R/grid.sect.R

In JackStat/CompPack: Collection of Computational Statistic Tools

#' Grid Section Search Optimization
#' 
#' @description
#' A method used to locate the optimum value of a function. 
#' 
#' @param f the function to be optimized.
#' @param lo the lower bound.
#' @param hi the upper bound.
#' 
#' @author Tyler Hunt \email{tyler@@psychoanalytix.com}
#' 
#' @export

grid.sect <-
function(f,lo,hi){
	l=lo
	h=hi
	while(h-l>.0000001){
		x=(0:1000)/1000*(h-l)+l
		x=seq(l,h,(h-l)/1000)
		y=f(x)
		m=max(y)
		i = (1:length(x))[y==m]
		i=i[(1+length(i))/2]
		l=x[i-1]
		h=x[i+1]
	}
	plot(x,y, "l")
	lines(c(x[i],x[i]), c(-100, 100), col=2)
	list(x[i])
}