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我正在尝试nls拟合一个有点复杂的表达式,其中包括两个积分,其中两个拟合参数在其上限。

我得到了错误

“nlsModel(formula, mf, start, wts) 中的错误:初始参数估计时的奇异梯度矩阵。

我已经在以前的答案中搜索过,但没有帮助。参数初始化似乎没问题,我尝试更改参数但没有任何效果。如果我的函数只有一个积分,那么一切都很好,但是当添加第二个积分项时就会出错。我不相信该函数被过度参数化,因为我已经使用更多参数执行了其他拟合并且它们起作用了。下面我写了一个包含一些数据的列表。

最小的例子如下:

integrand <- function(X) {
  return(X^4/(2*sinh(X/2))^2)
}

fitting = function(T1, T2, N, D, x){
  int1 = integrate(integrand, lower=0, upper = T1)$value
  int2 = integrate(integrand, lower=0, upper = T2)$value
  return(N*(D/x)^2*(exp(D/x)/(1+exp(D/x))^2
)+(448.956*(x/T1)^3*int1)+(299.304*(x/T2)^3*int2))
}
fit = nls(y ~ fitting(T1, T2, N, D, x),
start=list(T1=400,T2=200,N=0.01,D=2))

------>作为参考,适合的工作如下:

integrand <- function(X) {
  return(X^4/(2*sinh(X/2))^2)
}
fitting = function(T1, N, D, x){
  int = integrate(integrand, lower=0, upper = T1)$value
  return(N*(D/x)^2*(exp(D/x)/(1+exp(D/x))^2 )+(748.26)*(x/T1)^3*int)
}
fit = nls(y ~ fitting(T1 , N, D, x), start=list(T1=400,N=0.01,D=2))

-------->数据说明问题:

dat<- read.table(text="x       y
0.38813 0.0198
0.79465 0.02206
1.40744 0.01676
1.81532 0.01538
2.23105 0.01513
2.64864 0.01547
3.05933 0.01706
3.47302 0.01852
3.88791 0.02074
4.26301 0.0256
4.67607 0.03028
5.08172 0.03507
5.48327 0.04283
5.88947 0.05017
6.2988  0.05953
6.7022  0.07185
7.10933 0.08598
7.51924 0.0998
7.92674 0.12022
8.3354  0.1423
8.7384  0.16382
9.14656 0.19114
9.55062 0.22218
9.95591 0.25542", header=TRUE)

我无法弄清楚发生了什么。我需要为三个整体组件执行此拟合,但即使是两个我也有这个问题。我非常感谢你的帮助。谢谢你。

4

1 回答 1

2

您可以尝试其他一些优化器:

fitting1 <- function(par, x, y) {
  sum((fitting(par[1], par[2], par[3], par[4], x) - y)^2)
}

library(optimx)
res <-  optimx(c(400, 200, 0.01, 2),
       fitting1,
       x = DF$x, y = DF$y,
       control = list(all.methods = TRUE))

print(res)

#                  p1       p2          p3         p4         value fevals gevals niter convcode kkt1 kkt2 xtimes
#BFGS        409.7992 288.6416  -0.7594461   39.00871  1.947484e-03    101    100    NA        1   NA   NA   0.22
#CG          401.1281 210.9087  -0.9026459   20.80900  3.892929e-01    215    101    NA        1   NA   NA   0.25
#Nelder-Mead 414.6402 446.5080  -1.1298606 -227.81280  2.064842e-03     89     NA    NA        0   NA   NA   0.02
#L-BFGS-B    412.4477 333.1338  -0.3650530   37.74779  1.581643e-03     34     34    NA        0   NA   NA   0.06
#nlm         411.8639 333.4776  -0.3652356   37.74855  1.581644e-03     NA     NA    45        0   NA   NA   0.04
#nlminb      411.9678 333.4449  -0.3650271   37.74753  1.581643e-03     50    268    48        0   NA   NA   0.07
#spg         422.0394 300.5336  -0.5776862   38.48655  1.693119e-03   1197     NA   619        0   NA   NA   1.06
#ucminf      412.7390 332.9228  -0.3652029   37.74829  1.581644e-03     45     45    NA        0   NA   NA   0.05
#Rcgmin            NA       NA          NA         NA 8.988466e+307     NA     NA    NA     9999   NA   NA   0.00
#Rvmmin            NA       NA          NA         NA 8.988466e+307     NA     NA    NA     9999   NA   NA   0.00
#newuoa      396.3071 345.1165  -0.3650286   37.74754  1.581643e-03   3877     NA    NA        0   NA   NA   1.02
#bobyqa      410.0392 334.7074  -0.3650289   37.74753  1.581643e-03   7866     NA    NA        0   NA   NA   2.07
#nmkb        569.0139 346.0856 282.6526588 -335.32320  2.064859e-03     75     NA    NA        0   NA   NA   0.01
#hjkb        400.0000 200.0000   0.0100000    2.00000  3.200269e+00      1     NA     0     9999   NA   NA   0.01

Levenberg-Marquardt 也收敛,但nlsLM在尝试nls从结果创建模型对象时失败,因为梯度矩阵是奇异的:

library(minpack.lm)
fit <- nlsLM(y ~ fitting(T1, T2, N, D, x),
          start=list(T1=412,T2=333,N=-0.36,D=38), data = DF, trace = TRUE)
#It.    0, RSS = 0.00165827, Par. =        412        333      -0.36         38
#It.    1, RSS = 0.00158186, Par. =    417.352    329.978    -0.3652     37.746
#It.    2, RSS = 0.00158164, Par. =    416.397    330.694  -0.365025    37.7475
#It.    3, RSS = 0.00158164, Par. =    416.618    330.568  -0.365027    37.7475
#It.    4, RSS = 0.00158164, Par. =    416.618    330.568  -0.365027    37.7475
#Error in nlsModel(formula, mf, start, wts) : 
#  singular gradient matrix at initial parameter estimates
于 2015-07-16T13:42:49.040 回答