GNU Scientific Library

Introduction Solving a nonlinear least squares problem consists of minimizing a least squares objective function made up of residuals $g_1(\mathit{\theta }),\dots ,g_n(\mathit{\theta })$ that are nonlinear functions of the parameters of interest $\mathit{\theta }=({\theta }_1,\dots ,{\theta }_p{)}^{\prime }$:

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.