newtonRaphson: Find roots using Newton-Raphson algorithm

In sstModel: Swiss Solvency Test (SST) Standard Models

Description

find root of a function using the Newton Raphson algorithm.

Usage

newtonRaphson(f, df, start = 0, atol = 1e-04, rtol = 1e-04,
  maxit = 10000, ...)

Arguments

f	a numeric valued function from a single numeric argument.
df	the derivative of 'f'.
start	numerical value. The initial position for the Newton Raphson iteration.
atol	numeric value. The absolute tolerence for finding a root.
rtol	numeric value. The relative tolerence for finding a root.
maxit	an integer value. The maximal number of iterations.
...	additional parameters to be passed to 'f'.

Value

a numeric value, the root.

sstModel documentation built on May 2, 2019, 12:16 p.m.