[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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