Bisect: An implementation of the bisection algorithm for root...

Description Usage Arguments Details Value Author(s) References

View source: R/icmle.R

Description

Most of the optimizations in Icens have a one dimensional root-finding component. Since the quantities involved are generally restricted to a subset of [0,1] we use bisection to find the roots.

Usage

1
Bisect(tA, pvec, ndir, Meps, tolbis=1e-07)

Arguments

tA

The transpose of the clique matrix.

pvec

The current estimate of the probability vector.

ndir

The direction to explore.

Meps

Machine epsilon, elements of pvec that are less than this are assumed to be zero.

tolbis

The tolerance used to determine if the algorithm has converged.

Details

We search from pvec in the direction ndir to obtain the new value of pvec that maximizes the likelihood.

Value

The new estimate of pvec.

Author(s)

Alain Vandal and Robert Gentleman.

References

Any book on optimization.


Icens documentation built on Nov. 8, 2020, 8:12 p.m.

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