[R] Non-linear minimization

Dimitris Rizopoulos dimitris.rizopoulos at med.kuleuven.ac.be
Tue Mar 8 15:05:34 CET 2005


maybe you could re-parameterize the problem, e.g.,

p \in (a, b)
p^* = (p - a) / (b - a) \in (0, 1)
x = qlogis(p^*) \in \Re

I hope it helps.

Best,
Dimitris

----
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/16/336899
Fax: +32/16/337015
Web: http://www.med.kuleuven.ac.be/biostat/
     http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm



----- Original Message ----- 
From: "Sébastien Ballesteros" <sebastien_ballesteros at yahoo.fr>
To: <r-help at stat.math.ethz.ch>
Sent: Tuesday, March 08, 2005 2:23 PM
Subject: [R] Non-linear minimization


> hello, I have got some trouble with R functions nlm(),
> nls() or optim() : I would like to fit 3 parameters
> which must stay in a precise interval. For exemple
> with nlm() :
>
> fn<-function(p) sum((dN-estdata(p[1],p[2],p[3]))^2)
> out<-nlm(fn, p=c(4, 17, 5),
> hessian=TRUE,print.level=2)
>
> with estdata() a function which returns value to fit
> with dN (observed data vactor)
>
> My problem is that only optim() allows me to set
> parameters interval with "L-BFGS-B" method but this
> one doesn't work in my case.
>
> I have heard about nls2 package (www.inra.fr/bia) but
> it doesn't work on Windows.
>
> Do you know any solutions
>
> Thank's a lot for reading my post
>
> Best regards
>
> Sebastien
> INA P-G ecology dpt
>
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