R function to search for a function

matlab, nonlinear-optimization, optimization, r

Solution

It sounds like `lsqnonlin` in the `pracma` package is what you're looking for.

I recommend installing the `sos` package for R. Its purpose is to help you answer questions like 'Is there a function out there that does this?'. `findFn` in this package will search what's on CRAN for the term you supply.

library(sos)
findFn('lsqnonlin')

Problem

Update: The original question is: Is there an R function using the same algorithm implemented in the "lsqnonlin" function in matlab? However, the answer is more related to searching a function in R. I think the answer is in general very helpful for R users. So I edited the title but asked the original question again here: In R, how to do nonlinear least square optimization which involves solving differential equations? I am doing nonlinear least-square optimizations and found that the matlab function `lsqnonlin` performs better than all the optimization algorithms I tried in R (including the algorithms in function `optimx`, `nlm`, `nlminb`, `solnp`, etc.) in the sense that it is faster and found the "more correct" solution. However, I did not find an implementation of the 'trust-region-reflective' algorithm in R that is used in Matlab. Does someone know if there is already an implementation? Also, is it always true that the 'trust-region-reflective' algorithm is a better algorithm for this kind of optimization?

Original source