f_root: f_root

In kDGLM: Bayesian Analysis of Dynamic Generalized Linear Models

f_root

Description

Calculates the root of a function given an initial value and a function to calculate its derivatives.

Usage

f_root(f, df, start, tol = 1e-08, n.max = 1000)

Arguments

f	function: A function that receives a vector and return a vector of the same size.
df	function: A function that receives a vector and return the derivatives of f with respect to its arguments (if f returns a vector, it must be a matrix).
start	vector: The initial value to start the algorithm.
tol	numeric: The tolerance for the solution.
n.max	numeric: The maximum number of iterations allowed.

Value

A list containing:

• root vector: The solution for the system f(x)=0.

• f.root vector: The function f evaluated at the root.

• iter numeric: The number of steps taken.

kDGLM documentation built on April 4, 2025, 4:44 a.m.