[R] How to solve systems of nonlinear equations in R?

Berend Hasselman bhh at xs4all.nl
Sat Jul 19 13:45:01 CEST 2008



François Aucoin wrote:
> 
> Hey,
> I was wondering if there existed a R function similar to 'fsolve'  or
> 'fzero' Matlab functions?
> 
> 

For a single function of one variable you can use uniroot.
Use ?uniroot in R to find out more.
You can also try general purpose optimisation algorithms such as optim/nlm,
but they don't always find a solution and they are not very efficient for
systems of equations.

I am working on a package for solving (dense) non linear systems of
equations using Broyden/Newton and global search methods. But it isn't ready
yet and it will take time ...

Berend
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