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Jan 4, 2015 at 5:14 comment added Oleksandr R. Actually, NonlinearModelFit calls FindFit internally. The reason why it doesn't also support the NormFunction option is because some of the properties one can request for the FittedModel object only exist/have been implemented for the 2-norm. Thus, for the time being, NonlinearModelFit is restricted to the 2-norm only. The corollary is that if one is not interested in the properties anyway, there is no reason to use NonlinearModelFit rather than FindFit (the latter is faster, as it is kernel code, rather than being implemented at the top level).
Jan 4, 2015 at 4:55 history answered iwantmyphd CC BY-SA 3.0