Closed ian-barr closed 10 months ago
The following gives an error using investr 1.4.2, stats 4.2.3, on R 4.2.3:
library(investr) x.df <- data.frame(a=c(0.5,.65,.8, 0.85, 0.95, .99), b = c(0.0,2,5, 10, 20,40)) cal <- nls(a ~ m*(1.0 - yin)*b/(b+y_0) + yin , data = x.df, start = list(m=1,y_0=5, yin=0.5)) calibrate(cal, y0 = c(0.75, 0.77, 0.73), interval = "Wald", level = 0.95)
Error: 'cal' is not a valid matrix, list, or data frame.
Edit: This example from the documentation is working, but not the above for some reason.
mod<- nls(weight ~ theta1/(1 + exp(theta2 + theta3 * log(conc))), + start = list(theta1 = 1000, theta2 = -1, theta3 = 1), + data = nasturtium) plotFit(mod, lwd.fit = 2) invest(mod, y0 = c(309, 296, 419), interval = "inversion")
Edit 2: I didn't realize I was calling calibrate instead of invest. Works now.
calibrate
invest
The following gives an error using investr 1.4.2, stats 4.2.3, on R 4.2.3:
Error: 'cal' is not a valid matrix, list, or data frame.
Edit: This example from the documentation is working, but not the above for some reason.
Edit 2: I didn't realize I was calling
calibrate
instead ofinvest
. Works now.