Re: [R] Parameter Constraints in nls.lm()

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Sat 31 Dec 2005 - 05:36:18 EST

          Have you referred this question to the maintainer of "minpack.lm", the package containing "nls.lm"? "help(package='minpack.lm')" should give you a name and an email address.

          My two favorite techniques for handling constraints are as follows:

          (1) Eliminate the constraints by transformations, e.g., logs or logits.

          (2) Add a penalty for violating the constraints, as you suggested.

          The last time I specified constraints inside nlminb or optim, the minimizer died when it tested values outside the constraints, for which my function died or returned NAs. That was a few years ago, and the functions may be better today, but that's what I've done.

	  hope this helps.
	  spencer graves

Kilian Plank wrote:
> Hello,
>
>
>
> Is there a possibility of setting parameter constraints in nls.lm() ?
>
> The documentation does not say anything on that explicitly.
>
> In order to achieve the same effect, the criterion function could be
> penalized
>
> outside the valid domain. Is that a correct procedure?
>
>
>
> Kind regards,
>
>
>
> Kilian
>
>
> [[alternative HTML version deleted]]
>
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-- 
Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
333 West San Carlos Street Suite 700
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spencer.graves@pdf.com
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Received on Sat Dec 31 05:40:51 2005

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