Thomas Wutzler
2006-May-24 10:19 UTC
[R] general Gauss-Newton or support for NSUR: contemporaneously correlated non-linear models
Dear r-Help readers, 1) Is there support for NSUR in some R package yet? 2) Is there a general function of applying the Gauss-Newton or Marquard method, in which the function of calculating the partial derivatives can be specified by the user? Contemporaneously correlated non-linear models (NSUR) is a method to fit a system of non-linear equations. I want to use to fit several non-linear models at the same time, so that one the independent variable is alsway the sum of several other independent variable of other models. This procedure is described in detail by Parresol 2001. He used PROC MODEL by SAS to accomplish the task. If there is no support for NSUR yet, I would try to program a function by myself, although I only used very simple R-functins yet. The essential part is the fit the minimum of complex vector equation. This leads to my second question above. The function (as provided as an parameter) should accept a vector of model parameters and calculate the matrix of partial derivatives at this point in the parameter space. Thanks Thomas Parresol, B.R., 2001. Additivity of nonlinear biomass equations. Canadian Journal of Forest Research-Revue Canadienne De Recherche Forestiere 31, 865-878.
Spencer Graves
2006-May-25 02:35 UTC
[R] general Gauss-Newton or support for NSUR: contemporaneously correlated non-linear models
Have you looked at nlme and the book Pinheiro and Bates (2000) Mixed-Effects Models in S and S-Plus (Springer)? I'm not familiar with "NSUR", but it sound like nlme might handle it very well. hope this helps, Spencer Graves Thomas Wutzler wrote:> Dear r-Help readers, > > 1) Is there support for NSUR in some R package yet? > 2) Is there a general function of applying the Gauss-Newton or Marquard > method, in which the function of calculating the partial derivatives can > be specified by the user? > > Contemporaneously correlated non-linear models (NSUR) is a method to fit > a system of non-linear equations. > > I want to use to fit several non-linear models at the same time, so that > one the independent variable is alsway the sum of several other > independent variable of other models. > This procedure is described in detail by Parresol 2001. He used PROC > MODEL by SAS to accomplish the task. > > If there is no support for NSUR yet, I would try to program a function > by myself, although I only used very simple R-functins yet. The > essential part is the fit the minimum of complex vector equation. This > leads to my second question above. The function (as provided as an > parameter) should accept a vector of model parameters and calculate the > matrix of partial derivatives at this point in the parameter space. > > > Thanks > Thomas > > Parresol, B.R., 2001. Additivity of nonlinear biomass equations. > Canadian Journal of Forest Research-Revue Canadienne De Recherche > Forestiere 31, 865-878. > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
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