nlsr/nlsr Background, Development, and Discussion2 years ago
Overview and objectives | 0. Issues remaining to address and TODOS | nls() uses different models with different algorithm choices | MINOR -- Bounds specification and warnings for nlsLM and nls.lm | MINOR -- nlsLM and nls.lm do not warn of out of bounds initial parameters | Bounded minimization with minpack.lm | TODOS | 1. Summary of capabilities and functions in nlsr | nlxb | model2rjfun, model2ssgrfun, modelexpr | nlfb -- minimize nonlinear least squares residual functions | coef.nlsr | print.nlsr | summary.nlsr | wrapnlsr | resgr, resss | nlsDeriv, codeDeriv, fnDeriv, newDeriv | nlsSimplify and related functions | 2. Analytic versus approximate Jacobians | Specifying approximations to nlfb | Specifying Jacobian approximations to nlxb | 3. Weighted nonlinear regression | Static weights | Dynamic weights via the wfct() function | Weights built into a one-sided model function | 4. Relative offset and other convergence criteria | Overview of the ROCC test | Some implementation ideas for the ROCC | Other convergence and termination tests | 5. Implementation of nonlinear least squares methods | Gauss-Newton variants | Choices | Using matrix decompositions | 6. Fixed parameters | Motivation for fixed parameters | Background for fixed parameters | Internal structures to specify fixed parameters | Proposed approaches to fix parameters | Examples of use of fixed parameters | 7. Capabilities added to nlsr in the 2022 version | Numerical approximations to Jacobians | Self start models | Models with partially linear parameters | 8. Capabilities still missing from nlsr | Automatic differentiation of functional models | Indexed parameters | 9. Nonlinear equations and other non-modelling problems | Appendix A: Providing exogenous data | Appendix B: Derivative approximation in nls() | From nls.R | From nls.c | nlsr::numericDerivR.R | Appendix C: A comparison of nlsr::nlxb with nls and minpack::nlsLM | Principal differences | Derivative information | Consequences of different derivative computations | Timing comparisons | Programmatic modelling functions | Functional expression of residuals and Jacobian | Marquardt stabilization | Criterion used to terminate the iteration | Output of the modelling functions | Prediction | An illustrative nonlinear regression problem | nls | nlsr | minpack.lm | Problems that are NOT regressions | A check on the Brown and Dennis calculation via function minimization | References
nlsr 2025.02.16John C. Nashnlsr-devdoc.Rmd