search for: theta3

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2023 Aug 20
2
Issues when trying to fit a nonlinear regression model
Dear Bert, Thank you so much for your kind and valuable feedback. I tried finding the starting values using the approach you mentioned, then did the following to fit the nonlinear regression model: nlregmod2 <- nls(y ~ theta1 - theta2*exp(-theta3*x), start = list(theta1 = 0.37, theta2 = exp(-1.8), theta3 = -0.05538), data=mod14data2_random) However, I got this error: Error in nls(y ~ theta1 - theta2 * exp(-theta3 * x), start = list(theta1 = 0.37, : st...
2023 Aug 20
3
Issues when trying to fit a nonlinear regression model
...41, 0.38, 0.42, 0.41, 0.4, 0.4 ), x = c(16, 24, 32, 30, 30, 16, 12, 8, 36, 32, 36, 20, 26, 34, 28)), row.names = c(NA, -15L), class = "data.frame") I did the following to try to fit a nonlinear regression model: #First, Procedure to Find Starting (initial) Values For Theta1, Theta2, and Theta3 mymod2 <- y ~ theta1 - theta2*exp(-theta3*x) strt2 <- c(theta1 = 1, theta2 = 2, theta3 = 3) trysol2<-nlxb(formula=mymod2, data=mod14data2_random, start=strt2, trace=TRUE) trysol2 trysol2$coefficients[[3]] #Fitting nonlinear Regression Model Using Starting Values From Previous Part nonl...
2023 Aug 20
1
Issues when trying to fit a nonlinear regression model
...7 at gmail.com> wrote: > Dear Bert, > > Thank you so much for your kind and valuable feedback. I tried finding the > starting values using the approach you mentioned, then did the following to > fit the nonlinear regression model: > nlregmod2 <- nls(y ~ theta1 - theta2*exp(-theta3*x), > start = > list(theta1 = 0.37, > theta2 = exp(-1.8), > theta3 = -0.05538), data=mod14data2_random) > However, I got this error: > Error in nls(y ~ theta1 - theta2 * exp(-theta3 * x), start...
2023 Aug 20
1
Issues when trying to fit a nonlinear regression model
...t; >> Dear Bert, >> >> Thank you so much for your kind and valuable feedback. I tried finding >> the starting values using the approach you mentioned, then did the >> following to fit the nonlinear regression model: >> nlregmod2 <- nls(y ~ theta1 - theta2*exp(-theta3*x), >> start = >> list(theta1 = 0.37, >> theta2 = exp(-1.8), >> theta3 = -0.05538), data=mod14data2_random) >> However, I got this error: >> Error in nls(y ~ theta1 - theta2 *...
2004 May 15
2
questions about optim
Hi, I am trying to do parameter estimation with optim, but I can't get it to work quite right-- I have an equation X = Y where X is a gaussian, Y is a multinomial distribution, and I am trying to estimate the probabilities of Y( the mean and sd of X are known ), Theta1, Theta2, Theta3, and Theta4; I do not know how I can specify the constraint that Theta1 + Theta2 + Theta3 + Theta4 = 1 in optim. Is there another method/package that I should use for this? Also, I wonder if there's a more elegant way to code this equation in R; right now my function looks something like Y/...
2023 Aug 20
1
Issues when trying to fit a nonlinear regression model
...t, >>> >>> Thank you so much for your kind and valuable feedback. I tried finding >>> the starting values using the approach you mentioned, then did the >>> following to fit the nonlinear regression model: >>> nlregmod2 <- nls(y ~ theta1 - theta2*exp(-theta3*x), >>> start = >>> list(theta1 = 0.37, >>> theta2 = exp(-1.8), >>> theta3 = -0.05538), data=mod14data2_random) >>> However, I got this error: >>> Error in n...
2023 Aug 20
1
Issues when trying to fit a nonlinear regression model
...t; ), x = c(16, 24, 32, 30, 30, 16, 12, 8, 36, 32, 36, 20, 26, 34, > 28)), row.names = c(NA, -15L), class = "data.frame") > > I did the following to try to fit a nonlinear regression model: > > #First, Procedure to Find Starting (initial) Values For Theta1, Theta2, and > Theta3 > > mymod2 <- y ~ theta1 - theta2*exp(-theta3*x) > > strt2 <- c(theta1 = 1, theta2 = 2, theta3 = 3) > > trysol2<-nlxb(formula=mymod2, data=mod14data2_random, start=strt2, > trace=TRUE) > trysol2 > trysol2$coefficients[[3]] > > #Fitting nonlinear Regression...
2008 Apr 22
2
optimization setup
...---------------------------------------------------- function2<-function (x, theta) {P <- function1(x, theta) c <- P$a * x * exp(-theta[2]) d <- P$b * exp(x) q <- theta[1] / theta[3] res <- c + d + q; res} # Function to be optimized function3 <- function(theta1,theta2,theta3) { n <- length(data) -sum( function2(x = data[2:n], theta = c(theta1, theta2, theta3) ))} # 'data' is my input ts class object #-------------------------------------------------------------------------------------- Then I want to maximize function3 with respect to theta(s) (given some s...
2011 May 23
6
Reading Data from mle into excel?
...quot; , header=TRUE, sep=",") X<-ts(vols[,2]) #X dcOU<-function(x,t,x0,theta,log=FALSE){ Ex<-theta[1]/theta[2]+(x0-theta[1]/theta[2])*exp(-theta[2]*t) Vx<-theta[3]^2*(1-exp(-2*theta[2]*t))/(2*theta[2]) dnorm(x,mean=Ex,sd=sqrt(Vx),log=log) } OU.lik<-function(theta1,theta2,theta3){ n<-length(X) dt<-deltat(X) -sum(dcOU(X[2:n],dt,X[1:(n-1)],c(theta1,theta2,theta3),log=TRUE)) } require(stats4) require(sde) set.seed(1) #X<-sde.sim(model="OU",theta=c(3,1,2),N=10000,delta=1) mle(OU.lik,start=list(theta1=1,theta2=1,theta3=1), method="L-BFGS-B",lower=c...
2011 Jul 09
3
Confusing piece of R code
m0<-epxression((4*theta1*theta2-theta3^2)/(2*x*theta3^2)-0.5*theta1*x) params<-all.vars(m0) this reads all the params from m0 so theta1,2 and 3 correct? params<-params[-which(params=="x")] checks which params are multiplied by x? np<-length(params) fo...
2018 Feb 13
3
Help with regular expressions
R 3.4.2 OS X Colleagues I would appreciate some help with regular expressions. I have string that looks like: " ITERATION ,THETA1 ,THETA2 ,THETA3 ,THETA4 ,THETA5 ,THETA6 ,THETA7 ,SIGMA(1,1) ,SIGMA(2,1) ,SIGMA(2,2)? In the entries that contain: (X,Y) # for example, SIGMA(1,1) I would like to replace the comma with a period, e.g., SIGMA(...
2009 Oct 27
1
Poisson dpois value is too small for double precision thus corrupts loglikelihood
Hi - I have a likelihood function that involves sums of two possions: L = a*dpois(Xi,theta1)*dpois(Yi,theta2)+b*(1-c)*a*dpois(Xi,theta1+theta3)*dpois(Yi,theta2) where a,b,c,theta1,theta2,theta3 are parameters to be estimated. (Xi,Yi) are observations. However, Xi and Yi are usually big (> 20000). This causes dpois to returns 0 depending on values of theta1, theta2 and theta3. My first question is: is there anyway around this? My sec...
2012 Mar 16
2
Elegant Code
...sure this can be put into a loop but I am having trouble creating the objects b1,b2,b3,...,etc. b1 <- rigamma(50,1,1) theta1 <- rgamma(50,0.5,(1/b1)) sim1 <- rpois(50,theta1) b2 <- rigamma(50,1,1) theta2 <- rgamma(50,0.5,(1/b2)) sim2 <- rpois(50,theta2) b3 <- rigamma(50,1,1) theta3 <- rgamma(50,0.5,(1/b3)) sim3 <- rpois(50,theta3) b4 <- rigamma(50,1,1) theta4 <- rgamma(50,0.5,(1/b4)) sim4 <- rpois(50,theta4) b5 <- rigamma(50,1,1) theta5 <- rgamma(50,0.5,(1/b5)) sim5 <- rpois(50,theta5) par(mfrow=c(1,5)) boxplot(sim1) boxplot(sim2) boxplot(sim3) bo...
2011 May 23
0
Error in backSpline.npolySpline(sp) : spline must be monotone
...;) > X<-ts(vols[,2]) > #X > > > dcOU<-function(x,t,x0,theta,log=FALSE){ + Ex<-theta[1]/theta[2]+(x0-theta[1]/theta[2])*exp(-theta[2]*t) + Vx<-theta[3]^2*(1-exp(-2*theta[2]*t))/(2*theta[2]) + dnorm(x,mean=Ex,sd=sqrt(Vx),log=log) + } > OU.lik<-function(theta1,theta2,theta3){ + n<-length(X) + dt<-deltat(X) + -sum(dcOU(X[2:n],dt,X[1:(n-1)],c(theta1,theta2,theta3),log=TRUE)) + } > > require(stats4) Loading required package: stats4 > require(sde) Loading required package: sde Loading required package: MASS Loading required package: fda Loading required pa...
2004 Mar 18
1
profile error on an nls object
...5 0.3894059947 -4.8975821760 0.0004141343 > hyp.res.S <- summary(hyp.res) > hyp.res.S Formula: log(y) ~ log(pdf.hyperb(theta, X)) Parameters: Estimate Std. Error t value Pr(>|t|) theta1 0.0136876 0.0359964 0.380 0.705 theta2 0.3894060 0.3079860 1.264 0.211 theta3 -4.8975822 0.2219928 -22.062 <2e-16 *** theta4 0.0004141 0.0005457 0.759 0.451 --- Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1 Residual standard error: 0.1542 on 66 degrees of freedom Correlation of Parameter Estimates: theta1 theta2...
2023 Nov 07
1
non-linear regression and root finding
...see how the conditiion > pK1 < pK2 < pK3 is enforced? One way of enforcing such constraints (well, in finite computer arithemtic only "<=" can be enforced) is to rewrite the parameters as: pK1 = exp(theta1) ## only if pK1 > 0 pK2 = pK1 + exp(theta2) pK3 = pk2 + exp(theta3) And then use your optimiser to optimise over theta1, theta2 and theta3. There might be better approaches depending on the specific problem. Cheers, Berwin
2023 Nov 07
1
non-linear regression and root finding
...pK1 < pK2 < pK3 is enforced? > One way of enforcing such constraints (well, in finite computer > arithemtic only "<=" can be enforced) is to rewrite the parameters as: > > pK1 = exp(theta1) ## only if pK1 > 0 > pK2 = pK1 + exp(theta2) > pK3 = pk2 + exp(theta3) > > And then use your optimiser to optimise over theta1, theta2 and theta3. > > There might be better approaches depending on the specific problem. > > Cheers, > > Berwin
2018 Feb 13
0
Help with regular expressions
...PM, Dennis Fisher <fisher at plessthan.com> wrote: > R 3.4.2 > OS X > > Colleagues > > I would appreciate some help with regular expressions. > > I have string that looks like: > " ITERATION ,THETA1 ,THETA2 ,THETA3 ,THETA4 ,THETA5 ,THETA6 ,THETA7 ,SIGMA(1,1) ,SIGMA(2,1) ,SIGMA(2,2)? > > In the entries that contain: > (X,Y) # for example, SIGMA(1,1) > I would like to rep...
2018 Feb 13
1
Help with regular expressions
...than.com> wrote: >> R 3.4.2 >> OS X >> >> Colleagues >> >> I would appreciate some help with regular expressions. >> >> I have string that looks like: >> " ITERATION ,THETA1 ,THETA2 ,THETA3 ,THETA4 ,THETA5 ,THETA6 ,THETA7 ,SIGMA(1,1) ,SIGMA(2,1) ,SIGMA(2,2)? >> >> In the entries that contain: >> (X,Y) # for example, SIGMA(1,1) >> I w...
2017 Oct 18
4
Error messages using nonlinear regression function (nls)
...l=FALSE,data=wheat) ### ### next, try to use lm to estimate starting parameters. wheat.list = list() for (i in 1:length(levels(wheat$temp))){ tmpDat = wheat[wheat$temp == levels(wheat$temp)[i],] tmp.lm <- lm(Prop ~ end,data = tmpDat) tmp.nls <- nls(Prop ~ theta1 / (1 + exp(-(theta2 + theta3*end))), start = list(theta1 = .5,theta2=coef(tmp.lm)[1],theta3 = coef(tmp.lm)[2]), data = tmpDat,trace=TRUE) tmp2.nls <- nls(Prop ~ SSlogis(end,phi1,phi2,phi3),data=tmpDat) wheat.list[i] <- tmp.nls } #### End code nlsList just returns an empty list. When I try to loop through...