Given the data in arg, expand them nonlinearly in the
same way as it was done in the SFA-object sfaList
(expanded dimension M) and search the vector RCOEF of M
constant coefficients, such that the sum of squared
residuals between a given function in time FUNC and the
function
R(t) = (v(t) - v0)' * RCOEF, t=1,...,T,
is
minimal
Usage
sfaNlRegress(sfaList, arg, func)
Arguments
sfaList
A list that contains all information about
the handled sfa-structure
arg
Input data, each column a different variable
func
(T x 1) the function to be fitted
nonlinearly
Value
returns a list res with
res$R (T x 1)
the function fitted by NL-regression res$rcoef (M
x 1) the coefficients for the NL-expanded dimensions