On Tue, May 4, 2010 at 7:39 PM, Gabor Grothendieck <ggrothendi...@gmail.com> wrote: > 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 >
Here is a slightly shorter f: f <- function(c) sum(resid(lm(y ~ pmin(c, x)))^2) > 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.
