GSL Multi-Start Nonlinear Least-Squares Fitting

An R interface to weighted nonlinear least-squares optimization with the GNU Scientific Library (GSL), see M. Galassi et al. (2009, ISBN:0954612078). The available trust region methods include the Levenberg-Marquardt algorithm with and without geodesic acceleration, the Steihaug-Toint conjugate gradient algorithm for large systems and several variants of Powell's dogleg algorithm. Multi-start optimization based on quasi-random samples is implemented using a modified version of the algorithm in Hickernell and Yuan (1997, OR Transactions). Robust nonlinear regression can be performed using various robust loss functions, in which case the optimization problem is solved by iterative reweighted least squares (IRLS). Bindings are provided to tune a number of parameters affecting the low-level aspects of the trust region algorithms. The interface mimics R's nls() function and returns model objects inheriting from the same class.


Reference manual

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install.packages("gslnls")

1.4.2 by Joris Chau, a year ago


https://github.com/JorisChau/gslnls


Report a bug at https://github.com/JorisChau/gslnls/issues


Browse source code at https://github.com/cran/gslnls


Authors: Joris Chau [aut, cre]


Documentation:   PDF Manual  


LGPL-3 license


Imports stats, Matrix

System requirements: GSL (>= 2.3)


Imported by CompositionalSR, germinationmetrics, predmicror, rpcss.

Suggested by fitnmr.


See at CRAN