PutTogetherIteratesWithoutJumps: PutTogetherIteratesWithoutJumps This function takes the...

In FixedPoint: Algorithms for Finding Fixed Point Vectors of Functions

PutTogetherIteratesWithoutJumps This function takes the previous inputs and outputs and assembles a matrix with both excluding jumps.

Description

PutTogetherIteratesWithoutJumps This function takes the previous inputs and outputs and assembles a matrix with both excluding jumps.

Usage

PutTogetherIteratesWithoutJumps(
  Inputs,
  Outputs,
  AgreementThreshold = 10 * .Machine$double.eps
)

Arguments

Inputs	This is an N x A matrix of previous inputs for which corresponding outputs are available. In this case N is the dimensionality of the fixed point vector that is being sought (and each column is a matrix that is input to the "Function") and A is the number of previous Inputs/Outputs that are being provided to the fixed point.
Outputs	This is a matrix of "Function" values for each column of the "Inputs" matrix.
AgreementThreshold	A parameter for determining when a column in Inputs and a column in Outputs match. They are deemed to match if the sum of the absolute values of the difference in the columns is less than AgreementThreshold.

Value

A matrix of inputs and outputs excluding jumps.

Examples

A = FixedPoint( function(x){c(0.5*sqrt(abs(x[1] + x[2])), 1.5*x[1] + 0.5*x[2])},
Inputs = c(0.3,900), MaxIter = 5, Method = "Simple")
A = FixedPoint( function(x){c(0.5*sqrt(abs(x[1] + x[2])), 1.5*x[1] + 0.5*x[2])},
Inputs = A$Inputs, Outputs = A$Outputs, MaxIter = 5, Method = "Aitken")
A = FixedPoint( function(x){c(0.5*sqrt(abs(x[1] + x[2])), 1.5*x[1] + 0.5*x[2])},
Inputs = A$Inputs, Outputs = A$Outputs, MaxIter = 5, Method = "Simple")
CombinedSequence = PutTogetherIteratesWithoutJumps(A$Inputs, A$Outputs)

FixedPoint documentation built on Dec. 28, 2022, 2:56 a.m.