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Re: Constrained non linear regression using ML
From: |
Fredrik Lingvall |
Subject: |
Re: Constrained non linear regression using ML |
Date: |
Wed, 17 Mar 2010 08:28:26 +0100 |
User-agent: |
Mozilla/5.0 (X11; U; Linux x86_64; en-US; rv:1.9.1.8) Gecko/20100309 Thunderbird/3.0.3 |
On 03/16/10 20:01, Corrado wrote:
> Dear Octave users,
>
> I have to fit the non linear regression:
>
> y~1-exp(-(k0+k1*p1+k2*p2+ .... +kn*pn))
>
> where ki>=0 for each i in [1 .... n] and pi are on R+.
>
> I am using, at the moment, nls, but I would rather use a Maximum
> Likelhood based algorithm. The error is not necessarily normally
> distributed.
>
> y is approximately beta distributed, and the volume of data is medium to
> large (the y,pi may have ~ 40,000 elements).
>
> Any suggestion?
>
> Regards
>
Corrado,
Can you tell us a little more about your problem?
As I understand it you have a model,
y = 1 - exp(-k'*p) + e
where k = [k_0 k_1 ... k_n]' and p = [1 p_1 p_2 ... p_n]' and where y is
your data vector, p is your "input signal" and k is the parameter vector
of your model. Have I understood you correctly?
/Fredrik
- Constrained non linear regression using ML, Corrado, 2010/03/16
- Re: Constrained non linear regression using ML,
Fredrik Lingvall <=
- Re: Constrained non linear regression using ML, Corrado, 2010/03/17
- Re: Constrained non linear regression using ML, Fredrik Lingvall, 2010/03/17
- Re: Constrained non linear regression using ML, Corrado, 2010/03/17
- Re: Constrained non linear regression using ML, Jaroslav Hajek, 2010/03/17
- Re: Constrained non linear regression using ML, Corrado, 2010/03/17
- Re: Constrained non linear regression using ML, Jaroslav Hajek, 2010/03/17
- Re: Constrained non linear regression using ML, Fredrik Lingvall, 2010/03/17
- Re: Constrained non linear regression using ML, Michael Creel, 2010/03/17
- Re: Constrained non linear regression using ML, Fredrik Lingvall, 2010/03/18
- Re: Constrained non linear regression using ML, Corrado, 2010/03/18