[R] Non-linear minimization

[christopher.m.turner@jpmorgan.com]

After some experimentation, I have had very good luck with the rgenoud
package. It handles box constraints well and for small problems its slow
speed has not been much of a problem. It has worked for me on Windows,
Macintosh, and Linux.

Chris
JPMorgan Asset Management



|---------+-------------------------------->
|         |           Sébastien Ballesteros|
|         |           <sebastien_ballestero|
|         |           s at yahoo.fr>          |
|         |           Sent by:             |
|         |           r-help-bounces at stat.m|
|         |           ath.ethz.ch          |
|         |                                |
|         |                                |
|         |           03/08/2005 08:23 AM  |
|         |                                |
|---------+-------------------------------->
  >-----------------------------------------------------------------------------------------------------------------------------|
  |                                                                                                                             |
  |       To:       r-help at stat.math.ethz.ch                                                                                    |
  |       cc:                                                                                                                   |
  |       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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