\Header{gnls}{Fit Nonlinear Model Using Generalized Least Squares}
\keyword{models}{gnls}
\begin{Description}\relax
This function fits a nonlinear model using generalized least
squares. The errors are allowed to be correlated and/or have unequal
variances.
\end{Description}
\begin{Usage}
\begin{verbatim}
gnls(model, data, params, start, correlation, weights, subset,
     na.action, naPattern, control, verbose)
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{model}] a two-sided formula object describing the
model, with the response on the left of a \code{\textasciitilde{}} operator and 
a nonlinear expression involving parameters and covariates on the
right. If \code{data} is given, all names used in the formula should
be defined as parameters or variables in the data frame.
\item[\code{data}] an optional data frame containing the variables named in
\code{model}, \code{correlation}, \code{weights}, 
\code{subset}, and \code{naPattern}. By default the variables are 
taken from the environment from which \code{gnls} is called.
\item[\code{params}] an optional two-sided linear formula of the form
\code{p1+...+pn\textasciitilde{}x1+...+xm}, or list of two-sided formulas of the form
\code{p1\textasciitilde{}x1+...+xm}, with possibly different models for each
parameter. The \code{p1,...,pn} represent parameters included on the
right hand side of \code{model} and \code{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 \code{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 \code{start}.
\item[\code{start}] an optional named list, or numeric vector, with the
initial values for the parameters in \code{model}. It can be omitted
when a \code{selfStarting} function is used in \code{model}, in which
case the starting estimates will be obtained from a single call to the
\code{nls} function.
\item[\code{correlation}] an optional \code{corStruct} object describing the
within-group correlation structure. See the documentation of
\code{corClasses} for a description of the available \code{corStruct}
classes. If a grouping variable is to be used, it must be specified
in the \code{form} argument to the \code{corStruct}
constructor. Defaults to \code{NULL}, corresponding to uncorrelated 
errors.
\item[\code{weights}] an optional \code{varFunc} object or one-sided formula
describing the within-group heteroscedasticity structure. If given as
a formula, it is used as the argument to \code{varFixed},
corresponding to fixed variance weights. See the documentation on
\code{varClasses} for a description of the available \code{varFunc}
classes. Defaults to \code{NULL}, corresponding to homoscesdatic
errors.
\item[\code{subset}] an optional expression indicating which subset of the rows of
\code{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.
\item[\code{na.action}] a function that indicates what should happen when the
data contain \code{NA}s.  The default action (\code{na.fail}) causes
\code{gnls} to print an error message and terminate if there are any
incomplete observations.
\item[\code{naPattern}] an expression or formula object, specifying which returned
values are to be regarded as missing.
\item[\code{control}] a list of control values for the estimation algorithm to
replace the default values returned by the function \code{gnlsControl}.
Defaults to an empty list.
\item[\code{verbose}] an optional logical value. If \code{TRUE} information on
the evolution of the iterative algorithm is printed. Default is
\code{FALSE}.
\item[\code{...}] some methods for this generic require additional
arguments.  None are used in this method.
\end{ldescription}
\end{Arguments}
\begin{Value}
an object of class \code{gnls}, also inheriting from class \code{gls},
representing the nonlinear model fit. Generic functions such as
\code{print}, \code{plot} and  \code{summary} have methods to show the
results of the fit. See \code{gnlsObject} for the components of the
fit. The functions \code{resid}, \code{coef}, and \code{fitted} can be
used to extract some of its components.
\end{Value}
\begin{Author}\relax
Jose Pinheiro \email{jose.pinheiro@pharma.novartis.com} and Douglas Bates \email{bates@stat.wisc.edu}
\end{Author}
\begin{References}\relax
The different correlation structures available for the
\code{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.
\end{References}
\begin{SeeAlso}\relax
\code{\Link{gnlsControl}}, \code{\Link{gnlsObject}},
\code{\Link{varFunc}}, \code{\Link{corClasses}}, \code{\Link{varClasses}}
\end{SeeAlso}
\begin{Examples}
\begin{ExampleCode}
data(Soybean)
# variance increases with a power of the absolute fitted values
fm1 <- gnls(weight ~ SSlogis(Time, Asym, xmid, scal), Soybean,
            weights = varPower())
summary(fm1)
\end{ExampleCode}
\end{Examples}

