Upgrading from:

NonlinearRegression`

NonlinearRegress functionality is now available using the built-in function NonlinearModelFit.

New system functions

NonlinearModelFit is part of the built-in Mathematica kernel:

Version 6.0 << NonlinearRegression`;
NonlinearRegress[{{2, -0.99}, {6, -0.7}, {10, 0.58}, {14, 
   0.41}, {18, -0.66}}, Sin[a + b*x^2], {a, b}, x, 
 RegressionReport -> {ParameterTable, RSquared}]

The result is returned as a FittedModel object, of which properties can be returned:

For a list of properties available, use "Properties":

Version 6.0 << NonlinearRegression`;
RegressionReportValues

To get the functional form of the FittedModel object, use Normal:

Some of the properties previously available to NonlinearRegress have been renamed:

NonlinearRegressNonlinearModelFit
AsymptoticCorrelationMatrix"CorrelationMatrix"
AsymptoticCovarianceMatrix"CovarianceMatrix"
MeanPredictionCITable"MeanPredictionConfidenceIntervalTable"
ParameterCITable"ParameterConfidenceIntervalTable"
SinglePredictionCITable"SinglePredictionConfidenceIntervalTable"
SummaryReport{"BestFitParameters", "ParameterConfidenceIntervalTable", "EstimatedVariance", "ANOVATable", "CorrelationMatrix", "FitCurvatureTable"}