I have an algorithm that can perform nonlinear optimization, with linear/nonlinear, equality and/or inequality constraints. From your description, it seems like this algorithm would work for your problem. Contact me if you are interested and I will send you the code.
Ravi. -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Corrado Sent: Tuesday, March 16, 2010 2:59 PM To: r-help@r-project.org Subject: [R] Constrained non linear regression using ML Dear R users, I have to fit the non linear regression: y~1-exp(-(k0+k1*p1+k2*p2+ .... +kn*pn)) where ki>=0 for each i in [1 .... n] and pi are on R+. I am using, at the moment, nls, but I would rather use a Maximum Likelhood based algorithm. The error is not necessarily normally distributed. y is approximately beta distributed, and the volume of data is medium to large (the y,pi may have ~ 40,000 elements). I have studied the packages in the task views Optimisation and Robust Statistical Methods, but I did look like what I was looking for was there. Maybe I am wrong. The nearest thing was nlrob, but even that does not allow for constraints, as far as I can understand. Any suggestion? Regards -- Corrado Topi PhD Researcher Global Climate Change and Biodiversity Area 18,Department of Biology University of York, York, YO10 5YW, UK Phone: + 44 (0) 1904 328645, E-mail: ct...@york.ac.uk ______________________________________________ R-help@r-project.org mailing list 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. ______________________________________________ R-help@r-project.org mailing list 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.