G'day Paul,
On Sun, 20 Aug 2023 12:15:08 -0500
Paul Bernal <paulberna...@gmail.com> wrote:
> Any idea on how to proceed in this situation? What could I do?
You are fitting a simple asymptotic model for which nls() can find good
starting values if you use the self starting models (SSxyz()). Well,
Doug (et al.) choose to parameterise the asymptotic model differently,
but you can easily change to your parameterisation if you want:
```
fm1 <- nls(y ~ SSasymp(x, Asym, R0, lrc), data=mod14data2_random)
theta1 <- coef(fm1)["Asym"]
theta2 <- coef(fm1)["Asym"] - coef(fm1)["R0"]
theta3 <- exp(coef(fm1)["lrc"])
fm2 <- nls(y ~ theta1 - theta2 * exp(-theta3*x),
start=list(theta1=theta1, theta2=theta2, theta3=theta3),
data=mod14data2_random)
summary(fm2)
```
Cheers,
Berwin
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
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.
