dicreteRoot: Dichotomic search for monotone function

In riskRegression: Risk Regression Models and Prediction Scores for Survival Analysis with Competing Risks

Dichotomic search for monotone function

Description

Find the root of a monotone function on a discrete grid of value using dichotomic search

Usage

discreteRoot(
  fn,
  grid,
  increasing = TRUE,
  check = TRUE,
  tol = .Machine$double.eps^0.5
)

Arguments

fn	[function] objective function to minimize in absolute value.
grid	[vector] possible minimizers.
increasing	[logical] is the function fn increasing?
check	[logical] should the program check that fn takes a different sign for the first vs. the last value of the grid?
tol	[numeric] the absolute convergence tolerance.

riskRegression documentation built on May 29, 2024, 10:59 a.m.