Just as an FYI, there is the NISTnls package on CRAN by Doug Bates: http://cran.r-project.org/web/packages/NISTnls/index.html
There have also been threads over the years touching on some of the issues in replicating the NIST results, for example: http://tolstoy.newcastle.edu.au/R/devel/06/07/6331.html Regards, Marc Schwartz On Feb 20, 2013, at 9:58 AM, Bruce McCullough <bdmccullo...@drexel.edu> wrote: > The idea that the Excel solver "has a good reputation for being fast and > accurate" does not withstand an examination of the Excel solver's > ability to solve the StRD nls test problems. Solver's ability is > abysmal. 13 of 27 "answers" have zero accurate digits, and three more > have fewer than two accurate digits -- and this is after tuning the > solver to get a good answer. For details see > > B. D. McCullough and Berry Wilson > "On the Accuracy of Statistical Procedures in Microsoft Excel 2000 and > Excel XP," > /Computational Statistics and Data Analysis/ *40*(4), 713-721, 2002 > > The situation is the same for Excel 2003 and Excel 2007. The alleged > "improvements" for Excel 2010 have had not much practical effect. Excel > solver does have the virture that it will always produce an answer, > albeit one with zero accurate digits. > > To see an extended example of precisely how solver fails: > > B. D. McCullough > "Some Details of Nonlinear Estimation," Chapter Eight in > /Numerical Methods in Statistical Computing for the Social Sciences, / > Micah Altman, Jeff Gill and Michael P. McDonald, editors > New York: Wiley, 2004 > > I am unaware of R being applied to the StRD, but I did apply S+ to the > StRD and, with analytic derivatives, it performed flawlessly. > > > On 02/19/2013 08:38 PM, r-help-requ...@r-project.org wrote: >> May I be allowed to say that the general comments on MS Excel may be alright, >> in this special case they are not. The Excel Solver -- which is made by an >> external company, not MS -- has a good reputation for being fast and >> accurate. >> And it indeed solves least-squares and nonlinear problems better than some of >> the solvers available in R. >> There is a professional version of this solver, not available from Microsoft, >> that could be called excellent. We, and this includes me, should not be too >> arrogant towards the outside, non-R world, the 'barbarians' as the ancient >> Greeks called it. >> >> Hans Werner > > > -- > B. D. McCullough, Professor > Department of Decision Sciences > LeBow College of Business ______________________________________________ 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.
