dicreteRoot: Dichotomic search for monotone function

Description Usage Arguments

Description

Find the root of a monotone function on a discrete grid of value using dichotomic search

Usage

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discreteRoot(fn, grid, increasing = TRUE, check = TRUE,
  tol = .Machine$double.eps^0.5)

Arguments

fn

[function] objective function to minimize in absolute value.

grid

[vector] possible minimizers.

increasing

[logical] is the function fn increasing?

check

[logical] should the program check that fn takes a different sign for the first vs. the last value of the grid?

tol

[numeric] the absolute convergence tolerance.


bozenne/riskRegressionLight documentation built on May 7, 2019, 12:52 a.m.