Re: [R] Creatiing an R package for solving nonlinear system of equations was: RE: finding roots of multivariate equation

2007-06-26 Thread Rob Creecy
This seems useful, but it is important to note that the approach may not work well unless the system of nonlinear equations is very well behaved and a good starting point is chosen. A good explanation of the problems with this exact approach, that is adding up the sums of squares of the

Re: [R] Creatiing an R package for solving nonlinear system of equations was: RE: finding roots of multivariate equation

2007-06-21 Thread Ravi Varadhan
Hi, I have written a simple function to solve a system of nonlinear equations. I have called it nlsolve(). It actually minimizes the squared-norm of the set of functions by calling optim(). It uses the BFGS algorithm within optim(). Apart from this restriction, the user can pass all the

[R] Creatiing an R package for solving nonlinear system of equations was: RE: finding roots of multivariate equation

2007-06-20 Thread Ravi Varadhan
Hi All, Replying to this and numerous other requests in the past has made me realize that a nonlinear solver is very much needed for R users. I have successfully used a nonlinear solver based on the spectral gradient method, in FORTRAN. I can readily translate that to R and make it available as