[R] Parameter Constraints in nls.lm()
Spencer Graves
spencer.graves at pdf.com
Fri Dec 30 19:36:18 CET 2005
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]]
>
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--
Spencer Graves, PhD
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