[R] How to solve systems of nonlinear equations in R?

Ravi Varadhan RVaradhan at jhmi.edu
Mon Jul 21 17:16:27 CEST 2008


Also take a look at the package "BB" for solving nonlinear systems.

Ravi.

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Berend Hasselman
Sent: Saturday, July 19, 2008 7:45 AM
To: r-help at r-project.org
Subject: Re: [R] How to solve systems of nonlinear equations in R?



François Aucoin wrote:
> 
> Hey,
> I was wondering if there existed a R function similar to 'fsolve'  or 
> 'fzero' Matlab functions?
> 
> 

For a single function of one variable you can use uniroot.
Use ?uniroot in R to find out more.
You can also try general purpose optimisation algorithms such as optim/nlm,
but they don't always find a solution and they are not very efficient for
systems of equations.

I am working on a package for solving (dense) non linear systems of
equations using Broyden/Newton and global search methods. But it isn't ready
yet and it will take time ...

Berend
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