[S] Gradient matrix in nls() with "plinear" option

Gunter, Bert (bert_gunter@merck.com)
Mon, 02 Mar 1998 17:48:29 -0500


The following is quoted from S-Plus 4.0's online documentation:

"...If the "gradient" attribute is included, it should be an array of
dimension the number of observations by number of linear parameters by
number of nonlinear parameters. "

I would like to use the "plinear" algorithm with explicit gradients for
the nonlinear parameters. The above quote is all I have been able to
find on how to do this (including all the usual suspect references).
This would seem to indicate that, e.g., for n data points, 2
conditionally linear parameters, 3 nonlinear parameters, the above array
should be of dimension nx2x3. However, I do not understand what the
(i,j,k)th element should be. I would be grateful if someone would
enlighten me, as it is clear thhat there must be something fundamental
here that I do not understand.

Second question: Is this (usually) a good thing to do (it would seem to
take advantage of everything that one reasonably should)?

I think a private reply should suffice for this, as it is probably not
of general interest.

Many thanks.

Bert Gunter
Biometrics Research
Merck Research Labs
P.O. Box 2000
Rahway, NJ 07065-0900
732-594-7765

"The business of the statistician is to catalyze the
scientific learning process." George E. P. Box

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