optimize.grid: optimize.grid

In dfeehan/mortfit: Fit and evaluate mortality models

Description

maximize a function using grid search TODO – not finished documenting this

Usage

optimize.grid(grid.vals, M = 3, delta = 0.1, func, epsilon = 1e-06,
  verbose = FALSE, cpp = FALSE, ...)

Arguments

grid.vals	a list with an entry for each param, which has a vector of all of the values the param should take on
M	the number of times to run grid search (refining results each time...)
delta	the size of the window to construct grid over. if delta=0.1, make a grid from (0.9*alpha, 1.1*alpha)
func	the function to optimize
epsilon	the minimum difference to consider significant; if the difference between the current optimum and the previous one is less than epsilon (in absolute value), then stop
verbose	if TRUE, print out info about optimization
cpp	if TRUE, use the C++ version... (default is FALSE)
...	other arguments, which get passed along to grid.search

Value

TODO

dfeehan/mortfit documentation built on Nov. 14, 2020, 9:04 p.m.