For fixed c, y is linear in pmin(c, x) so the first two statements find c and the next solves the remaining linear problem
f <- function(c) sum((y - fitted(lm(y ~ pmin(c, x))))^2) fit.c <- optimize(f, c(0, max(DF$x))); fit.c lm(y ~ pmin(fit.c$minimum, x)) as a function of c On Tue, May 4, 2010 at 5:25 PM, ivo welch <ivo.we...@gmail.com> wrote: > thank you, david and gabor. very much appreciated. I should have > thought of setting the seed. this was only an example, of course. > alas, such intermittent errors could still be of concern to me, > because I need to simulate this nls() to find out its properties under > the NULL, so I can't easily tolerate errors. fortunately, I had the > window still open, so getting my y's out was easy, and the rounded > figures produce the same nls error. > >> cbind(x,round(y,3)) > x y > [1,] 1 5.017 > [2,] 2 7.993 > [3,] 3 11.014 > [4,] 4 13.998 > [5,] 5 17.003 > [6,] 6 19.977 > [7,] 7 23.011 > [8,] 8 25.991 > [9,] 9 29.003 > [10,] 10 32.014 > [11,] 11 31.995 > [12,] 12 32.004 > [13,] 13 32.012 > [14,] 14 31.994 > [15,] 15 31.998 > [16,] 16 32.000 > [17,] 17 32.009 > [18,] 18 31.995 > [19,] 19 32.000 > [20,] 20 31.982 > >> r1= nls( y~ a+b*pmin(c,x), start=list(a=2, b=3, c=10), trace=TRUE ) > 0.002138 : 2 3 10 > 0.002117 : 2.004 3.000 9.999 > 0.002113 : 2.006 2.999 10.001 > 0.002082 : 2.005 2.999 10.000 > 0.002077 : 2.005 2.999 10.000 > 0.002077 : 2.005 2.999 10.000 > Error in nls(y ~ a + b * pmin(c, x), start = list(a = 2, b = 3, c = 10), : > step factor 0.000488281 reduced below 'minFactor' of 0.000976562 > > I really don't care about this example, of course---only about > learning how to avoid nls() from dying on me. so, any advice would be > appreciated. > > regards, > > /iaw > > > > ---- > Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com) > > > > On Tue, May 4, 2010 at 3:59 PM, David Winsemius <dwinsem...@comcast.net> > wrote: >> >> On May 4, 2010, at 3:52 PM, ivo welch wrote: >> >>> thank you, david. indeed. works great (almost). an example for >>> anyone else googling this in the future: >>> >>>> x=1:20 >>>> y= 2+3*ifelse(x>10, 10, x)+rnorm(20,0,0.01) >>>> r1= nls( y~ a+b*pmin(c,x), start=list(a=2, b=3, c=10), trace=TRUE ) >>> >>> 0.002142 : 2 3 10 >>> 0.002115 : 2.004 3.000 10.000 >>> 0.002114 : 2.006 2.999 10.001 >>> 0.002084 : 2.005 2.999 10.000 >>> ... >>> 0.002079 : 2.005 2.999 10.000 >>> Error in nls(y ~ a + b * pmin(c, x), start = list(a = 2, b = 3, c = 10), >>> : >>> step factor 0.000488281 reduced below 'minFactor' of 0.000976562 >>> >>> strange error, but unrelated to my question. will figure this one out >>> next. >> >> I get no error. May be difficult to sort out unless you can reproduce after >> setting a random seed. >> >>> x=1:20 >>> y= 2+3*ifelse(x>10, 10, x)+rnorm(20,0,0.01) >>> r1= nls( y~ a+b*pmin(c,x), start=list(a=2, b=3, c=10), trace=TRUE ) >> 0.001560045 : 2 3 10 >> 0.001161253 : 2.003824 2.998973 10.000388 >> 0.001161253 : 2.003824 2.998973 10.000388 >> >> -- >> David. >> >>> >>> regards, >>> >>> /iaw >>> >>> >>> On Tue, May 4, 2010 at 3:40 PM, David Winsemius <dwinsem...@comcast.net> >>> wrote: >>>> >>>> On May 4, 2010, at 3:33 PM, ivo welch wrote: >>>> >>>>> Dear R experts---I would like to estimate a non-linear least squares >>>>> expression that looks something like >>>>> >>>>> y ~ a+b*min(c,x) >>>>> >>>>> where a, b, and c are the three parameters. how do I define a min >>>>> function in the formula language of R? advice appreciated. >>>> >>>> ?pmin >>>> >>>>> >>>>> sincerely, >>>>> >>>>> /iaw >>>>> >>>>> ______________________________________________ >>>>> 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. >>>> >>>> David Winsemius, MD >>>> West Hartford, CT >>>> >>>> >> >> David Winsemius, MD >> West Hartford, CT >> >> > > ______________________________________________ > 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.
