foxleg {RGeostats}R Documentation

Optimize of a set of parameters

Description

Optimize a set of parameters

Usage

foxleg(formula, start = NA, lower = NA, upper = NA, equal = NA, weights = NA,
       maxiter = 1000, tolstop = 1.e-5, epsdelta = 1.e-5, delta=1,
       verbose = FALSE)

Arguments

formula

a nonlinear model formula (including variables and parameters) which describes the link between a response variable, some explanatory variables and the parameters to optimize.

start

a named list or named numeric vector of starting estimates. When the initial value is missing for some parameters, they are initialized with a very cheap guess.

lower

a named list or named numeric vector of lower bounds for the set of parameters. If they are not defined for some parameters, the corresponding lower bounds are set to -infinity.

upper

a named list or named numeric vector of upper bounds for the set of parameters. If they are not defined for some parameters, the corresponding lower bounds are set to +infinity.

equal

a named list or named numeric vector of equalities for the set of parameters.

weights

Set of weights attached to each datum. If not provided, the weights are defaulted to 1

maxiter

Maximum number of iterations

tolstop

Tolerance for the distance between the experiment and the model.

epsdelta

Tolerance for the direction increment used in the gradient search

delta

Delta value

verbose

Verbose flag.

Value

The list containing the optimal values for each parameter.

Examples

# Generate two initial vectors of 100 values (with some randomization)
x <- 2 + rnorm(100)
y <- exp(-0.5 * x) + 0.1 * rnorm(100)
res<- foxleg(y~exp(-a*x)+b)
xp <- seq(-1,6.,0.01)
yp <- exp(-res$a * xp) + res$b
plot(x,y)
lines(xp,yp)

[Package RGeostats version 11.1.2 Index]