From: Spencer Graves <spencer.graves_at_pdf.com>

Date: Fri 24 Jun 2005 - 02:30:30 EST

Date: Fri 24 Jun 2005 - 02:30:30 EST

Also, have you considered making plots? If I understand your example, you can solve for lambda using (II) as lambda = x/mean(X). Then you can use (I) to solve for "c". To understand this, it would help to plot the digamma function. If you do this (e.g., http://mathworld.wolfram.com/DigammaFunction.html), you will see that there are countably infinite solutions to this equation. If you want the positive solution, I suggest you try to solve for ln.c = log(c) rather than "c" directly, because that should make "optim" more stable. More generally, it often helps to make, e.g., contour or perspective plots and to try to find a parameterization that will make the sum of squares of errors approximatly parabolic in your parameters.

My favorite reference on this is Bates and Watts (1988) Nonlinear Regression Analysis and Its Applications (Wiley). There may be better, more recent treatments of this subject, but I am not familiar with them.

spencer graves

p.s. I never (no never, not ever) use "c" as a variable name, because
it is the name of a common R function. R is smart enough to distinguish
between a function and a non-function in some contexts but not in all.
When I want a name for a new object, I routinely ask R to print my
proposed name. If it returns "Error: object ... not found", I can use
"...".

Carsten Steinhoff wrote:

> Hello,

*>
**> I want to solve some two dimensional equation system with R. Some systems
**> are not solvable analytically.
**>
**> Here is an example:
**>
**> (I) 1/n*sum{from_i=1_to_n}(Xi) = ln lambda + digamma(c)
**>
**> (II) mean(X) = x / lambda
**>
**> I want to find lambda and c,
**>
**> which R-function could do that task?
**>
**> Carsten
**>
**> [[alternative HTML version deleted]]
**>
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**> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
*

-- Spencer Graves, PhD Senior Development Engineer PDF Solutions, Inc. 333 West San Carlos Street Suite 700 San Jose, CA 95110, USA spencer.graves@pdf.com www.pdf.com <http://www.pdf.com> Tel: 408-938-4420 Fax: 408-280-7915 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.htmlReceived on Fri Jun 24 02:34:01 2005

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