[R] general Gauss-Newton or support for NSUR: contemporaneously correlated non-linear models

Thomas Wutzler thomas.wutzler at web.de
Wed May 24 12:19:17 CEST 2006


Dear r-Help readers,

1) Is there support for NSUR in some R package yet?
2) Is there a general function of applying the Gauss-Newton or Marquard 
method, in which the function of calculating the partial derivatives can 
be specified by the user?

Contemporaneously correlated non-linear models (NSUR) is a method to fit 
a system of non-linear equations.

I want to use to fit several non-linear models at the same time, so that 
one the independent variable is alsway the sum of several other 
independent variable of other models.
This procedure is described in detail by Parresol 2001. He used PROC 
MODEL by SAS to accomplish the task.

If there is no support for NSUR yet, I would try to program a function 
by myself, although I only used very simple R-functins yet. The 
essential part is the fit the minimum of complex vector equation. This 
leads to my second question above. The function (as provided as an 
parameter) should accept a vector of model parameters and calculate the 
matrix of partial derivatives at this point in the parameter space.


Thanks
Thomas

Parresol, B.R., 2001. Additivity of nonlinear biomass equations. 
Canadian Journal of Forest Research-Revue Canadienne De Recherche 
Forestiere 31, 865-878.



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