README.md

fmin

Minimizes a multivariate function using a Quasi-Newton algorithm where the inverse Hessian is updated by BFGS and step size is selected using a bracketing & quadratic interpolation method. See Nocedal & Wright (2006).

You can install the package with the command:

remotes::install_github("r-glennie/fmin")

Vignette for the package is here: https://r-glennie.github.io/fmin/



r-glennie/fmin documentation built on Dec. 22, 2021, 11:53 a.m.