R function to search for a function

Question

Update: The original question is: Is there an R function using the same algorithm implemented in the "lsqnonlin" function in matlab? However, the answer is more related to searching a function in R. I think the answer is in general very helpful for R users. So I edited the title but asked the original question again here: In R, how to do nonlinear least square optimization which involves solving differential equations?

I am doing nonlinear least-square optimizations and found that the matlab function lsqnonlin performs better than all the optimization algorithms I tried in R (including the algorithms in function optimx, nlm, nlminb, solnp, etc.) in the sense that it is faster and found the "more correct" solution.

However, I did not find an implementation of the 'trust-region-reflective' algorithm in R that is used in Matlab. Does someone know if there is already an implementation? Also, is it always true that the 'trust-region-reflective' algorithm is a better algorithm for this kind of optimization?

Chiefly

It is better to ask this question here :stats.stackexchange.com – Ison

thanks, @agstudy. I was actually not sure where to post. But I think I Matthew Plourde has answered my question. – Chiefly

Answer 1

It sounds like lsqnonlin in the pracma package is what you're looking for.

I recommend installing the sos package for R. Its purpose is to help you answer questions like 'Is there a function out there that does this?'. findFn in this package will search what's on CRAN for the term you supply.

library(sos)
findFn('lsqnonlin')

Abduct

Thank you very much for the help. I knew neither sos nor lsqnonlin in pracma, I will try them out. – Chiefly

I started working on this problem again and found that the lsqnonlin in the pracma package only implemented the levenberg-Marquardt algorithm. Here is the description of the function "lsqnonlin solves nonlinear least-squares problems, including nonlinear data-fitting problems, through the Levenberg-Marquardt approach. lsqnonneg solve nonnegative least-squares constraints problem." – Chiefly