[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
>>
>> ______________________________________________
>> R-help at stat.math.ethz.ch mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide! 
>> http://www.R-project.org/posting-guide.html
>>
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html
>




More information about the R-help mailing list