unirootDiscrete: Identify where a non-increasing function changes sign

In binseqtest: Exact Binary Sequential Designs and Analysis

Identify where a non-increasing function changes sign

Description

Let f be a non-increasing (or non-decreasing) function that changes sign within the interval specified. If 'pos.side'=TRUE (or FALSE) then unirootDiscrete finds the value x such that f(x) is closest to the sign change and is positive (or negative).

Usage

unirootDiscrete(f, interval, lower = min(interval), 
    upper = max(interval), tol = 10^-5, pos.side = FALSE,
    print.steps = FALSE, maxiter = 1000, ...)

Arguments

f	function for which a root is needed
interval	an interval giving minimum and maximum allowable values for root
lower	lower bound for root
upper	upper bound for root
tol	absolute tolerance, abs(true root-estimated root)<= tol
pos.side	if TRUE finds value x closest to the sign change in f, such that f(x)>0
print.steps	if true prints interations
maxiter	maximum number of iterations
...	additional arguments to f

Details

The algorithm evaluates f(x) iteratively, and the change in 'x' is halved each iteration until the change in 'x' is less than tol. Then the root is returned according to the pos.side parameter.

Value

A list with the folllowing elements,

iter	number of iterations (times f is evaluated)
f.root	value of f(x), where x is the root
root	the root x, where f(x)>=0 if pos.side=TRUE

...

Author(s)

M.P. Fay

Examples

test<-function(x,parm=10.987654321){ ifelse(x>=parm,1,-1) }
unirootDiscrete(test,lower=0,upper=100,tol=10^-4,pos.side=FALSE,print.steps=TRUE)

binseqtest documentation built on Aug. 24, 2023, 5:10 p.m.