R devel - Apr 2007 - nls with algorithm = "port", starting values

The documentation for nls says the following about the starting values:

 start: a named list or named numeric vector of starting estimates.
          Since R 2.4.0, when 'start' is missing, a very cheap guess
          for 'start' is tried (if 'algorithm !=
"plinear"').

It may be a good idea to document that when algorithm = "port", if
start
is a named list, the elements of the list must be numeric vectors of
length 1.  Ie, start = list(a=1,b=2,c=3) is ok, but start = list(a=c(1,2),
b=3) is not.  This is not the case when algorithm is "plinear" or the
default GN, and is because of the way that the "port" code in nls.R
transforms the starting values (the other options do something else):

nls_port_fit <- function(m, start, lower, upper, control, trace)
{
    ## Establish the working vectors and check and set options
    p <- length(par <- as.double(start))


Example:

## exponentially decaying data
getExpmat <- function(theta, t)
{
        conc <- matrix(nrow = length(t), ncol = length(theta))
        for(i in 1:length(theta)) {
                conc[, i] <- exp(- theta[i] * t)
        }
        conc
}

expsum <- as.vector(getExpmat(c(.05,.005), 1:100) %*% c(1,1))
expsumNoisy <- expsum + max(expsum) *.001 * rnorm(100)
expsum.df <-data.frame(expsumNoisy)

## estimate decay rates, amplitudes with default Gauss-Newton
summary (nls(expsumNoisy ~ getExpmat(k, 1:100) %*% sp, expsum.df, start list(k =
c(.6,.02), sp = c(1,2)), trace=TRUE, control nls.control(maxiter=20,
warnOnly =  TRUE)))

## won't work with port
summary (nls(expsumNoisy ~ getExpmat(k, 1:100) %*% sp, expsum.df, start list(k =
c(.6,.02), sp = c(1,2)), algorithm = "port",
trace=TRUE, control = nls.control(maxiter=20,
warnOnly =  TRUE)))

I think we should fix the code to do as the documentation says: all it 
needs is an unlist().

Thank you for the examples, which helped test this.

On Mon, 16 Apr 2007, Katharine Mullen wrote:
> The documentation for nls says the following about the starting values:
>
> start: a named list or named numeric vector of starting estimates.
>          Since R 2.4.0, when 'start' is missing, a very cheap guess
>          for 'start' is tried (if 'algorithm !=
"plinear"').
>
> It may be a good idea to document that when algorithm = "port",
if start
> is a named list, the elements of the list must be numeric vectors of
> length 1.  Ie, start = list(a=1,b=2,c=3) is ok, but start = list(a=c(1,2),
> b=3) is not.  This is not the case when algorithm is "plinear" or
the
> default GN, and is because of the way that the "port" code in
nls.R
> transforms the starting values (the other options do something else):
>
> nls_port_fit <- function(m, start, lower, upper, control, trace)
> {
>    ## Establish the working vectors and check and set options
>    p <- length(par <- as.double(start))
>
>
> Example:
>
> ## exponentially decaying data
> getExpmat <- function(theta, t)
> {
>        conc <- matrix(nrow = length(t), ncol = length(theta))
>        for(i in 1:length(theta)) {
>                conc[, i] <- exp(- theta[i] * t)
>        }
>        conc
> }
>
> expsum <- as.vector(getExpmat(c(.05,.005), 1:100) %*% c(1,1))
> expsumNoisy <- expsum + max(expsum) *.001 * rnorm(100)
> expsum.df <-data.frame(expsumNoisy)
>
> ## estimate decay rates, amplitudes with default Gauss-Newton
> summary (nls(expsumNoisy ~ getExpmat(k, 1:100) %*% sp, expsum.df, start
> list(k = c(.6,.02), sp = c(1,2)), trace=TRUE, control >
nls.control(maxiter=20,
> warnOnly =  TRUE)))
>
> ## won't work with port
> summary (nls(expsumNoisy ~ getExpmat(k, 1:100) %*% sp, expsum.df, start
> list(k = c(.6,.02), sp = c(1,2)), algorithm = "port",
> trace=TRUE, control = nls.control(maxiter=20,
> warnOnly =  TRUE)))
>
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>
-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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