hey guys, I got a problem when I tried to estimate parameters in a non linear function with restrictions. The function is: Y=a+(b+c*x)*exp(-d*x), given values of x and y. The least squares method is required and there are many restriction on a,b,c,d, such as a>10, a+b<19,b<3, d>0 and the starting values are given for c,d. how can I realize such estimation? or which package should i use? thanks a lot~~ Regards, James -- View this message in context: http://r.789695.n4.nabble.com/non-linear-estimation-tp2072136p2072136.html Sent from the R help mailing list archive at Nabble.com.
any suggestion? actually I just wanna know if there is a package for non linear estimation with restriction, thanks. I am a new for R.... -- View this message in context: http://r.789695.n4.nabble.com/non-linear-estimation-tp2072136p2074911.html Sent from the R help mailing list archive at Nabble.com.
Hi I put a search question about nonlinear programming in R site search and got many answers maybe you could find something which suits your needs. Maybe you could also look at CRAN task view - Optimisation and Mathematical programming Regards Petr r-help-bounces at r-project.org napsal dne 29.04.2010 03:38:27:> > any suggestion? actually I just wanna know if there is a package for non > linear estimation with restriction, thanks. I am a new for R.... > -- > View this message in context: http://r.789695.n4.nabble.com/non-linear- > estimation-tp2072136p2074911.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html> and provide commented, minimal, self-contained, reproducible code.
> -----Mensaje original----- > De: r-help-bounces at r-project.org > [mailto:r-help-bounces at r-project.org] En nombre de JamesHuang > Enviado el: jueves, 29 de abril de 2010 3:38 > Para: r-help at r-project.org > Asunto: Re: [R] non linear estimation > > > any suggestion? actually I just wanna know if there is a > package for non linear estimation with restriction, thanks. I > am a new for R....I do not know if there is any specific package for optimization with restrictions, but you can use optim with method="L-BFGS-B" This only lets you set bounds of single parameters, so for restrictions such as a+b<19 in Y=a+(b+c*x)*exp(-d*x) you could deduce your restrictions in terms of single parameters (for example, in your original mail you put that a>10, a+b<19, and b<3, so the restriction a+b>19 is actually redundant), or else you could think of some re-parameterization that would put a+b (and all other multi-par restrictions) as a single parameter. Wait, is this a homework? ____________________________________________________________________________________ Dr. Rub?n Roa-Ureta AZTI - Tecnalia / Marine Research Unit Txatxarramendi Ugartea z/g 48395 Sukarrieta (Bizkaia) SPAIN
hey, thanks and I actually ready found such packages such as nlme, but i failed to found the comment for restrictions, so.....anyway, thanks fro your help. James -- View this message in context: http://r.789695.n4.nabble.com/non-linear-estimation-tp2072136p2075338.html Sent from the R help mailing list archive at Nabble.com.
it is an assignment, haha~~ I just simplify the question and i could do that in Excel using solver. I just wonder whether I can find a way to do that in R. The main problem is adding restrictions, I managed to do one question without restrictions in R by "nls". James -- View this message in context: http://r.789695.n4.nabble.com/non-linear-estimation-tp2072136p2075343.html Sent from the R help mailing list archive at Nabble.com.