Dear All:
I am trying to obtain analytical expression for a function of two variables
q(p,N). A have a data matrix Q[i,j]=Q[p[i],N[j]] produced my Monte Carlo
simulation;
I found that satisfactory representation of this function may be as folows:
q[p,N]=a(p)+b(p)*N+c(p)*N^2
where
a(p)=(Aa+Ba*p)*exp(Ca*p)+(Da+Ea*p)*exp(-Fa*p)
b(p)=(Ab+Bb*p)*exp(Cb*p)+(Db+Eb*p)*exp(-Fb*p)
c(p)=(Ac+Bc*p)*exp(Cc*p)+(Dc+Ec*p)*exp(-Fc*p)
Question:
Is that possible to use some of standard S+ functions to perform this kind
of fitting and obtain estimates for variances of 18 parameters. I would like to
avoid sequantial determination of parameters (that's what I've already done).
I want to fit the whole thing in a single process
Aa,Ba,Ca,Da,Ea,Fa
Ab,Bb,Cb,Db,Eb,Fb
Ac,Bc,Cc,Dc,Ec,Fc
Thank you
Xao Ping
R&R Pharmakinetics
Taiwan
Get FREE Email/Voicemail with 15MB at Lycos Communications at
http://comm.lycos.com
|