search for: pdfdy

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2003 Jul 18
3
question about formulating a nls optimization
Dear list, I'm migrating a project from Matlab to R, and I'm facing a relatively complicated problem for nls. My objective function is below: >> objFun <- function(yEx,xEx,tEx,gamma,theta,kappa){ yTh <- pdfDY(xEx,tEx,gamma,theta,kappa) sum(log(yEx/yTh)^2) } The equation is yTh=P(xEx,tEx) + noise. I collect my data in: >> data <- data.frame(xEx,tEx,yEx) And I do the nls: aux <- nls( ~ objFun(yEx,xEx,tEx,gamma,theta,kappa), data=data, start=list(gamma=0.085, theta=8.6...