[S] non-linear regression with user-defined loss function

ArbuthnotC (ArbuthnotC@aol.com)
Wed, 29 Apr 1998 16:04:09 EDT


I would like to carry out a non-linear regression analysis using a user-
defined loss function:i.e. instead of least squares:

loss=(obs-pred)^2

I want to minimise an weighted expresssion such as:

loss=1000*(obs-pred)^2 if obs<pred
loss=(obs-pred)^2 if obs=>pred

Any ideas??

Thanks

colin arbuthnot


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