two_step_search: Two step search optimisation algorithm

Description Usage Arguments Value

Description

Find an (approximate) maximum of gain_function by repeatedly fitting and evaluating.

Usage

1
two_step_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

An array of indices where gain function is evaluated.

control

An object of class hdcd_control as generated by hdcd_control.

Value

A list with a list of approximate gains after each split and the split points used to estimate the gains.


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