Nonlinear Least Squares

Description

Determine the nonlinear (weighted) least-squares estimates of the parameters of a nonlinear model.

Usage

nls(formula, data, start, control, algorithm,
    trace, subset, weights, na.action, model,
    lower, upper, ...)

Arguments

Details

An nls object is a type of fitted model object. It has methods for the generic functions anova, coef, confint, deviance, df.residual, fitted, formula, logLik, predict, print, profile, residuals, summary, vcov and weights.

Variables in formula (and weights if not missing) are looked for first in data, then the environment of formula and finally along the search path. Functions in formula are searched for first in the environment of formula and then along the search path.

Arguments subset and na.action are supported only when all the variables in the formula taken from data are of the same length: other cases give a warning.

Note that the anova method does not check that the models are nested: this cannot easily be done automatically, so use with care.

Value

A list of

Warning

Do not use nls on artificial "zero-residual" data.

The nls function uses a relative-offset convergence criterion that compares the numerical imprecision at the current parameter estimates to the residual sum-of-squares. This performs well on data of the form

y = f(x, θ) + eps

(with var(eps) > 0). It fails to indicate convergence on data of the form

y = f(x, θ)

because the criterion amounts to comparing two components of the round-off error. If you wish to test nls on artificial data please add a noise component, as shown in the example below.

The algorithm = "port" code appears unfinished, and does not even check that the starting value is within the bounds. Use with caution, especially where bounds are supplied.

Note

Setting warnOnly = TRUE in the control argument (see nls.control) returns a non-converged object (since R version 2.5.0) which might be useful for further convergence analysis, but not for inference.

Author(s)

Douglas M. Bates and Saikat DebRoy: David M. Gay for the Fortran code used by algorithm = "port".

References

Bates, D. M. and Watts, D. G. (1988) Nonlinear Regression Analysis and Its Applications, Wiley

Bates, D. M. and Chambers, J. M. (1992) Nonlinear models. Chapter 10 of Statistical Models in S eds J. M. Chambers and T. J. Hastie, Wadsworth & Brooks/Cole.

http://www.netlib.org/port/ for the Port library documentation.

See Also

summary.nls, predict.nls, profile.nls.

Self starting models (with ‘automatic initial values’): selfStart.

Examples

require(graphics)

DNase1 <- subset(DNase, Run == 1)

## using a selfStart model
fm1DNase1 <- nls(density ~ SSlogis(log(conc), Asym, xmid, scal), DNase1)
summary(fm1DNase1)
## the coefficients only:
coef(fm1DNase1)
## including their SE, etc:
coef(summary(fm1DNase1))

## using conditional linearity
fm2DNase1 <- nls(density ~ 1/(1 + exp((xmid - log(conc))/scal)),
                 data = DNase1,
                 start = list(xmid = 0, scal = 1),
                 algorithm = "plinear")
summary(fm2DNase1)

## without conditional linearity
fm3DNase1 <- nls(density ~ Asym/(1 + exp((xmid - log(conc))/scal)),
                 data = DNase1,
                 start = list(Asym = 3, xmid = 0, scal = 1))
summary(fm3DNase1)

## using Port's nl2sol algorithm
fm4DNase1 <- nls(density ~ Asym/(1 + exp((xmid - log(conc))/scal)),
                 data = DNase1,
                 start = list(Asym = 3, xmid = 0, scal = 1),
                 algorithm = "port")
summary(fm4DNase1)

## weighted nonlinear regression
Treated <- Puromycin[Puromycin$state == "treated", ]
weighted.MM <- function(resp, conc, Vm, K)
{
    ## Purpose: exactly as white book p. 451 -- RHS for nls()
    ##  Weighted version of Michaelis-Menten model
    ## ----------------------------------------------------------
    ## Arguments: 'y', 'x' and the two parameters (see book)
    ## ----------------------------------------------------------
    ## Author: Martin Maechler, Date: 23 Mar 2001

    pred <- (Vm * conc)/(K + conc)
    (resp - pred) / sqrt(pred)
}

Pur.wt <- nls( ~ weighted.MM(rate, conc, Vm, K), data = Treated,
              start = list(Vm = 200, K = 0.1))
summary(Pur.wt)

## Passing arguments using a list that can not be coerced to a data.frame
lisTreat <- with(Treated,
                 list(conc1 = conc[1], conc.1 = conc[-1], rate = rate))

weighted.MM1 <- function(resp, conc1, conc.1, Vm, K)
{
     conc <- c(conc1, conc.1)
     pred <- (Vm * conc)/(K + conc)
    (resp - pred) / sqrt(pred)
}
Pur.wt1 <- nls( ~ weighted.MM1(rate, conc1, conc.1, Vm, K),
               data = lisTreat, start = list(Vm = 200, K = 0.1))
stopifnot(all.equal(coef(Pur.wt), coef(Pur.wt1)))

## Chambers and Hastie (1992) Statistical Models in S  (p. 537):
## If the value of the right side [of formula] has an attribute called
## 'gradient' this should be a matrix with the number of rows equal
## to the length of the response and one column for each parameter.

weighted.MM.grad <- function(resp, conc1, conc.1, Vm, K)
{
  conc <- c(conc1, conc.1)

  K.conc <- K+conc
  dy.dV <- conc/K.conc
  dy.dK <- -Vm*dy.dV/K.conc
  pred <- Vm*dy.dV
  pred.5 <- sqrt(pred)
  dev <- (resp - pred) / pred.5
  Ddev <- -0.5*(resp+pred)/(pred.5*pred)
  attr(dev, "gradient") <- Ddev * cbind(Vm = dy.dV, K = dy.dK)
  dev
}

Pur.wt.grad <- nls( ~ weighted.MM.grad(rate, conc1, conc.1, Vm, K),
                   data = lisTreat, start = list(Vm = 200, K = 0.1))

rbind(coef(Pur.wt), coef(Pur.wt1), coef(Pur.wt.grad))

## In this example, there seems no advantage to providing the gradient.
## In other cases, there might be.


## The two examples below show that you can fit a model to
## artificial data with noise but not to artificial data
## without noise.
x <- 1:10
y <- 2*x + 3                            # perfect fit
yeps <- y + rnorm(length(y), sd = 0.01) # added noise
nls(yeps ~ a + b*x, start = list(a = 0.12345, b = 0.54321))
## terminates in an error, because convergence cannot be confirmed:
try(nls(y ~ a + b*x, start = list(a = 0.12345, b = 0.54321)))

## the nls() internal cheap guess for starting values can be sufficient:

x <- -(1:100)/10
y <- 100 + 10 * exp(x / 2) + rnorm(x)/10
nlmod <- nls(y ~  Const + A * exp(B * x))

plot(x,y, main = "nls(*), data, true function and fit, n=100")
curve(100 + 10 * exp(x / 2), col = 4, add = TRUE)
lines(x, predict(nlmod), col = 2)



## The muscle dataset in MASS is from an experiment on muscle
## contraction on 21 animals.  The observed variables are Strip
## (identifier of muscle), Conc (Cacl concentration) and Length
## (resulting length of muscle section).
utils::data(muscle, package = "MASS")

## The non linear model considered is
##       Length = alpha + beta*exp(-Conc/theta) + error
## where theta is constant but alpha and beta may vary with Strip.

with(muscle, table(Strip)) # 2, 3 or 4 obs per strip

## We first use the plinear algorithm to fit an overall model,
## ignoring that alpha and beta might vary with Strip.

musc.1 <- nls(Length ~ cbind(1, exp(-Conc/th)), muscle,
              start = list(th = 1), algorithm = "plinear")
summary(musc.1)

## Then we use nls' indexing feature for parameters in non-linear
## models to use the conventional algorithm to fit a model in which
## alpha and beta vary with Strip.  The starting values are provided
## by the previously fitted model.
## Note that with indexed parameters, the starting values must be
## given in a list (with names):
b <- coef(musc.1)
musc.2 <- nls(Length ~ a[Strip] + b[Strip]*exp(-Conc/th), muscle,
              start = list(a = rep(b[2], 21), b = rep(b[3], 21), th = b[1]))
summary(musc.2)