line_search: Line search optimisation algorithm

Description Usage Arguments Value

Description

Finds an (exact) maximum of gain_function by evaluating it at each of split_candidates.

Usage

1
line_search(gain_function, split_candidates, control)

Arguments

gain_function

A function with formal arguments x, start, end and lambda that returns a closure with argument split_point, that returns the gain after splitting the segment (start, end] at split_point given data x and tuning parameter lambda.

split_candidates

array of indices where gain function is evaluated.

control

An object of class hdcd_control as generated by hdcd_control.

Value

An array of length control$n_obs with entries for gains at all of split_candidates.


MalteLond/rfcd documentation built on June 19, 2019, 2:52 p.m.