Re: [R] least square fit with non-negativity constraints for absorption spectra fitting

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Sat 15 Jul 2006 - 00:18:10 EST

On Fri, 14 Jul 2006, Joerg van den Hoff wrote:

> Xu, Xiuli (NIH/NHLBI) [E] wrote:
> > I would really appreciate it if someone can give suggestions on how to
> > do spectra fitting in R using ordinary least square fitting and
> > non-negativity constraints. The lm() function works well for ordinary
> > least square fitting, but how to specify non-negativity constraints? It
> > wouldn't make sense if the fitting coefficients coming out as negative
> > in absorption spectra deconvolution.
> >
> > Thanks.
> >
> > Xiuli
> >
>
> I'm not sure, but would presume that constraints could not be imposed on
> a linear least squares fit. maybe someone can correct me.

They can, and you get a simple quadratic programming problem. So quadprog could be used to solve this one, but optim(methods="L-BFGS-B") may be as easy (and is pretty efficient on this class of QP problems).

S-PLUS has a function nnls.fit() for 'non-negative least squares'.

> if you move to `nls', i.e. non-linear least squares fitting, you should
> be able to transform your model function. say, you want some parameter
> `a' to stay positive. then you could e.g. substitute
>
> `a = exp(b)' in the model function and fit `b' without constraints in
> the "new" model and calculate `a' afterwards (which obviously is
> guaranteed now to be positive). note that error estimates would than
> have to be computed by gaussian error propagation from `b' to `a'.

The problem here is that a = 0 is a possible (and indeed plausible) value.

See MASS4 p.227 for nnls.fit and alternatives for use in R. The MASS3 ch08 script had an example of a regression with non-negative slope:

data(whiteside)
attach(whiteside)
Gas <- Gas[Insul=="Before"]
Temp <- -Temp[Insul=="Before"]
#nnls.fit(cbind(1, -1, Temp), Gas)
# can use box-constrained optimizer
fn <- function(par) sum((Gas - par[1] - par[2]*Temp)^2) optim(rep(0,2), fn, lower=c(-Inf,0), method="L-BFGS-B")$par rm(Gas, Temp)
detach()

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

______________________________________________
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 Sat Jul 15 00:22:28 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 Sat 15 Jul 2006 - 02:14:30 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.