and Rvmmin packages.
However, these use
an optim() style approach, which is quite different from nls(). If
there's
sufficient
interest and some collaboration, I'd be willing to have a go at providing
such
functionality, but it would take quite a bit of work to provide the full
capability of nls().
You can optimize over b while fixing m like this:
m - 1
nls(demand ~ m + b * Time, BOD, start = c(b = 1))
Thanks Gabor,
I'd recognised that approach in my original post starting this thread (19
July) where I'd used the example:
#
# fix parameter and use explicit start values works fine
nls(density ~ SSgompertz(log(conc), Asym, b2, b3=0.8), data = DNase.1,
start=list(Asym=3, b2=2))
#---
I'm fitting many different models so I need a more generic approach.
I'd appreciate any comments on the suggestion in my 20 July post? (repeated
here with some typo's corrected)
-
nls - function(formula, data=parent.frame(), start, ...){
if (missing(start)) start - getInitial(formula, data)
stats:::nls(formula, data, start=start[names(start) %in%
all.vars(formula)], ...)
}
--
I see it breaks nls for non-selfStart functions; e.g. omitting the explicit
start from your example
nls(demand ~ m + b * Time, BOD)
works fine with vanilla nls (albeit with a warning)
# No starting values specified for some parameters.
# Intializing 'b' to '1.'.
# Consider specifying 'start' or using a selfStart model
but my wrapper breaks it altogether.
# Error in getInitial.default(func, data, mCall = as.list(match.call(func,
:
# no 'getInitial' method found for function objects
I think that's OK in my application - I either use selfStart functions or
explicit start lists - but I don't really want to remove existing
functionality.
I guess I could (!?!) dive into nls and implement the same kind of approach
internally, but that's very deep water for me :-{
Best regards,
Keith J
__
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Re: [R] nls with some coefficients fixed
Gabor Grothendieck ggrothendi...@gmail.com wrote in message
news:aanlktilszaicycu3lz2f5d_bxq1g8m8f7jsjsbj2l...@mail.gmail.com...
On Tue, Jul 20, 2010 at 9:58 AM, nas...@uottawa.ca wrote:
For nls, the fixing (or masking) of parameters is not, to my knowledge,
possible.
This is something I've been trying to get in such routines for over 2
decades. Masks are
available, but not yet well documented, in Rcgmin and Rvmmin packages.
However, these use
an optim() style approach, which is quite different from nls(). If
there's
sufficient
interest and some collaboration, I'd be willing to have a go at providing
such
functionality, but it would take quite a bit of work to provide the full
capability of nls().
You can optimize over b while fixing m like this:
m - 1
nls(demand ~ m + b * Time, BOD, start = c(b = 1))
Thanks Gabor,
I'd recognised that approach in my original post starting this thread (19
July) where I'd used the example:
#
# fix parameter and use explicit start values works fine
nls(density ~ SSgompertz(log(conc), Asym, b2, b3=0.8), data = DNase.1,
start=list(Asym=3, b2=2))
#---
I'm fitting many different models so I need a more generic approach.
I'd appreciate any comments on the suggestion in my 20 July post? (repeated
here with some typo's corrected)
-
nls - function(formula, data=parent.frame(), start, ...){
if (missing(start)) start - getInitial(formula, data)
stats:::nls(formula, data, start=start[names(start) %in%
all.vars(formula)], ...)
}
--
I see it breaks nls for non-selfStart functions; e.g. omitting the explicit
start from your example
nls(demand ~ m + b * Time, BOD)
works fine with vanilla nls (albeit with a warning)
# No starting values specified for some parameters.
# Intializing 'b' to '1.'.
# Consider specifying 'start' or using a selfStart model
but my wrapper breaks it altogether.
# Error in getInitial.default(func, data, mCall = as.list(match.call(func,
:
# no 'getInitial' method found for function objects
I think that's OK in my application - I either use selfStart functions or
explicit start lists - but I don't really want to remove existing
functionality.
I guess I could (!?!) dive into nls and implement the same kind of approach
internally, but that's very deep water for me :-{
Best regards,
Keith J
__
R-help@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] nls with some coefficients fixed
For nls, the fixing (or masking) of parameters is not, to my knowledge, possible. This is something I've been trying to get in such routines for over 2 decades. Masks are available, but not yet well documented, in Rcgmin and Rvmmin packages. However, these use an optim() style approach, which is quite different from nls(). If there's sufficient interest and some collaboration, I'd be willing to have a go at providing such functionality, but it would take quite a bit of work to provide the full capability of nls(). JN __ R-help@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.
Re: [R] nls with some coefficients fixed
nas...@uottawa.ca wrote in message
news:33466.129.6.253.2.1279634282.squir...@webmail02.uottawa.ca...
For nls, the fixing (or masking) of parameters is not, to my knowledge,
possible.
This is something I've been trying to get in such routines for over 2
decades. Masks are
available, but not yet well documented, in Rcgmin and Rvmmin packages.
However, these use
an optim() style approach, which is quite different from nls(). If there's
sufficient
interest and some collaboration, I'd be willing to have a go at providing
such
functionality, but it would take quite a bit of work to provide the full
capability of nls().
JN
Thanks for that. It would be burdensome to move away from nls, a lot of my
functions depend on nls-like properties of fitted objects.
I'm considering 'fixing' nls by creating a 'wrapper' with the same name to:
a) if start is unspecified, call getInitial
b) call 'vanilla' nls with start restricted to 'non-fixed' terms,
something like...
-
nls - function(formula, data=parent.frame(), start, ...){
if missing(start) start - getInitial(formula, data)
stats:::nls(formula, data, start=start[names(start) %in%
all.vars(formula)], ...]
}
--
The getInitial values will be calculated ignoring the fact that some
parameters are 'fixed' (unless the particular 'initial' attribute is very
clever!), but they shouldn't be too bad, and I don't really see a practical
alternative way of getting the required starting values.
I think this will work, but I'm very doubtful if it will work reliably.
Issues that concern me include:
a) How will 'data=parent.frame()' behave?
I've had troubles before with scope and nls!
b) Will other callers of nls (e.g. nlme:::nlsList) call mine or the
original?
Search list is something like
[1].GlobalEnv[n]mine [n+l]package:nlme [n+l+m]package:stats
Any comments?
Thanks in advance,
Keith J
__
R-help@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.
Re: [R] nls with some coefficients fixed
On Tue, Jul 20, 2010 at 9:58 AM, nas...@uottawa.ca wrote: For nls, the fixing (or masking) of parameters is not, to my knowledge, possible. This is something I've been trying to get in such routines for over 2 decades. Masks are available, but not yet well documented, in Rcgmin and Rvmmin packages. However, these use an optim() style approach, which is quite different from nls(). If there's sufficient interest and some collaboration, I'd be willing to have a go at providing such functionality, but it would take quite a bit of work to provide the full capability of nls(). You can optimize over b while fixing m like this: m - 1 nls(demand ~ m + b * Time, BOD, start = c(b = 1)) __ R-help@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] nls with some coefficients fixed
I'm using nls to fit a variety of different models. Here I use SSgompertz as an example. I want the ability to fix one (or more) of the coefficients that would normally be optimised (e.g. fix b3=0.8). Examples; based on and using data from example(SSgompertz) #- # vanilla call to nls, no coefficients fixed, works fine nls(density ~ SSgompertz(log(conc), Asym, b2, b3), data = DNase.1) #- # naive attempt to fix one parameter. I don't believe the error message nls(density ~ SSgompertz(log(conc), Asym, b2, b3=0.8), data = DNase.1) # Error in nlsModel(formula, mf, start, wts) : # singular gradient matrix at initial parameter estimates # # fix parameter and use explicit start values works fine nls(density ~ SSgompertz(log(conc), Asym, b2, b3=0.8), data = DNase.1, start=list(Asym=3, b2=2)) # # getInitial returns third coeff, treating value as a name getInitial(density ~ SSgompertz(log(conc), Asym=a, b2=b, b3=0.8), data = DNase.1) a b 0.8 4.608 2.2713391 0.7164666 I guess the best approach in principle is to change the initial attribute so it only estimates and returns values of those coefficients for which is.name(mCall[coef]) == TRUE. BUT,that means handling all combinations of fixed coefficients so it's a bit of work even for one model. I'm working with a large number of models and really don't want to face all that work! An alternative would be for nls to recognise fixed coefficients and omit their values from the start list; the other coefficients might not be optimal for the values of the fixed, but it does seem to work and wouldn't need all those SSxxx altering. BUT I don't want to get into nls internals. Any suggestions? Thanks in advance, Keith J __ R-help@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.
