rstatisticsnonlinear-optimizations

Nonlinear regression in R / S


I have a R / S / Nonlinear regression related issue and i am not a R programmer, so i kinda need help.

I have two arrays - tt and td.

I need to find the parameters a,b and c so the sum of least squares is minimal for a non linear function:

td / tt - a * exp( b * tt ) + c 

I have no idea how to do this. I tried nls() function, nls2() nad had no luck...

Thanks in advance.

EDIT:

My data:

td <-as.array(0.2, 0.4, 0.8, 1.5, 3);

tt <-as.array(0.016, 0.036, 0.0777, 0.171, 0.294);

With the method from the answer below, i get ok values for random data, but the data i am using returns the Missing value or an infinity produced when evaluating the model message.

Sorry for not providing data sooner.


Solution

  • Your data:

    n <- 100
    td <- runif(n)
    tt <- runif(n)
    data <- data.frame(td = td, tt = tt)
    

    A made up result of function

    a <- 0.5
    b <- 2
    c <- 5
    y <- jitter(td / tt - a * exp( b * tt ) + c)
    

    (In practice, you won't know what a, b and c are until afterwards. Here we use them to compare with the answer.)

    The fitting:

    nls(
      y ~ td / tt - a * exp( b * tt ) + c, 
      data = data, 
      start = list(a = 1, b = 1, c = 1)
    )
    

    The answer:

    Nonlinear regression model
      model:  y ~ td/tt - a * exp(b * tt) + c 
       data:  data 
         a      b      c 
    0.4996 2.0008 4.9994 
     residual sum-of-squares: 0.0001375
    
    Number of iterations to convergence: 7 
    Achieved convergence tolerance: 1.604e-06