FixVMN2: FixvMN2

In common2016/HM2009: What the Package Does (One Line, Title Case)

Description

Solves a system of non-linear equations using a modified Newton Method

Usage

FixVMN2(
  x0,
  bounds,
  f,
  stopc = 1e-07,
  pTol = .Machine$double.eps^(2/3),
  MNR_CDJac = TRUE,
  MNR_Global = FALSE,
  ...
)

Arguments

x0	k times 1 vector of starting values
bounds	k timex 2 vector of upper and lower bounds on x
f	Pointer the vector valued function F(x), whose zero, F(x1)=0, is to be computed.
stopc	stopping criterium
pTol	parameter convergence criterium
MNR_CDJac	wheather using CDJac computing Jacobian matrix, with fault value is TRUE.
MNR_Global	wheather using line search, with fault value is FALSE.
...	any additional arguments passed to f.

Value

a list including x1 and crit. x1 is k times 1 vector, the approximate solution to F(x1)=0.

crit is 1 vector, where

• • crit[1]=0 : normal termination

  • =1 : function evaluation failed,

  • =2 : no further decrease in function value possible,

  • =3 : maximum number of iterations exceedes

• crit[2] : termination criterion: max(abs(f(x)))

• crit[3] : the maximum relative change of x between the last two iterations

• crit[4] : f(x)'f(x)/2

• crit[5] : number of iterations

Examples

# para setting
library(matlab)
alpha <- 0.27
betax <- 0.994
tmax <- 60

x0 <- ones(tmax,1)
bounds <- data.frame(dw = ones(tmax,1)*0.01, up = ones(tmax,1)*30)
FixVMN2(x0 = x0,bounds = bounds, f = ramsey, k0 = 4.4, kT = 0, delta = 0.011)

# another function to solve it
rootSolve::multiroot(f = ramsey,start = x0,k0 = 4.4, kT = 0, delta = 0.011)

common2016/HM2009 documentation built on Dec. 19, 2021, 6 p.m.