[R] Non-linear minimization

[Uwe Ligges]

Sébastien Ballesteros wrote:
> hello, I have got some trouble with R functions nlm(),
> nls() or optim() : I would like to fit 3 parameters
> which must stay in a precise interval. For exemple
> with nlm() :
> 
> fn<-function(p) sum((dN-estdata(p[1],p[2],p[3]))^2)
> out<-nlm(fn, p=c(4, 17, 5),
> hessian=TRUE,print.level=2)
> 
> with estdata() a function which returns value to fit
> with dN (observed data vactor)
> 
> My problem is that only optim() allows me to set
> parameters interval with "L-BFGS-B" method but this
> one doesn't work in my case.
> 
> I have heard about nls2 package (www.inra.fr/bia) but
> it doesn't work on Windows.


"it doesn't work on Windows" is a very gentle description in this 
particular case...


> Do you know any solutions

A typical trick is to redefine the function so that for points outside 
the boundaries increasing penalties are added (if you know enough about 
your function).

Uwe Ligges


> Thank's a lot for reading my post
> 
> Best regards
> 
> Sebastien
> INA P-G ecology dpt
> 
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