Nothing
# program spuRs/resources/scripts/newton.r
newton <- function(f3, x0, tol = 1e-9, n.max = 100) {
# Newton's method for optimisation, starting at x0
# f3 is a function that given x returns the list
# {f(x), grad f(x), Hessian f(x)}, for some f
x <- x0
f3.x <- f3(x)
n <- 0
while ((max(abs(f3.x[[2]])) > tol) & (n < n.max)) {
x <- x - solve(f3.x[[3]], f3.x[[2]])
f3.x <- f3(x)
n <- n + 1
}
if (n == n.max) {
cat('newton failed to converge\n')
} else {
return(x)
}
}
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