[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
Senior Development Engineer
PDF Solutions, Inc.
333 West San Carlos Street Suite 700
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spencer.graves at pdf.com
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