Description Usage Arguments Value
Function for minimising piecewise differentiable objective functions.
1 | cdOptim(theta, fn, theta_it, tol = 1e-06, maxit = 1000)
|
theta |
Initial value. |
fn |
Function to optimise. |
theta_it |
Iterative theta for coordinate descent algorithm. Default is NULL. |
tol |
Relative convergence tolerance |
maxit |
Maximum number of iterations if relative convergence is not reached. Default is 1000. |
The function returns a list with following components
par |
The best set of parameters |
value |
The value of the function corresponding to best set of parameters. |
iteration |
Number of iterations taken |
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