minmax: min-max approximation

In randall-romero/CompEconR: An R version of Miranda & Fackler's CompEcon toolbox for MATLAB

Description

Computes \tilde f(x) = min (max ( f(x), a-x ), b-x) and its derivative

Usage

minmax(x, a, b, fx, J)

Arguments

x	n-array of evaluation points
a	n-array of lower bounds
b	n-array of upper bounds
fx	n-array of function f evaluated at f
J	n.n matrix of Jacobian of f (optional)

Value

If input J is provided, it returns a list with fields

• f n.1 matrix, function evaluated at x

• J n.n matrix, Jacobian evaluated at x

Otherwise, it returns only the matrix f.

Author(s)

Randall Romero-Aguilar

References

Miranda, Fackler 2002 Applied Computational Economics and Finance, section 3.8

See Also

Other nonlinear equations: fischer; ssmooth

randall-romero/CompEconR documentation built on May 26, 2019, 10:56 p.m.