Functions for Nonlinear Least Squares Solutions

Replacement for nls() tools for working with nonlinear least squares problems. The calling structure is similar to, but much simpler than, that of the nls() function. Moreover, where nls() specifically does NOT deal with small or zero residual problems, nlmrt is quite happy to solve them. It also attempts to be more robust in finding solutions, thereby avoiding 'singular gradient' messages that arise in the Gauss-Newton method within nls(). The Marquardt-Nash approach in nlmrt generally works more reliably to get a solution, though this may be one of a set of possibilities, and may also be statistically unsatisfactory. Added print and summary as of August 28, 2012.


News

To do

o 1-sided model expressions -- easy to do, but needs to be done.

o Origin of NaN's in bounded examples. Can they be avoided?

o Handling of NaN in Jacfun

o Fixup inst/examples/. Maybe create tests.

o Option for numerical Jacobian -- control numJac = TRUE?, with routine in nlmrt.R ?? elsewhere.

o Way of using a "gradient" attribute when the model formula is specified like
y ~ SpecialFn(xx, zz) which would allow functions not differentiable by deriv()

o Weighted least squares example, especially in nlxb.

o Issue when npar = 1

Changes in nlmrt version 2016.3.2

o An example from Gabor Grothendieck with 0 sumsquares raised an error in summary.nlmrt() due to crossprod() returning a 1x1 matrix rather than a scalar. Fixed with the use of as.numeric().

o NAMESPACE exported summary, print and coef methods replaced with S3method() statements

o DESCRIPTION updated to current standards

o Minor tweak in vignette (encoding line)

Changes in nlmrt version 2014-7.16

o These were, unfortunately, not recorded here

Changes in nlmrt version 2013-8.26

o Relative offset convergence test (not exactly as in nls()) residual and jacobian in summary & print methods

o coef() method in nlmrt.R so names carried through

o summary() and print() cleanup

o partial and minor documentation improvement

Changes in nlmrt version 2013-8.10

o fix line length issue in examples

Changes in nlmrt version 2013-7.9

o Added control list elements to .Rd files for nlxb and nlfb, with reference in wrapnls.

o Put in a test for very small sum of squares in nlfb and nlxb.

Changes in nlmrt version 2013-3.16

o Result element coeffs changed to coefficients. This alters wrapnls.R code also.

Changes in nlmrt version 2012-9.03

o More features in summary().

Changes in nlmrt version 2012-9.03

o summary() for output from different functions. Should display constraints if possible as per JNMWS codes. Warnings / Notes fixed re: dependencies in vignette, methods.

o Sort out display in vignette Note warning "unstated dependencies in vignette"

Changes in nlmrt version 2012-8.12

o Bounds and masks examples in nlmrt-vignette.

Changes in nlmrt version 2012-8.04 o Vignette nlmrt-vignette updated.

o Functions to convert expression to residual, Jacobian, sum of squares and gradient functions (for use with optimx or nlmrt:nlfb or minpack.lm:nls.lm

o The examples in ./inst/examples/ are calling routines that have been renamed. These have, I believe, been fixed.

o nlfb() needs an explicit Jacobian function and needs a way to compute numerical Jacobian if omitted. Fixed, I believe.

Changes in nlmrt version 2012-6.01

o Removed diagnostic printout of bdmsk in nlfb

Changes in nlmrt version 2012-4.15

o Added nlfb to allow functions for residual and Jacobian. These are developed from the expression for the residuals as a model in nlxb.

o Bounds now in wrapnls.

o Note misleading trace output in nls() runs with bounds.

Reference manual

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install.packages("nlmrt")

2016.3.2 by John C. Nash, 6 years ago


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


Authors: John C. Nash [aut, cre]


Documentation:   PDF Manual  


Task views: Optimization and Mathematical Programming


GPL-2 license


Suggests minpack.lm, optimx, Rvmmin, Rcgmin, numDeriv


Imported by beezdemand.


See at CRAN