Showing posts with label non-linear. Show all posts
Showing posts with label non-linear. Show all posts
Non-linear growth curves with Stan
I suppose the go to tool for fitting non-linear models in R is
The original example itself is taken from OpenBUGS. The data describes the length and age measurements for 27 captured dugongs (sea cows). Carlin and Gelfand (1991) model the data using a nonlinear growth curve with no inflection point and an asymptote as \(x_i\) tends to infinity:
\[
Y_i \sim \mathcal{N}(\mu_i, \sigma^2),\; i = 1,\dots,27\\
\mu_i = \alpha - \beta \lambda^{x_i},\; \alpha,\, \beta > 0;\, 0 < \lambda < 1 \] Fitting the curve with
Writing the model in Stan requires a few more lines, but gives me also the opportunity to generate output from the posterior distributions.
The predicted parameters and errors are very much the same as in the least square output of
nls of the stats package. In this post I will show an alternative approach with Stan/RStan, as illustrated in the example, Dugongs: "nonlinear growth curve", that is part of Stan's documentation. The original example itself is taken from OpenBUGS. The data describes the length and age measurements for 27 captured dugongs (sea cows). Carlin and Gelfand (1991) model the data using a nonlinear growth curve with no inflection point and an asymptote as \(x_i\) tends to infinity:
\[
Y_i \sim \mathcal{N}(\mu_i, \sigma^2),\; i = 1,\dots,27\\
\mu_i = \alpha - \beta \lambda^{x_i},\; \alpha,\, \beta > 0;\, 0 < \lambda < 1 \] Fitting the curve with
nls gives the following results:Writing the model in Stan requires a few more lines, but gives me also the opportunity to generate output from the posterior distributions.
The predicted parameters and errors are very much the same as in the least square output of
nls, but with the Stan output I can also review the 90% credible intervals.Session Info
R version 3.2.2 (2015-08-14)
Platform: x86_64-apple-darwin13.4.0 (64-bit)
Running under: OS X 10.11.1 (El Capitan)
locale:
[1] en_GB.UTF-8/en_GB.UTF-8/en_GB.UTF-8/C/en_GB.UTF-8/en_GB.UTF-8
attached base packages:
[1] stats graphics grDevices utils datasets
[6] methods base
other attached packages:
[1] rstan_2.8.0 ggplot2_1.0.1.9003 Rcpp_0.12.1
loaded via a namespace (and not attached):
[1] colorspace_1.2-6 scales_0.3.0 plyr_1.8.3
[4] parallel_3.2.2 tools_3.2.2 inline_0.3.14
[7] gtable_0.1.2 gridExtra_2.0.0 codetools_0.2-14
[10] grid_3.2.2 stats4_3.2.2 munsell_0.4.2
growth model
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non-linear
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R
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Stan
