From: Lorenzo Isella <lorenzo.isella_at_gmail.com>

Date: Mon 22 May 2006 - 06:20:16 EST

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.html Received on Mon May 22 06:25:59 2006

Date: Mon 22 May 2006 - 06:20:16 EST

Dear All,

I may look ridiculous, but I am puzzled at the behavior of the nls with
a fitting I am currently dealing with.

My data are:

1 346.4102 145.428256 2 447.2136 169.530634 3 570.0877 144.081627 4 721.1103 106.363316 5 894.4272 130.390552 6 1264.9111 36.727069 7 1788.8544 52.848587 8 2449.4897 25.128742 9 3464.1016 7.531766 10 4472.1360 8.827367 11 6123.7244 6.600603 12 8660.2540 4.083339

I would like to fit N as a function of x according to a function
depending on 9 parameters (A1,A2,A3,mu1,mu2,mu3,myvar1,myvar2,myvar3),
namely

N ~

(log(10)*A1/sqrt(2*pi)/log(myvar1)*exp(-((log(x/mu1))^2)/2/log(myvar1)/log(myvar1))

+log(10)*A2/sqrt(2*pi)/log(myvar2)*exp(-((log(x/mu2))^2)/2/log(myvar2)/log(myvar2))

+log(10)*A3/sqrt(2*pi)/log(myvar3)*exp(-((log(x/mu3))^2)/2/log(myvar3)/log(myvar3)))

(i.e. N is to be seen as a sum of three "bells" whose parameters I need to determine).

So I tried:

out<-nls(N ~

(log(10)*A1/sqrt(2*pi)/log(myvar1)*exp(-((log(x/mu1))^2)/2/log(myvar1)/log(myvar1))

+log(10)*A2/sqrt(2*pi)/log(myvar2)*exp(-((log(x/mu2))^2)/2/log(myvar2)/log(myvar2))

+log(10)*A3/sqrt(2*pi)/log(myvar3)*exp(-((log(x/mu3))^2)/2/log(myvar3)/log(myvar3)))
,start=list(A1 = 85,

A2=23,A3=4,mu1=430,mu2=1670,mu3=4900,myvar1=1.59,myvar2=1.5,myvar3=1.5 )

*,algorithm = "port"
*

,control=list(maxiter=20000,tol=10000)

,lower=c(A1=0.1,A2=0.1,A3=0.1,mu1=0.1,mu2=0.1,mu3=0.1,myvar1=0.1,myvar2=0.1,myvar3=0.1)

)

getting the error message:

Error in nls(N ~ (log(10) * A1/sqrt(2 * pi)/log(myvar1) *
exp(-((log(x/mu1))^2)/2/log(myvar1)/log(myvar1)) + :

Convergence failure: singular convergence (7)

I tried to adjust tol & maxiter, but unsuccessfully. If I try fitting N with only two "bells", then nls works:

out<-nls(N ~

(log(10)*A1/sqrt(2*pi)/log(myvar1)*exp(-((log(x/mu1))^2)/2/log(myvar1)/log(myvar1))

+log(10)*A2/sqrt(2*pi)/log(myvar2)*exp(-((log(x/mu2))^2)/2/log(myvar2)/log(myvar2))

)

,start=list(A1 = 85, A2=23,mu1=430,mu2=1670,myvar1=1.59,myvar2=1.5 )

*,algorithm = "port"
*

,control=list(maxiter=20000,tol=10000)

,lower=c(A1=0.1,A2=0.1,mu1=0.1,mu2=0.1,myvar1=0.1,myvar2=0.1)

)

out

Nonlinear regression model

model: N ~ (log(10) * A1/sqrt(2 * pi)/log(myvar1) *
exp(-((log(x/mu1))^2)/2/log(myvar1)/log(myvar1)) + log(10) *
A2/sqrt(2 * pi)/log(myvar2) *

exp(-((log(x/mu2))^2)/2/log(myvar2)/log(myvar2)))

data: parent.frame()

A1 A2 mu1 mu2 myvar1 myvar2 84.920085 40.889968 409.656404 933.081936 1.811560 2.389215 residual sum-of-squares: 2394.876

Any idea about how to get nls working with the whole model? I had better luck with the nls.lm package, but it does not allow to introduce any constrain on my fitting parameters. I was also suggested to try other packages like optim to do the same fitting, but I am a bit unsure about how to set up the problem. Any suggestions? BTW, I am working with R Version 2.2.1

Lorenzo

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.html Received on Mon May 22 06:25:59 2006

Archive maintained by Robert King, hosted by
the discipline of
statistics at the
University of Newcastle,
Australia.

Archive generated by hypermail 2.1.8, at Mon 22 May 2006 - 18:10:20 EST.

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