GSL nonlinear least squares fitting in R

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.

Asymptotic confidence intervals for NLS regression in R

Introduction Nonlinear regression model As a model setup, we consider noisy observations \(y_1,\ldots, y_n \in \mathbb{R}\) obtained from a standard nonlinear regression model of the form: \[ \begin{aligned} y_i &\ = \ f(\boldsymbol{x}_i, \boldsymbol{\theta}) + \epsilon_i, \quad i = 1,\ldots, n \end{aligned} \] where \(f: \mathbb{R}^k \times \mathbb{R}^p \to \mathbb{R}\) is a known nonlinear function of the independent variables \(\boldsymbol{x}_1,\ldots,\boldsymbol{x}_n \in \mathbb{R}^k\) and the unknown parameter vector \(\boldsymbol{\theta} \in \mathbb{R}^p\) that we aim to estimate.

Step function regression in Stan

Introduction The aim of this post is to provide a working approach to perform piecewise constant or step function regression in Stan. To set up the regression problem, consider noisy observations \(y_1, \ldots, y_n \in \mathbb{R}\) sampled from a standard signal plus i.

Fitting the Heckman selection model with Stan and R

Introduction Selection bias Selection bias occurs when sampled data or subjects in a study have been selected in a way that is not representative of the population of interest. As a consequence, conclusions made about the analyzed sample may be difficult to generalize, as the observed effects could be biased towards the sample and do not necessarily extend well to the population that we intended to analyze.

Tracking Stan sampling progress in Shiny

Introduction The previous post demonstrates the use of pre-compiled Stan models in interactive R Shiny applications to avoid unnecessary Stan model (re-)compilation on application start-up.

Running compiled Stan models in Shiny

Introduction The aim of this post is to provide a short step-by-step guide on writing interactive R Shiny-applications that include models written in Stan using rstan and rstantools.