[R] nls question
Chong Gu
chong at stat.purdue.edu
Fri Apr 27 17:21:18 CEST 2001
On Fri, 27 Apr 2001, Bill Simpson wrote:
> I have a question about passing arguments to the function f that nlm
> minimizes.
>
> I have no problems if I do this:
> x<-seq(0,1,.1)
> y<-1.1*x + (1-1.1) + rnorm(length(x),0,.1)
> fn<-function(p)
> {
> yhat<-p*x+(1-p)
> sum((y-yhat)^2)
> }
> out<-nlm(fn,p=1.5,hessian=TRUE)
>
> But I would like to define
> fn<-function(x,y,p)
> {
> yhat<-p*x+(1-p)
> sum((y-yhat)^2)
> }
> so that I can pass the x and y variables along, doing something like
> out<-nlm(fn,x=this, y=that,p=1.5,hessian=TRUE)
> This version doesn't work of course. I have looked at the examples and
> can't figure out how to do what I want. Is it possible?
>
> Thanks very much for any help.
>
> (BTW I know nls() can be used for nonlinear least squares fitting. It
> choked on this problem.)
>
> Bill Simpson
>
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>
I had to do similar things within a function and this is how I do it:
task <- function(...)
{
...
y <- ...
p <- ...
fn <- function(x) {
yhat<-p*x+(1-p)
assign("y",y+1,inherit=TRUE)
sum((y-yhat)^2)
}
nlm(fn,x)
...
}
When R needs y and p within fn, it'll trace through the nested
environments to find them, and since they are not within nlm, the y and p
in task gets used; they can also be provided through the arguments of
task.
The assign(...) line allows me to update y from within fn. My
particular application involves a certain Newton iteration within fn,
and I have to update the starting value for that Newton iteration.
Hope this helps.
Chong
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