[R-sig-Finance] Levenberg-Marquardt

[Lorenzo Isella]

Dear All,
In doing some fittings I tried several R packages and, for my specific
problem, I get good results with the minpack.lm library, which
implements the Levenberg-Marquardt (LM) algorithm for nonlinear
least-square optimization.
However, the nls.lm package does not allow the user to set any constrain
(and I would need mainly some linear constrains) on the fitting
parameters.
Do you know about any package in R implementing constrains in LM?
Unfortunately, nls did not work very well with my set of data.
Cheers

Lorenzo