Re: [R] nls and "plinear" algorithm

From: Duncan Murdoch <murdoch_at_stats.uwo.ca>
Date: Tue, 08 Jul 2008 16:10:35 -0400

On 7/8/2008 2:33 PM, Allan Clark wrote:
> hello all
>
>
> i havnt had a chance to read through the references provided for the
> "nls" function (since the libraries are closed now).
>
> can anyone shed some light on how the "plinear" algorithm works?

Nonlinear regression is least squares. There are standard linear algebra methods for solving least squares problems which are linear in the parameters. plinear models are linear in some of the parameters for fixed values of the others, so the nonlinear search only needs to optimize the linear fit over the nonlinear parts of the model: it's much faster than a fully nonlinear search over all the parameters.

 >
also,
> how are the fitted values obtained? also, WHAT DOES THE ".lin" below
> REPRESENT?
It's a linear multiplier applied to the whole expression you give, essentially changing the formula to

r ~ .lin * 242 * (p + exp(-a1 * p)/a1 - 1/a1) * (1 - exp(-a2 *   o))/((100 +

      exp(-a1 * 100)/a1 - 1/a1) * (1 - exp(-a2 * 50)))

You can also compare the two DNase1 examples in the ?nls page. In the second one, Asym plays the role of .lin.

Duncan Murdoch

>
> thanking you in advance
>
> ######################################
> i have a quick example: (data below)
>
>
> f1=nls(r~242*(p+exp(-a1*p)/a1-1/a1)*(1-exp(-a2*o))/(
> (100+exp(-a1*100)/a1-1/a1)*(1-exp(-a2*50)) ) , data = X.m,
> algorithm="plinear",start = list(a1=0.01,a2=.01),trace = TRUE)
>

>> summary(f1)

>
> Formula: r ~ 242 * (p + exp(-a1 * p)/a1 - 1/a1) * (1 - exp(-a2 *
> o))/((100 +
> exp(-a1 * 100)/a1 - 1/a1) * (1 - exp(-a2 * 50)))
>
> Parameters:
> Estimate Std. Error t value Pr(>|t|)
> a1 0.027017 0.003493 7.735 6.34e-10 ***
> a2 0.154967 0.012214 12.688 < 2e-16 ***
> .lin 1.042452 0.008010 130.140 < 2e-16 ***
> ---
> Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
>
> Residual standard error: 3.979 on 47 degrees of freedom
>
> Number of iterations to convergence: 13
> Achieved convergence tolerance: 8.91e-06
>
>
>
>
>
>
>
>
> p r o
> 98.96338287 241.2828283 50
> 97.55260431 237.6262626 49
> 95.63989983 233.0606061 48
> 93.91802748 229.3232323 47
> 92.31404009 224.7575758 46
> 90.03746768 220.7878788 45
> 89.30649329 216.6868687 44
> 87.64125166 212.2020202 43
> 86.68123643 207.4646465 42
> 85.25030371 203.3939394 41
> 83.64465743 198.5252525 40
> 82.60251377 193.8787879 39
> 81.62361512 189.1717172 38
> 80.71350574 185.1111111 37
> 79.15697699 180.7171717 36
> 78.11234178 176.5858586 35
> 76.60248492 172.7272727 34
> 76.03845076 168.5353535 33
> 74.32556341 164.6060606 32
> 73.3639895 160.3939394 31
> 72.35840786 156.7272727 30
> 70.90629218 152.5454545 29
> 69.88235864 148.6161616 28
> 68.69538137 144.1818182 27
> 67.6875564 140.5151515 26
> 67.16355934 135.7373737 25
> 66.90502437 131.3636364 24
> 65.63480302 126.8484848 23
> 64.63355769 122.1111111 22
> 63.5529748 117.4040404 21
> 62.65320004 113.4444444 20
> 61.31100803 109.0505051 19
> 60.59542007 105.1836735 18
> 58.43200533 100.244898 17
> 57.13903832 96.68041237 16
> 56.46953877 92.45833333 15
> 54.79475954 87.52083333 14
> 53.85049475 82.21875 13
> 52.50164551 77.84210526 12
> 51.04072849 72.87234043 11
> 49.64840803 68.22580645 10
> 48.24666285 62.76344086 9
> 46.36813455 58.0989011 8
> 44.40690015 51.85714286 7
> 42.8855932 45.13333333 6
> 40.93434063 39.34090909 5
> 37.84871552 32.39772727 4
> 36.10687426 25.8372093 3
> 32.74320593 18.26829268 2
> 28.03072554 9.922077922 1
>
> ______________________________________________
> 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. Received on Tue 08 Jul 2008 - 20:35:12 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Tue 08 Jul 2008 - 21:31:57 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive