bisection: Univariate Optimization

In arni-magnusson/arni: Arni's Toolbox

Univariate Optimization

Description

Univariate optimization.

Usage

bisection(f, interval, tol = 1e-08, hessian = FALSE, ...)

Arguments

f	a function to minimize, by varying the first argument.
interval	a vector containing the lower and upper limits of the interval to search over.
tol	the max difference between the optimal x and returned x.
hessian	whether to return the Hessian matrix, standard error, and 95% confidence interval.
...	passed to the f function.

Value

List containing x (optimal value), f (function value), and n (number of function evaluations).

Note

The number of function evaluations (n) is two times the number of loops performed.

arni-magnusson/arni documentation built on Nov. 3, 2023, 7:35 p.m.