gnls {nlme}R Documentation

Fit Nonlinear Model Using Generalized Least Squares


This function fits a nonlinear model using generalized least squares. The errors are allowed to be correlated and/or have unequal variances.


gnls(model, data, params, start, correlation, weights, subset,
     na.action, naPattern, control, verbose)


model a two-sided formula object describing the model, with the response on the left of a ~ operator and a nonlinear expression involving parameters and covariates on the right. If data is given, all names used in the formula should be defined as parameters or variables in the data frame.
data an optional data frame containing the variables named in model, correlation, weights, subset, and naPattern. By default the variables are taken from the environment from which gnls is called.
params an optional two-sided linear formula of the form p1+...+pn~x1+...+xm, or list of two-sided formulas of the form p1~x1+...+xm, with possibly different models for each parameter. The p1,...,pn represent parameters included on the right hand side of model and x1+...+xm define a linear model for the parameters (when the left hand side of the formula contains several parameters, they are all assumed to follow the same linear model described by the right hand side expression). A 1 on the right hand side of the formula(s) indicates a single fixed effects for the corresponding parameter(s). By default, the parameters are obtained from the names of start.
start an optional named list, or numeric vector, with the initial values for the parameters in model. It can be omitted when a selfStarting function is used in model, in which case the starting estimates will be obtained from a single call to the nls function.
correlation an optional corStruct object describing the within-group correlation structure. See the documentation of corClasses for a description of the available corStruct classes. If a grouping variable is to be used, it must be specified in the form argument to the corStruct constructor. Defaults to NULL, corresponding to uncorrelated errors.
weights an optional varFunc object or one-sided formula describing the within-group heteroscedasticity structure. If given as a formula, it is used as the argument to varFixed, corresponding to fixed variance weights. See the documentation on varClasses for a description of the available varFunc classes. Defaults to NULL, corresponding to homoscesdatic errors.
subset an optional expression indicating which subset of the rows of data should be used in the fit. This can be a logical vector, or a numeric vector indicating which observation numbers are to be included, or a character vector of the row names to be included. All observations are included by default.
na.action a function that indicates what should happen when the data contain NAs. The default action ( causes gnls to print an error message and terminate if there are any incomplete observations.
naPattern an expression or formula object, specifying which returned values are to be regarded as missing.
control a list of control values for the estimation algorithm to replace the default values returned by the function gnlsControl. Defaults to an empty list.
verbose an optional logical value. If TRUE information on the evolution of the iterative algorithm is printed. Default is FALSE.
... some methods for this generic require additional arguments. None are used in this method.


an object of class gnls, also inheriting from class gls, representing the nonlinear model fit. Generic functions such as print, plot and summary have methods to show the results of the fit. See gnlsObject for the components of the fit. The functions resid, coef, and fitted can be used to extract some of its components.


Jose Pinheiro and Douglas Bates


The different correlation structures available for the correlation argument are described in Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994), Littel, R.C., Milliken, G.A., Stroup, W.W., and Wolfinger, R.D. (1996), and Venables, W.N. and Ripley, B.D. (1997). The use of variance functions for linear and nonlinear models is presented in detail in Carrol, R.J. and Rupert, D. (1988) and Davidian, M. and Giltinan, D.M. (1995).

Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994) "Time Series Analysis: Forecasting and Control", 3rd Edition, Holden-Day.

Carrol, R.J. and Rupert, D. (1988) "Transformation and Weighting in Regression", Chapman and Hall.

Davidian, M. and Giltinan, D.M. (1995) "Nonlinear Mixed Effects Models for Repeated Measurement Data", Chapman and Hall.

Littel, R.C., Milliken, G.A., Stroup, W.W., and Wolfinger, R.D. (1996) "SAS Systems for Mixed Models", SAS Institute.

Venables, W.N. and Ripley, B.D. (1997) "Modern Applied Statistics with S-plus", 2nd Edition, Springer-Verlag.

See Also

gnlsControl, gnlsObject, varFunc, corClasses, varClasses


# variance increases with a power of the absolute fitted values
fm1 <- gnls(weight ~ SSlogis(Time, Asym, xmid, scal), Soybean,
            weights = varPower())

[Package nlme version 3.1-57 Index]