[R] Constrained non linear regression using ML
ct529 at york.ac.uk
Wed Mar 17 11:01:45 CET 2010
Dear Gabor, dear R users,
I had already read the betareg documentation. As far as I can understand
from the help, it does not allow for constrained regression.
Gabor Grothendieck wrote:
> Check out the betareg package.
> On Tue, Mar 16, 2010 at 2:58 PM, Corrado <ct529 at york.ac.uk> wrote:
>> Dear R users,
>> I have to fit the non linear regression:
>> y~1-exp(-(k0+k1*p1+k2*p2+ .... +kn*pn))
>> where ki>=0 for each i in [1 .... n] and pi are on R+.
>> I am using, at the moment, nls, but I would rather use a Maximum Likelhood
>> based algorithm. The error is not necessarily normally distributed.
>> y is approximately beta distributed, and the volume of data is medium to
>> large (the y,pi may have ~ 40,000 elements).
>> I have studied the packages in the task views Optimisation and Robust
>> Statistical Methods, but I did look like what I was looking for was there.
>> Maybe I am wrong.
>> The nearest thing was nlrob, but even that does not allow for constraints,
>> as far as I can understand.
>> Any suggestion?
>> Corrado Topi
>> PhD Researcher
>> Global Climate Change and Biodiversity
>> Area 18,Department of Biology
>> University of York, York, YO10 5YW, UK
>> Phone: + 44 (0) 1904 328645, E-mail: ct529 at york.ac.uk
>> R-help at r-project.org mailing list
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
Global Climate Change and Biodiversity
Area 18,Department of Biology
University of York, York, YO10 5YW, UK
Phone: + 44 (0) 1904 328645, E-mail: ct529 at york.ac.uk
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