gslnls

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Gslnls




An R interface to nonlinear least-squares optimization with the GNU Scientific Library (GSL), see M. Galassi et al. (2009, ISBN:0954612078). The available trust region methods include the Levenberg-Marquardt algorithm with and without geodesic acceleration, the Steihaug-Toint conjugate gradient algorithm for large systems and several variants of Powell's dogleg algorithm. The interface includes multi-start optimization using quasi-random samples based on a modified version of algorithm in Hickernell and Yuan (1997, OR Transactions). Bindings are provided to tune a number of parameters affecting the low-level aspects of the trust region algorithms. The interface mimics R's nls() function and returns model objects inheriting from the same class.





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