[R] R formula language---a min and max function?
Gabor Grothendieck
ggrothendieck at gmail.com
Wed May 5 01:53:20 CEST 2010
On Tue, May 4, 2010 at 7:39 PM, Gabor Grothendieck
<ggrothendieck at gmail.com> wrote:
> For fixed c, y is linear in pmin(c, x) so the first two statements
> find c and the next solves the remaining linear problem
>
Here is a slightly shorter f:
f <- function(c) sum(resid(lm(y ~ pmin(c, x)))^2)
> f <- function(c) sum((y - fitted(lm(y ~ pmin(c, x))))^2)
> fit.c <- optimize(f, c(0, max(DF$x))); fit.c
>
> lm(y ~ pmin(fit.c$minimum, x))
>
>
> as a function of c
>
> On Tue, May 4, 2010 at 5:25 PM, ivo welch <ivo.welch at gmail.com> wrote:
>> thank you, david and gabor. very much appreciated. I should have
>> thought of setting the seed. this was only an example, of course.
>> alas, such intermittent errors could still be of concern to me,
>> because I need to simulate this nls() to find out its properties under
>> the NULL, so I can't easily tolerate errors. fortunately, I had the
>> window still open, so getting my y's out was easy, and the rounded
>> figures produce the same nls error.
>>
>>> cbind(x,round(y,3))
>> x y
>> [1,] 1 5.017
>> [2,] 2 7.993
>> [3,] 3 11.014
>> [4,] 4 13.998
>> [5,] 5 17.003
>> [6,] 6 19.977
>> [7,] 7 23.011
>> [8,] 8 25.991
>> [9,] 9 29.003
>> [10,] 10 32.014
>> [11,] 11 31.995
>> [12,] 12 32.004
>> [13,] 13 32.012
>> [14,] 14 31.994
>> [15,] 15 31.998
>> [16,] 16 32.000
>> [17,] 17 32.009
>> [18,] 18 31.995
>> [19,] 19 32.000
>> [20,] 20 31.982
>>
>>> r1= nls( y~ a+b*pmin(c,x), start=list(a=2, b=3, c=10), trace=TRUE )
>> 0.002138 : 2 3 10
>> 0.002117 : 2.004 3.000 9.999
>> 0.002113 : 2.006 2.999 10.001
>> 0.002082 : 2.005 2.999 10.000
>> 0.002077 : 2.005 2.999 10.000
>> 0.002077 : 2.005 2.999 10.000
>> Error in nls(y ~ a + b * pmin(c, x), start = list(a = 2, b = 3, c = 10), :
>> step factor 0.000488281 reduced below 'minFactor' of 0.000976562
>>
>> I really don't care about this example, of course---only about
>> learning how to avoid nls() from dying on me. so, any advice would be
>> appreciated.
>>
>> regards,
>>
>> /iaw
>>
>>
>>
>> ----
>> Ivo Welch (ivo.welch at brown.edu, ivo.welch at gmail.com)
>>
>>
>>
>> On Tue, May 4, 2010 at 3:59 PM, David Winsemius <dwinsemius at comcast.net> wrote:
>>>
>>> On May 4, 2010, at 3:52 PM, ivo welch wrote:
>>>
>>>> thank you, david. indeed. works great (almost). an example for
>>>> anyone else googling this in the future:
>>>>
>>>>> x=1:20
>>>>> y= 2+3*ifelse(x>10, 10, x)+rnorm(20,0,0.01)
>>>>> r1= nls( y~ a+b*pmin(c,x), start=list(a=2, b=3, c=10), trace=TRUE )
>>>>
>>>> 0.002142 : 2 3 10
>>>> 0.002115 : 2.004 3.000 10.000
>>>> 0.002114 : 2.006 2.999 10.001
>>>> 0.002084 : 2.005 2.999 10.000
>>>> ...
>>>> 0.002079 : 2.005 2.999 10.000
>>>> Error in nls(y ~ a + b * pmin(c, x), start = list(a = 2, b = 3, c = 10),
>>>> :
>>>> step factor 0.000488281 reduced below 'minFactor' of 0.000976562
>>>>
>>>> strange error, but unrelated to my question. will figure this one out
>>>> next.
>>>
>>> I get no error. May be difficult to sort out unless you can reproduce after
>>> setting a random seed.
>>>
>>>> x=1:20
>>>> y= 2+3*ifelse(x>10, 10, x)+rnorm(20,0,0.01)
>>>> r1= nls( y~ a+b*pmin(c,x), start=list(a=2, b=3, c=10), trace=TRUE )
>>> 0.001560045 : 2 3 10
>>> 0.001161253 : 2.003824 2.998973 10.000388
>>> 0.001161253 : 2.003824 2.998973 10.000388
>>>
>>> --
>>> David.
>>>
>>>>
>>>> regards,
>>>>
>>>> /iaw
>>>>
>>>>
>>>> On Tue, May 4, 2010 at 3:40 PM, David Winsemius <dwinsemius at comcast.net>
>>>> wrote:
>>>>>
>>>>> On May 4, 2010, at 3:33 PM, ivo welch wrote:
>>>>>
>>>>>> Dear R experts---I would like to estimate a non-linear least squares
>>>>>> expression that looks something like
>>>>>>
>>>>>> y ~ a+b*min(c,x)
>>>>>>
>>>>>> where a, b, and c are the three parameters. how do I define a min
>>>>>> function in the formula language of R? advice appreciated.
>>>>>
>>>>> ?pmin
>>>>>
>>>>>>
>>>>>> sincerely,
>>>>>>
>>>>>> /iaw
>>>>>>
>>>>>> ______________________________________________
>>>>>> R-help at r-project.org mailing list
>>>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>>>> PLEASE do read the posting guide
>>>>>> http://www.R-project.org/posting-guide.html
>>>>>> and provide commented, minimal, self-contained, reproducible code.
>>>>>
>>>>> David Winsemius, MD
>>>>> West Hartford, CT
>>>>>
>>>>>
>>>
>>> David Winsemius, MD
>>> West Hartford, CT
>>>
>>>
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
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