[R] Solving systems of non-linear equations in R
T Petersen
Innkeyp-r at yahoo.com
Wed Feb 23 05:08:05 CET 2005
No, this doesn't seem right. What I look for is something that could
solve nonlinear systems with n unknowns and n equations. So there will
be zero degrees of freedom, and statistical methods can't be the right
way forward.
Specifically I can see that the litterature mentions's "Scarf's
algoritm" (Scarf 1967) and Merril's refinement of Scarf's algoritm in
1972, but there might be other algoritms too...
Regards...TP
yutaka hamaoka wrote:
>
> I believe
> library(systemfit)
> has nlsytemfit function.
>
> Yh
>
>
> T Petersen wrote:
>
>> I'm about to write my thesis in economics and will need to setup and
>> solve a system of non-linear equations. At our university we usually
>> use GAMS for this, and though GAMS is a fine program, it bugs me a
>> that I won't be able to run my code after I finish my thesis without
>> buying a license for the program(about $3.500 :-(( )
>>
>> So I've looked around for NL-stuff for R, but I can't find anything.
>> The closest thing appears to be optim(), but it doesn't seem to allow
>> constraints(as in fn = constant) or equations systems. So, anyone
>> knows if there is a method in R that you can use for this purpose?
>>
>> regards
>>
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