GNU Scientific Library

New nonlinear least squares solvers in R with {gslnls}

Introduction Solving a nonlinear least squares problem consists of minimizing a least squares objective function made up of residuals g1(θ),…,gn(θ) that are nonlinear functions of the parameters of interest θ=(θ1,…,θp)′:

GSL nonlinear least squares fitting in R

Introduction The new gslnls-package provides R bindings to nonlinear least-squares optimization with the GNU Scientific Library (GSL) using the trust region methods implemented by the gsl_multifit_nlinear module. The gsl_multifit_nlinear module was added in GSL version 2.