convex.bounds: Find the boundaries of a convex set

In dlm: Bayesian and Likelihood Analysis of Dynamic Linear Models

Find the boundaries of a convex set

Description

Finds the boundaries of a bounded convex set along a specified straight line, using a bisection approach. It is mainly intended for use within arms.

Usage

convex.bounds(x, dir, indFunc, ..., tol=1e-07)

Arguments

x	a point within the set
dir	a vector specifying a direction
indFunc	indicator function of the set
...	parameters passed to indFunc
tol	tolerance

Details

Uses a bisection algorithm along a line having parametric representation x + t * dir.

Value

A vector ans of length two. The boundaries of the set are x + ans[1] * dir and x + ans[2] * dir.

Author(s)

Giovanni Petris [e-mail]

Examples

## boundaries of a unit circle
convex.bounds(c(0,0), c(1,1), indFunc=function(x) crossprod(x)<1)

dlm documentation built on Sept. 21, 2024, 9:06 a.m.