nl.corrts: Autocorrelated two stage estimate

In nlr: Nonlinear Regression Modelling using Robust Methods

Description

Two stage estimate for nonlinear regreession model with autocorrelated error.

Usage

nl.corrts(formula, data, start = getInitial(formula, data), 
control = nlr.control(tolerance = 0.001, minlanda = 1/2^10, 
maxiter = 25 * length(start)), correlation = NULL, ...)

Arguments

formula	nl.form object of the nonlinear function model. See nl.form object.
data	list of data with the response and predictor as name of variable.
start	list of starting value parameter, name of parameters must be represented as names of variable in the list.
control	nlr.control object, include tolerance, maxiter,... see nlr.control.
correlation	correlation structure, at the moment parameter of AR(p) process.
...	any argument pass to formula

Details

In first stage nonlinear regression parameter estimate and in second stage autocorrelation structure estimate and finally the generalized least square estimates the function model parameters.

Value

fited	nl.fitt.gn object generated by nlsqr.gn function.
tm	fitted time series model for residuals.

Note

This function currently run with AR process. The robust estimate is don by nl.robcorrts function. This function called from nlr function, since the correlation parameters have to be estimated it is more efficient to be called from nlr rather than directly by user.

Author(s)

Hossein Riazoshams, Jul 2009. Email: [e-mail] URL http://www.riazoshams.com/nlr/

References

Riazoshams, H., Midi, H., Sharipov, O. S.H, (2010). The Performance of Robust Two Stage Estimator in Nonlinear Regression with autocorrelated Error, Communications in Statistics - Simulation and Computation, 39: 1251-1268.

See Also

nl.robcorrts, nlsqr.gn, nl.fitt.gn, nlr.control

Examples

library(nlme)
xr = tadr.ir[, 1]
yr = tadr.ir[, 2]
a1 <-  nl.corrts( nlrobj5[[18]],data=list(xr = xr, yr = yr),correlation=corAR1(0.8))
a1$parameters              

nlr documentation built on July 31, 2019, 5:09 p.m.