newton: Newton-Raphson method for numerical optimization

In micsr: Microeconometrics with R

Newton-Raphson method for numerical optimization

Description

The Newton-Raphson method use the gradient and the hessian of a function. For well behaved functions, it is extremely accurate.

Usage

newton(
  fun,
  coefs,
  trace = 0,
  direction = c("min", "max"),
  tol = sqrt(.Machine$double.eps),
  maxit = 500,
  ...
)

Arguments

fun	the function to optimize
coefs	a vector of starting values
trace	if positive or true, some information about the computation is printed
direction	either "min" or "max"
tol	the tolerance
maxit	maximum number of iterations
...	further arguments, passed to fun

Value

a numeric vector, the parameters at the optimum of the function.

micsr documentation built on May 29, 2024, 7:32 a.m.