bsearch: Bisection search

Description Usage Arguments Value

Description

Minimizes a univariate strictly pseudoconvex function over the interval [a, b]. This is augmented code from Adam Rothman's STAT 8054 course (2017).

Usage

1
bsearch(dg, a, b, L = 1e-07, quiet = FALSE)

Arguments

dg

the derivative of the function to minimize, where dg(u, ...) is the function evaluated at u.

a

left endpoint of the initial interval of uncertainty.

b

right endpoint of the initial interval of uncertainty.

L

the maximum length of the final interval of uncertainty.

quiet

should the function stay quiet?

...

additional argument specifications for dg

Value

returns the midpoint of the final interval of uncertainty.


MGallow/statr documentation built on May 7, 2019, 2:04 p.m.