grnd: A reorganization of the call to numDeriv grad() function.

Description Usage Arguments Details Value Examples

View source: R/grnd.R

Description

Provides a wrapper for the numDeriv approximation to the gradient of a user supplied objective function userfn.

Usage

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       grnd(par, userfn, ...)

Arguments

par

A vector of parameters to the user-supplied function fn

userfn

A user-supplied function

...

Other data needed to evaluate the user function.

Details

The Richardson method is used in this routine.

Value

grnd returns an approximation to the gradient of the function userfn

Examples

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cat("Example of use of grnd\n")
require(numDeriv)
myfn<-function(xx, shift=100){
    ii<-1:length(xx)
    result<-shift+sum(xx^ii)
}
xx<-c(1,2,3,4)
ii<-1:length(xx)
print(xx)
gn<-grnd(xx,myfn, shift=0)
print(gn)
ga<-ii*xx^(ii-1)
cat("compare to\n")
print(ga)

optextras documentation built on May 30, 2017, 8:18 a.m.