非线性最小二乘(nls)是否适合正弦模型

时间:2013-08-29 16:07:05

标签: r nls

我想在我的数据中使用以下函数:

f(x)=偏移+幅度 sin(频率 T +相位),

或根据Wikipedia:f(x)= C + alpha sin(ω T + phi)

我的数据存储在两列的文件中,我通过以下方式导入它们:

data<-read.table("C:/PATH/data.txt", header = FALSE, sep = "\t")

并按以下方式转换它们:

minV<-data[3]
cV<-data[1]
values<-as.numeric(unlist(minV))
T<-as.numeric(unlist(cV))

因此,我得到两个类型为double的变量,一个名为“T”(相当于上面等式中的时间T),另一个称为“值”(相当于上面等式中函数f(x)的值) 。 到目前为止,一切都很好! 但是,当我想将f(x)拟合到我的数据时,我会得到不好的结果(如果有的话)。这是我的代码:

r<-nls(values~C+alpha*sin(W*T+phi), start=list(C=8958.34, alpha=115.886, W=0.0652, phi=14.9286),

我现在的问题是,在这个简单的四行示例(至少据我所知)中唯一可能出错的是起始值。然而,它们是Gnuplot拟合的结果(它使用最小二乘法)并且它们看起来很好(因为我没有“10声望”我无法附加情节,sry)。 {edit1:plot attached} Result of the fit using Gnuplot, the original data and the result of the fit using R. 上面代码的结果:

C: 8950.06571617  alpha: -23.58439668    W: 0.06416806   phi: 16.46585060

我接下来的步骤是改变起始值以获得合理的结果(也许起始值太高了......) - 没有成功! 所以现在我的问题是:问题出在哪里?我想使用R,因为我希望,我可以产生一个拟合,这是a)更好的b)更糟糕的起始值比Gnuplot(至少b)对我来说是一个非常重要的标准,这就是我不想要的原因使用Gnuplot)。

Ps。:是的,这是我使用R的第一天。所以,如果你有一个解决方案/理由,那么如果我能理解它就会很好。

PPs:对于那些想要获取相关信息的人:我收集了很多链接,所以如果我获得至少“10个声望”,我可以在这里发布。 {edit2:links attached}

[R] fitting periodic 'sine wave' model

Nonlinear Regression and Nonlinear Least Squares

Nonlinear Regression and Nonlinear Least Squares in R

Nichtlineare Regression (German)

R: Nonlinear Least Squares

How to fit a curve to a sinusoidal wave

official Documentation -> Manuals

Link Roland provided in his answer

PPs:这里使用了我使用的数据(由tabstop分隔,只有第一列(“计数器”)和三个(“最小值”);由于最大数字字符/我删除了最后一列的一些值发布{edit3:删除附加条目,因为附加的链接}} {edit4:从“第二列(”角度“)”更改为“第一列(”计数器“)”。在代码和答案中它的第一列也是。}:

#Counter    angle   min value   EV-min value    max value   EV_max-value
1   0,703125    9033    -81,990234375   9043    -82,556640625
2   1,40625 9033    -81,990234375   9042    -81,556640625
3   2,109375    9027    -75,990234375   9042    -81,556640625
4   2,8125  9025    -73,990234375   9038    -77,556640625
5   3,515625    9018    -66,990234375   9031    -70,556640625
6   4,21875 9013    -61,990234375   9025    -64,556640625
7   4,921875    9009    -57,990234375   9020    -59,556640625
8   5,625   9011    -59,990234375   9017    -56,556640625
9   6,328125    9000    -48,990234375   9009    -48,556640625
10  7,03125 8996    -44,990234375   9004    -43,556640625
11  7,734375    8989    -37,990234375   9004    -43,556640625
12  8,4375  8983    -31,990234375   8993    -32,556640625
13  9,140625    8983    -31,990234375   8991    -30,556640625
14  9,84375 8982    -30,990234375   8991    -30,556640625
15  10,546875   8975    -23,990234375   8983    -22,556640625
16  11,25   8964    -12,990234375   8978    -17,556640625
17  11,953125   8967    -15,990234375   8977    -16,556640625
18  12,65625    8958    -6,990234375    8967    -6,556640625
19  13,359375   8951    0,009765625 8960    0,443359375
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91  63,984375   8975    -23,990234375   8983    -22,556640625
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101 71,015625   9029    -77,990234375   9037    -76,556640625
102 71,71875    9031    -79,990234375   9042    -81,556640625
103 72,421875   9035    -83,990234375   9043    -82,556640625
104 73,125  9040    -88,990234375   9048    -87,556640625
105 73,828125   9048    -96,990234375   9054    -93,556640625
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107 75,234375   9051    -99,990234375   9064    -103,556640625
108 75,9375 9061    -109,990234375  9072    -111,556640625
109 76,640625   9060    -108,990234375  9069    -108,556640625
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111 78,046875   9064    -112,990234375  9072    -111,556640625
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125 87,890625   9067    -115,990234375  9074    -113,556640625
126 88,59375    9066    -114,990234375  9078    -117,556640625
127 89,296875   9066    -114,990234375  9078    -117,556640625
128 90  9066    -114,990234375  9076    -115,556640625
129 90,703125   9066    -114,990234375  9072    -111,556640625
130 91,40625    9061    -109,990234375  9071    -110,556640625
131 92,109375   9058    -106,990234375  9069    -108,556640625
132 92,8125 9061    -109,990234375  9069    -108,556640625
133 93,515625   9054    -102,990234375  9069    -108,556640625
134 94,21875    9053    -101,990234375  9056    -95,556640625
135 94,921875   9053    -101,990234375  9060    -99,556640625
136 95,625  9048    -96,990234375   9056    -95,556640625
137 96,328125   9042    -90,990234375   9051    -90,556640625
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139 97,734375   9035    -83,990234375   9043    -82,556640625
140 98,4375 9033    -81,990234375   9043    -82,556640625
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142 99,84375    9027    -75,990234375   9037    -76,556640625
143 100,546875  9018    -66,990234375   9031    -70,556640625
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145 101,953125  9011    -59,990234375   9018    -57,556640625
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147 103,359375  9000    -48,990234375   9006    -45,556640625
148 104,0625    8993    -41,990234375   9004    -43,556640625
149 104,765625  8985    -33,990234375   8998    -37,556640625
150 105,46875   8987    -35,990234375   8994    -33,556640625
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152 106,875 8973    -21,990234375   8983    -22,556640625
153 107,578125  8965    -13,990234375   8977    -16,556640625
154 108,28125   8969    -17,990234375   8977    -16,556640625
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248 174,375 9067    -115,990234375  9076    -115,556640625
249 175,078125  9067    -115,990234375  9078    -117,556640625
250 175,78125   9067    -115,990234375  9078    -117,556640625
251 176,484375  9071    -119,990234375  9082    -121,556640625
252 177,1875    9069    -117,990234375  9082    -121,556640625
253 177,890625  9072    -120,990234375  9085    -124,556640625
254 178,59375   9082    -130,990234375  9089    -128,556640625
255 179,296875  9080    -128,990234375  9092    -131,556640625
256 180 9080    -128,990234375  9092    -131,556640625
257 180,703125  9078    -126,990234375  9089    -128,556640625
258 181,40625   9076    -124,990234375  9083    -122,556640625
259 182,109375  9074    -122,990234375  9085    -124,556640625
260 182,8125    9076    -124,990234375  9082    -121,556640625
261 183,515625  9071    -119,990234375  9078    -117,556640625
262 184,21875   9067    -115,990234375  9078    -117,556640625
263 184,921875  9071    -119,990234375  9078    -117,556640625
264 185,625 9067    -115,990234375  9076    -115,556640625
265 186,328125  9069    -117,990234375  9078    -117,556640625
266 187,03125   9064    -112,990234375  9074    -113,556640625
267 187,734375  9064    -112,990234375  9074    -113,556640625
268 188,4375    9061    -109,990234375  9071    -110,556640625
269 189,140625  9058    -106,990234375  9066    -105,556640625
270 189,84375   9056    -104,990234375  9066    -105,556640625
271 190,546875  9053    -101,990234375  9056    -95,556640625
272 191,25  9051    -99,990234375   9061    -100,556640625
273 191,953125  9048    -96,990234375   9058    -97,556640625
274 192,65625   9040    -88,990234375   9054    -93,556640625
275 193,359375  9042    -90,990234375   9048    -87,556640625
276 194,0625    9037    -85,990234375   9045    -84,556640625
277 194,765625  9033    -81,990234375   9045    -84,556640625
278 195,46875   9029    -77,990234375   9043    -82,556640625
279 196,171875  9027    -75,990234375   9040    -79,556640625
280 196,875 9020    -68,990234375   9038    -77,556640625
281 197,578125  9011    -59,990234375   9029    -68,556640625
282 198,28125   9009    -57,990234375   9020    -59,556640625
283 198,984375  9002    -50,990234375   9013    -52,556640625
284 199,6875    8996    -44,990234375   9009    -48,556640625
285 200,390625  8993    -41,990234375   9004    -43,556640625
286 201,09375   8989    -37,990234375   8996    -35,556640625
287 201,796875  8983    -31,990234375   8991    -30,556640625
288 202,5   8985    -33,990234375   8991    -30,556640625
289 203,203125  8978    -26,990234375   8989    -28,556640625
290 203,90625   8977    -25,990234375   8983    -22,556640625
291 204,609375  8971    -19,990234375   8982    -21,556640625
292 205,3125    8958    -6,990234375    8971    -10,556640625
293 206,015625  8958    -6,990234375    8965    -4,556640625
294 206,71875   8947    4,009765625 8958    2,443359375
295 207,421875  8941    10,009765625    8954    6,443359375
296 208,125 8934    17,009765625    8951    9,443359375
297 208,828125  8933    18,009765625    8940    20,443359375
298 209,53125   8929    22,009765625    8938    22,443359375
299 210,234375  8927    24,009765625    8934    26,443359375
300 210,9375    8920    31,009765625    8930    30,443359375
301 211,640625  8916    35,009765625    8921    39,443359375
302 212,34375   8909    42,009765625    8921    39,443359375
303 213,046875  8903    48,009765625    8910    50,443359375
304 213,75  8894    57,009765625    8905    55,443359375
305 214,453125  8894    57,009765625    8899    61,443359375
306 215,15625   8883    68,009765625    8897    63,443359375
307 215,859375  8881    70,009765625    8890    70,443359375
308 216,5625    8886    65,009765625    8894    66,443359375
309 217,265625  8879    72,009765625    8888    72,443359375
310 217,96875   8878    73,009765625    8886    74,443359375
311 218,671875  8873    78,009765625    8883    77,443359375
312 219,375 8862    89,009765625    8878    82,443359375
313 220,078125  8866    85,009765625    8878    82,443359375
314 220,78125   8862    89,009765625    8870    90,443359375
315 221,484375  8857    94,009765625    8862    98,443359375
316 222,1875    8859    92,009765625    8864    96,443359375
317 222,890625  8859    92,009765625    8870    90,443359375
318 223,59375   8857    94,009765625    8868    92,443359375
319 224,296875  8852    99,009765625    8860    100,443359375
320 225 8847    104,009765625   8857    103,443359375
321 225,703125  8842    109,009765625   8853    107,443359375
322 226,40625   8844    107,009765625   8855    
323 227,109375  8849    102,009765625   8857    
324 227,8125    8839    112,009765625   8849    
325 228,515625  8842    109,009765625   8849    
326 229,21875   8841    110,009765625   8849    
327 229,921875  8842    109,009765625   8852    
328 230,625 8836    115,009765625   8855    
329 231,328125  8839    112,009765625   8846    
330 232,03125   8836    115,009765625   8844    
331 232,734375  8839    112,009765625   8846    
332 233,4375    8842    109,009765625   8852    
333 234,140625  8846    105,009765625   8857    
334 234,84375   8852    99,009765625    8857    
335 235,546875  8857    94,009765625    8862    
336 236,25  8855    96,009765625    8862    
337 236,953125  8857    94,009765625    8864    
338 237,65625   8857    94,009765625    8864    
339 238,359375  8857    94,009765625    8866    
340 239,0625    8857    94,009765625    8872    
341 239,765625  8866    85,009765625    8878    
342 240,46875   8873    78,009765625    8881    
343 241,171875  8878    73,009765625    8886    
344 241,875 8883    68,009765625    8892    
345 242,578125  8886    65,009765625    8896    
346 243,28125   8892    59,009765625    8899    
347 243,984375  8896    55,009765625    8905    
348 244,6875    8903    48,009765625    8909    
349 245,390625  8907    44,009765625    8916    
350 246,09375   8912    39,009765625    8920    
351 246,796875  8914    37,009765625    8929    
352 247,5   8927    24,009765625    8934    
353 248,203125  8925    26,009765625    8936    
354 248,90625   8929    22,009765625    8938    
355 249,609375  8933    18,009765625    8940    
356 250,3125    8940    11,009765625    8951    
357 251,015625  8949    2,009765625 8958    
358 251,71875   8958    -6,990234375    8964    
359 252,421875  8962    -10,990234375   8973    
360 253,125 8965    -13,990234375   8973    
361 253,828125  8967    -15,990234375   8980    
362 254,53125   8971    -19,990234375   8980    
363 255,234375  8967    -15,990234375   8982    
364 255,9375    8975    -23,990234375   8982    
365 256,640625  8975    -23,990234375   8983    
366 257,34375   8977    -25,990234375   8991    
367 258,046875  8989    -37,990234375   8994    
368 258,75  8989    -37,990234375   9000    
369 259,453125  8996    -44,990234375   9007    
370 260,15625   9004    -52,990234375   9013    
371 260,859375  9007    -55,990234375   9018    
372 261,5625    9014    -62,990234375   9022    
373 262,265625  9017    -65,990234375   9025    
374 262,96875   9025    -73,990234375   9037    
375 263,671875  9029    -77,990234375   9042    
376 264,375 9033    -81,990234375   9042    
377 265,078125  9031    -79,990234375   9043    
378 265,78125   9042    -90,990234375   9051    
379 266,484375  9043    -91,990234375   9054    
380 267,1875    9048    -96,990234375   9058    
381 267,890625  9048    -96,990234375   9061    
382 268,59375   9056    -104,990234375  9060    
383 269,296875  9060    -108,990234375  9067    
384 270 9064    -112,990234375  9071    
385 270,703125  9064    -112,990234375  9072    
386 271,40625   9069    -117,990234375  9074    
387 272,109375  9071    -119,990234375  9080    
388 272,8125    9072    -120,990234375  9082    
389 273,515625  9071    -119,990234375  9083    
390 274,21875   9078    -126,990234375  9083    
391 274,921875  9080    -128,990234375  9087    
392 275,625 9082    -130,990234375  9085    
393 276,328125  9083    -131,990234375  9090    
394 277,03125   9072    -120,990234375  9087    
395 277,734375  9071    -119,990234375  9078    
396 278,4375    9072    -120,990234375  9082    
397 279,140625  9076    -124,990234375  9085    
398 279,84375   9074    -122,990234375  9082    
399 280,546875  9069    -117,990234375  9074    
400 281,25  9066    -114,990234375  9076    
401 281,953125  9069    -117,990234375  9076    
402 282,65625   9064    -112,990234375  9072    
403 283,359375  9066    -114,990234375  9074    
404 284,0625    9064    -112,990234375  9069    
405 284,765625  9064    -112,990234375  9071    
406 285,46875   9056    -104,990234375  9067    
407 286,171875  9056    -104,990234375  9066    
408 286,875 9056    -104,990234375  9061    
409 287,578125  9051    -99,990234375   9060    
410 288,28125   9042    -90,990234375   9058    
411 288,984375  9040    -88,990234375   9051    
412 289,6875    9038    -86,990234375   9048    
413 290,390625  9035    -83,990234375   9043    
414 291,09375   9033    -81,990234375   9042    
415 291,796875  9027    -75,990234375   9038    
416 292,5   9027    -75,990234375   9038    
417 293,203125  9020    -68,990234375   9029    
418 293,90625   9013    -61,990234375   9022    
419 294,609375  9011    -59,990234375   9024    
420 295,3125    9004    -52,990234375   9013    
421 296,015625  9000    -48,990234375   9004    
422 296,71875   8994    -42,990234375   9004    
423 297,421875  8983    -31,990234375   8998    
424 298,125 8978    -26,990234375   8989    
425 298,828125  8982    -30,990234375   8989    
426 299,53125   8978    -26,990234375   8983    
427 300,234375  8973    -21,990234375   8982    
428 300,9375    8969    -17,990234375   8982    
429 301,640625  8960    -8,990234375    8975    
430 302,34375   8953    -1,990234375    8965    
431 303,046875  8949    2,009765625 8954    
432 303,75  8947    4,009765625 8954    
433 304,453125  8936    15,009765625    8949    
434 305,15625   8930    21,009765625    8941    
435 305,859375  8925    26,009765625    8936    
436 306,5625    8925    26,009765625    8934    
437 307,265625  8918    33,009765625    8927    
438 307,96875   8916    35,009765625    8921    
439 308,671875  8905    46,009765625    8920    
440 309,375 8899    52,009765625    8910    
441 310,078125  8892    59,009765625    8905    
442 310,78125   8890    61,009765625    8897    
443 311,484375  8886    65,009765625    8896    
444 312,1875    8886    65,009765625    8894    
445 312,890625  8879    72,009765625    8892    
446 313,59375   8879    72,009765625    8888    
447 314,296875  8878    73,009765625    8886    
448 315 8873    78,009765625    8883    
449 315,703125  8866    85,009765625    8878    
450 316,40625   8866    85,009765625    8875    
451 317,109375  8866    85,009765625    8873    
452 317,8125    8860    91,009765625    8872    
453 318,515625  8859    92,009765625    8868    
454 319,21875   8857    94,009765625    8868    
455 319,921875  8857    94,009765625    8864    
456 320,625 8847    104,009765625   8860    
457 321,328125  8847    104,009765625   8857    
458 322,03125   8842    109,009765625   8852    
459 322,734375  8841    110,009765625   8852    
460 323,4375    8844    107,009765625   8853    
461 324,140625  8846    105,009765625   8857    
462 324,84375   8841    110,009765625   8853    
463 325,546875  8836    115,009765625   8846    
464 326,25  8839    112,009765625   8844    
465 326,953125  8841    110,009765625   8846    
466 327,65625   8839    112,009765625   8847    
467 328,359375  8842    109,009765625   8852    
468 329,0625    8836    115,009765625   8844    
469 329,765625  8842    109,009765625   8847    
470 330,46875   8842    109,009765625   8849    
471 331,171875  8849    102,009765625   8860    
472 331,875 8857    94,009765625    8864    
473 332,578125  8852    99,009765625    8859    
474 333,28125   8852    99,009765625    8862    
475 333,984375  8855    96,009765625    8862    
476 334,6875    8857    94,009765625    8866    
477 335,390625  8862    89,009765625    8870    
478 336,09375   8864    87,009765625    8875    
479 336,796875  8868    83,009765625    8878    
480 337,5   8872    79,009765625    8884    
481 338,203125  8881    70,009765625    8888    
482 338,90625   8886    65,009765625    8894    
483 339,609375  8884    67,009765625    8899    
484 340,3125    8886    65,009765625    8899    
485 341,015625  8897    54,009765625    8909    
486 341,71875   8901    50,009765625    8910    
487 342,421875  8903    48,009765625    8916    
488 343,125 8914    37,009765625    8923    
489 343,828125  8925    26,009765625    8929    
490 344,53125   8929    22,009765625    8934    
491 345,234375  8927    24,009765625    8938    
492 345,9375    8927    24,009765625    8936    
493 346,640625  8930    21,009765625    8941    
494 347,34375   8947    4,009765625 8954    
495 348,046875  8947    4,009765625 8960    
496 348,75  8958    -6,990234375    8967    
497 349,453125  8960    -8,990234375    8973    
498 350,15625   8965    -13,990234375   8977    
499 350,859375  8967    -15,990234375   8978    
500 351,5625    8964    -12,990234375   8971    
501 352,265625  8962    -10,990234375   8973    
502 352,96875   8971    -19,990234375   8983    
503 353,671875  8977    -25,990234375   8985    
504 354,375 8983    -31,990234375   8994    
505 355,078125  8989    -37,990234375   8998    
506 355,78125   8994    -42,990234375   9007    
507 356,484375  9004    -52,990234375   9009    
508 357,1875    9002    -50,990234375   9020    
509 357,890625  9011    -59,990234375   9025    
510 358,59375   9017    -65,990234375   9027    
511 359,296875  9022    -70,990234375   9027    
512 360 9022    -70,990234375   9038    

2 个答案:

答案 0 :(得分:10)

这种问题受到当地极端事件的困扰。 通过扩展正弦,您可以将模型重写为

C + alpha * sin(omega*T) + beta * cos(omega*T)

只剩下一个非线性参数 你可以使用网格搜索(或一些强大的优化算法) 在那个参数上 (和其他人的线性回归)。

d <- read.table( "tmp.csv", dec=",", header=TRUE, nrows=400)
x <- d[,1]
y <- d[,3]

f <- function( omega ) { 
  x1 <- sin( omega * x )
  x2 <- cos( omega * x )
  r <- lm( y ~ x1 + x2 )
  res <- mean( residuals(r)^2 )
  attr( res, "coef" ) <- coef(r)
  res
}
omegas <- seq( .001, .2, length=1000 )
res <- sapply(omegas, f)
plot( 
  omegas, res,
  las=1, 
  ylab = "Residuals", xlab = "Omega",
  main = "Objective function: multiple local minima" 
)

Objective function

i <- which.min( res )
omega0 <- optimize(f, interval = c(omegas[i-1], omegas[i+1]))$minimum
p <- c( attr( f(omega0), "coef" ), omega0 )
plot( x, y )
lines( 
  x, 
  p[1] + p[2] * sin( p[4] * x ) + p[3] * cos( p[4] * x ),
  col = "orange", lwd=3 
)

Fit

答案 1 :(得分:6)

首先,我用“。”替换了数据中的所有“,”。 (或者您可以使用dec的{​​{1}}参数),然后删除包含较少元素的行(最后一行)并创建一个合适的标题。

然后我使用read.table读取您的数据。

然后我这样做了:

data <- read.table(text="<paste the cleaned data here>", header=TRUE)

得到了这个:

values<-data[,3]
T <-data[,1]

r<-nls(values~C+alpha*sin(W*T+phi), 
       start=list(C=8958.34, alpha=115.886, W=0.0652, phi=14.9286))
summary(r) 

然后我画了:

Formula: values ~ C + alpha * sin(W * T + phi)

Parameters:
       Estimate Std. Error  t value Pr(>|t|)    
C     8.959e+03  3.892e+00 2302.173  < 2e-16 ***
alpha 2.214e+01  5.470e+00    4.047 6.16e-05 ***
W     6.714e-02  2.031e-03   33.065  < 2e-16 ***
phi   1.334e+01  5.113e-01   26.092  < 2e-16 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 80.02 on 423 degrees of freedom

Number of iterations to convergence: 21 
Achieved convergence tolerance: 5.952e-06

得到了这个:

enter image description here

然后我读到了这个:https://stats.stackexchange.com/a/60997/11849

这样做了:

plot(values~T)
lines(predict(r)~T)

得到了这个:

enter image description here

而且:

raw.fft = fft(values)
truncated.fft = raw.fft[seq(1, length(values)/2 - 1)]
truncated.fft[1] = 0
W = which.max(abs(truncated.fft)) * 2 * pi / length(values)

r2<-nls(values~C+alpha*sin(W*T+phi), start=list(C=8958.34, alpha=115.886, W=W, phi=0))

lines(predict(r2)~T, col="red")  

summary(r2)

PS:请注意,调用变量Formula: values ~ C + alpha * sin(W * T + phi) Parameters: Estimate Std. Error t value Pr(>|t|) C 8.958e+03 2.045e-01 43804.2 <2e-16 *** alpha 1.160e+02 2.913e-01 398.0 <2e-16 *** W 4.584e-02 1.954e-05 2345.6 <2e-16 *** phi 2.325e+00 4.760e-03 488.5 <2e-16 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 4.204 on 423 degrees of freedom Number of iterations to convergence: 9 Achieved convergence tolerance: 1.07e-06 是一个非常糟糕的主意。 T是R中T的别名。