[R] solving system of equations involving non-linearities

Werner Wernersen pensterfuzzer at yahoo.de
Thu Aug 6 13:53:01 CEST 2009


I would appreciate if someone could help me on track with this problem.

I want to compute some parameters from a system of equations given a number of sample observations. The system looks like this:

sum_i( A+b_i>0 & A+b_i>C+d_i) = x
sum_i( C+d_i>0 & C+d_i>A+b_i) = y
sum_i( exp(E+f_i) * ( A+b_i>0 & A+b_i>C+d_i) = z

A, C, E are free variables while the other letters represent values given from sample observations. The equations involve counts of the number of fulfilled conditions and therefore non-linearities. Furthermore, since I have many observations i, the equations will unlikely hold exactly and solving will require some closeness measure like the sum of the squared deviations or so.

Is there any function in R suitable for solving this problem?

Thanks so much for your help,

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