gridSearch: Function to perform grid search

In jkcshea/l1svr: Inference for Support Vector Regression Under l1 Regularization

Description

Perform a grid search to find the value at which argument FUN is equal to argument target.

Usage

gridSearch(FUN, init = 0, target, increment = 2, tol = 0.0025,
  tol.same = 1e-06, left = FALSE, iter.max = 25, ...)

Arguments

FUN	Scalar function of scalar argument.
init	Scalar, initial solution.
target	Scalar, target p-value.
increment	Scalar, determines the first increment of the grid, and is refined over the iterations of the grid search.
tol	Scalar, tolerance for determining when FUN evaluated at the solution is sufficiently close to target. Set to 2.5e-3 by default.
tol.same	Scalar, tolerance for determining when solution can no longer be improved. Set to 1e-06 by default.
left	Boolean, set to TRUE if solution is left of the initial solution declared in init.
iter.max	Integer, maximum number of iterations to perform.

Value

Scalar, the value of the argument at which FUN is equal to target.

jkcshea/l1svr documentation built on March 4, 2021, 12:51 a.m.