| Name : R-nlsic
| |
| Version : 1.0.4
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.5
| Date : 2024-06-14 11:01:50
|
| Group : Development/Libraries/Other
| Source RPM : R-nlsic-1.0.4-lp153.1.5.src.rpm
|
| Size : 0.09 MB
| |
| Packager : (none)
| |
| Summary : Non Linear Least Squares with Inequality Constraints
|
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)
< doi:10.1093/bioinformatics/btr716>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
