[R] Non-linear system of equations

[Paul Smith]

Clearly, a family of solutions is

(p,q) = (0,k), with k != 0.

Paul


On Fri, Apr 25, 2008 at 1:58 PM, Paul Smith <phhs80 at gmail.com> wrote:
> Try to change the initial values of the parameters with, for instance,
>
>  p0 <- rnorm(2)
>
>  But you sure that your system has a solution, Evgeniq?
>
>  Paul
>
>
>
>
>  2008/4/25 Radka Pancheva <radica at abv.bg>:
>  > Hello Paul,
>  >
>  >  Thank you for your quick answer. I have tried to use your advice and to estimate the parameters of beta distribution with moments matching. This is my code:
>  >
>  >
>  >  ex <- 0.3914877
>  >  ex2 <- 0.2671597
>  >
>  >  my.mm <- function(x){
>  >         p <- x[1]
>  >         q <- x[2]
>  >         p <-  .Machine$double.eps
>  >         q <-  .Machine$double.eps
>  >
>  >         F <- rep(NA,2)
>  >
>  >         F[1] <- p/(p + q)
>  >         F[2]<- (p*q + (p + q + 1)*p^2)/((p + q + 1)*(p + q)^2)
>  >
>  >         return(F)
>  >  }
>  >
>  >  p0 <- c(ex,ex2)
>  >
>  >  dfsane(par=p0, fn=my.mm,control=list(maxit=50000))
>  >
>  >  and I became the following output:
>  >
>  >  …
>  >  iteration:  3640  ||F(xn)|| =   0.7071068
>  >  iteration:  3641  ||F(xn)|| =   0. 7071068
>  >  …
>  >  iteration:  49990  ||F(xn)|| =   0. 7071068
>  >  iteration:  50000  ||F(xn)|| =   0. 7071068
>  >  $par
>  >  [1] -446.2791 -446.4034
>  >
>  >  $residual
>  >  [1] 0.5
>  >
>  >  $fn.reduction
>  >  [1] 0
>  >
>  >  $feval
>  >  [1] 828495
>  >
>  >  $iter
>  >  [1] 50001
>  >
>  >  $convergence
>  >  [1] 1
>  >
>  >  $message
>  >  [1] "Maximum limit for iterations exceeded"
>  >
>  >  I have tried maxiter=100000 but the output is the same. I know that ex and ex2 are bringing the problems, but I am stuck with them. How can I make it convergent?
>  >
>  >  Thank you,
>  >
>  >  Evgeniq
>  >
>  >
>  >
>  >   >2008/4/25 Radka Pancheva <radica at abv.bg>:
>  >   >>  I am trying to estimate the parameters of a bimodal normal distribution using moments matching, so I have to solve a non-linear system of equations. How can I solve the following simple example?
>  >   >>
>  >   >>  x^2 - y^2 = 6
>  >   >>  x – y = 3
>  >   >>
>  >   >>  I heard about nlsystemfit, but I don't know how to run it exactly. I have tried the following code, but it doesn't really work:
>  >   >>
>  >   >>
>  >   >>  f1 <-y~ x[1]^2-x[2]^2-6
>  >   >>  f2 <-z~ x[1]-x[2]-3
>  >   >>  f  <- list(f1=0,f2=0)
>  >   >>  nlsystemfit("OLS",f,startvals=c(0,0))
>  >   >
>  >   >You could try the recent package BB by Ravi Varadhan. The code could
>  >   >be the following:
>  >   >
>  >   >library(BB)
>  >   >
>  >   >f <- function(x) {
>  >   >  x1 <- x[1]
>  >   >  x2 <- x[2]
>  >   >
>  >   >  F <- rep(NA, 2)
>  >   >
>  >   >  F[1] <- x1^2 - x2^2 - 6
>  >   >  F[2] <- x1 - x2 - 3
>  >   >
>  >   >  return(F)
>  >   >}
>  >   >
>  >   >p0 <- c(1,2)
>  >   >dfsane(par=p0, fn=f,control=list(maxit=3000))
>  >   >
>  >   >I got the solution:
>  >   >
>  >   >x1 = 2.5
>  >   >x2 = -0.5
>  >   >
>  >   >Paul
>  >   >
>  >
>  >
>  >  >______________________________________________
>  >   >R-help at r-project.org mailing list
>  >   >https://stat.ethz.ch/mailman/listinfo/r-help
>  >   >PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>  >   >and provide commented, minimal, self-contained, reproducible code.
>  >   >
>  >
>  >  ______________________________________________
>  >  R-help at r-project.org mailing list
>  >  https://stat.ethz.ch/mailman/listinfo/r-help
>  >  PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>  >  and provide commented, minimal, self-contained, reproducible code.
>  >
>