Parameter Constraints in nls.lm()

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Parameter Constraints in nls.lm()

Kilian Plank
Hello,

 

Is there a possibility of setting parameter constraints in nls.lm() ?

The documentation does not say anything on that explicitly.

In order to achieve the same effect, the criterion function could be
penalized

outside the valid domain. Is that a correct procedure?

 

Kind regards,

 

Kilian


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Re: Parameter Constraints in nls.lm()

Spencer Graves
          Have you referred this question to the maintainer of "minpack.lm",
the package containing "nls.lm"?  "help(package='minpack.lm')" should
give you a name and an email address.

          My two favorite techniques for handling constraints are as follows:

          (1) Eliminate the constraints by transformations, e.g., logs or logits.

          (2) Add a penalty for violating the constraints, as you suggested.

          The last time I specified constraints inside nlminb or optim, the
minimizer died when it tested values outside the constraints, for which
my function died or returned NAs.  That was a few years ago, and the
functions may be better today, but that's what I've done.

          hope this helps.
          spencer graves

Kilian Plank wrote:

> Hello,
>
>  
>
> Is there a possibility of setting parameter constraints in nls.lm() ?
>
> The documentation does not say anything on that explicitly.
>
> In order to achieve the same effect, the criterion function could be
> penalized
>
> outside the valid domain. Is that a correct procedure?
>
>  
>
> Kind regards,
>
>  
>
> Kilian
>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

--
Spencer Graves, PhD
Senior Development Engineer
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333 West San Carlos Street Suite 700
San Jose, CA 95110, USA

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Fax: 408-280-7915

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