Also I have this problem that many times the method converges to a local
maximum...if I run it a few times, I often get the expected answer.
Is there any way to fix this problem by changing the convergence conditions?
I have tried changing the nls.control {stats} but hasn't helped much. Any
suggestions?
On Tue, Sep 20, 2011 at 5:59 PM, Diviya Smith <diviya.sm...@gmail.com>wrote:
> I dont think *r* is related to the problem. I am not trying to estimate *r
> * and so basically I am giving the model the correct value of *r* and so
> log(1-r) should not go to infinity.
>
> For test data, I generate data from the same model and add noise (using *r
> norm*), with the following parameters -
> A <- 20
> > B <- 500
> > r <- 0.6881
> > d <- (1:1000)/1000
> > y
> <-
> (rnorm(d)*0.005)+(((log(1-r))*exp(-A*d)*(-1+r+exp(d*(A-B)))/(r*(-A*+d*B+log(1-r)))))
>
> And then I try estimating A, B and C (Note: C is capturing the noise term,
> and I am specifying r and d) but I get the following error -
> Error in numericDeriv(form[[3L]], names(ind), env) :
> Missing value or an infinity produced when evaluating the model
>
> Any suggestions how to fix this?
>
> Diviya
>
>
> On Tue, Sep 20, 2011 at 2:37 PM, Jean V Adams <jvad...@usgs.gov> wrote:
>
>>
>> Diviya Smith wrote on 09/20/2011 01:03:22 PM:
>>
>> >
>> > Hello there,
>> >
>> > I am using NLS for fitting a complex model to some data to estimate a
>> couple
>> > of the missing parameters. The model is -
>> > y ~
>> (C+((log(1-r))*exp(-A*d)*(-1+r+exp(d*(A-B)))/(r*(-A*d+d*B+log(1-r)))))
>> > where A, B and C are unknown.
>> >
>> > In order to test the model, I generate data by setting values for all
>> > parameters and add some noise (C).
>> >
>> > A <- 20
>> > B <- 500
>> > r <- 0.6881
>> > d <- (1:1000)/1000
>> > y ~
>> > (rnorm(d)*0.005)+(((log(1-r))*exp(-A*d)*(-1+r+exp(d*(A-B)))/(r*(-A*d
>> > +d*B+log(1-r)))))
>> >
>> > I use Deoptim package to pick the optimum starting values. The model
>> works
>> > fine in most cases, but every now and again, I get the following error -
>> > Error in numericDeriv(form[[3L]], names(ind), env) :
>> > Missing value or an infinity produced when evaluating the model
>> >
>> > Any suggestions on how I can resolve this? Can you suggest a better way
>> for
>> > picking the starting parameters?
>> >
>> > Thanks,
>> > Diviya
>>
>>
>> I'm not sure if this is the problem, but if r grows greater than 1,
>> log(1-r) will be undefined, and you'll get an error. You can impose a
>> constraint on r by rewriting your formula in terms of a variable that can
>> take on any real value:
>> R = log(1-r)
>>
>> So,
>> replace log(1-r) in your formula with R,
>> replace (-1 + r) with -exp(R), and
>> replace r with 1 - exp(R):
>> y ~ (C+(R*exp(-A*d)*(-exp(R)+exp(d*(A-B)))/((1 - exp(R))*(-A*d+d*B+R))))
>>
>> If that doesn't fix the problem, then you are likely getting infinite
>> values as result of large numbers in your exponents. Without example data
>> to work through, I can only speculate.
>>
>> Jean
>
>
>
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