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nlsic
View on CRAN: Click
here
Download and install nlsic package within the R console
Install from CRAN:
install.packages("nlsic")
Install from Github:
library("remotes")
install_github("cran/nlsic")
Install by package version:
library("remotes")
install_version("nlsic", "1.0.4")
Attach the package and use:
library("nlsic")
Maintained by
Serguei Sokol
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-01-11
Latest Update: 2023-06-26
Description:
We solve non linear least squares problems with optional
equality and/or inequality constraints. Non linear iterations are
globalized with back-tracking method. Linear problems are solved by
dense QR decomposition from 'LAPACK' which can limit the size of
treated problems. On the other side, we avoid condition number
degradation which happens in classical quadratic programming approach.
Inequality constraints treatment on each non
linear iteration is based on 'NNLS' method (by Lawson and Hanson).
We provide an original function 'lsi_ln' for solving linear least squares
problem with inequality constraints in least norm sens. Thus if Jacobian of
the problem is rank deficient a solution still can be provided.
However, truncation errors are probable in this case.
Equality constraints are treated by using a basis of Null-space.
User defined function calculating residuals must return a list having
residual vector (not their squared sum) and Jacobian. If Jacobian is
not in the returned list, package 'numDeriv' is used to calculated
finite difference version of Jacobian. The 'NLSIC' method was fist
published in Sokol et al. (2012) .
How to cite:
Serguei Sokol (2022). nlsic: Non Linear Least Squares with Inequality Constraints. R package version 1.0.4, https://cran.r-project.org/web/packages/nlsic. Accessed 21 Nov. 2024.
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Other R packages that nlsic depends,
imports, suggests or enhances
Complete documentation for nlsic
Functions, R codes and Examples using
the nlsic R package
Some associated functions: Nulla . equa2vecmat . join . ldp . ls_ln . ls_ln_svd . lsi . lsi_ln . lsi_reg . lsie_ln . nlsic . tls . uplo2uco .
Some associated R codes: nlsic.R . Full nlsic package functions and examples
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