R: Weighting function that can be supplied to the 'weights'...

wfct {minpack.lm} | R Documentation

## Weighting function that can be supplied to the `weights` argument of `nlsLM` or `nls`

### Description

`wfct` can be supplied to the `weights` argument of `nlsLM` or `nls`, and facilitates specification of weighting schemes.

### Usage

    wfct(expr)

### Arguments

`expr` | An expression specifying the weighting scheme as described in the Details section below.

### Details

The weighting function can take 5 different variable definitions and combinations thereof:

- the name of the predictor (independent) variable

- the name of the response (dependent) variable

- error: if replicates y_{ij} exist, the error sigma_{ij}

- fitted: the fitted values hat{y}_i of the model

- resid: the residuals y_i - hat{y}_i of the model

For the last two, the model is fit unweighted, fitted values and residuals are extracted and the model is refit by the defined weights.

### Value

The results of evaluation of `expr` in a new environment, yielding the vector of weights to be applied.

### Author(s)

Andrej-Nikolai Spiess

### See Also

`nlsLM`, `nls`

### Examples

    ### Examples from 'nls' doc ###
    ## note that 'nlsLM' below may be replaced with calls to 'nls'
    Treated <- Puromycin[Puromycin$state == "treated", ]

    ## Weighting by inverse of response 1/y_i:
    nlsLM(rate ~ Vm * conc/(K + conc), data = Treated,
    start = c(Vm = 200, K = 0.05), weights = wfct(1/rate))

    ## Weighting by square root of predictor \sqrt{x_i}:
    nlsLM(rate ~ Vm * conc/(K + conc), data = Treated,
    start = c(Vm = 200, K = 0.05), weights = wfct(sqrt(conc)))

    ## Weighting by inverse square of fitted values 1/\hat{y_i}^2:
    nlsLM(rate ~ Vm * conc/(K + conc), data = Treated,
    start = c(Vm = 200, K = 0.05), weights = wfct(1/fitted^2))

    ## Weighting by inverse variance 1/\sigma{y_i}^2:
    nlsLM(rate ~ Vm * conc/(K + conc), data = Treated,
    start = c(Vm = 200, K = 0.05), weights = wfct(1/error^2))

[Package minpack.lm version 1.2-1 Index]