optimise2-package: Optimization in one dimensional problem.

In yfyang86/optimise2: optim corrections.

Description

Minimizer: gsl min fminimizer quad golden This is a variant of Brent’s algorithm which uses the safeguarded step-length algorithm of Gill and Murray.

Details

Package:	optimise2
Type:	Package
Version:	1.0
Date:	2014-04-17
License:	GPL2

The usage is exactly the same as optimise(stats) unless you want to enlarge the number of iterations.

Author(s)

Yifan Yang

Maintainer: Yifan Yang <[e-mail]>

References

Richard Brent, Algorithms for minimization without derivatives, Prentice-Hall (1973), republished by Dover in paperback (2002), ISBN 0-486-41998-3.

See Also

optimise

Examples

f <- function(x) sin(x^2) + x/10
optimise(f, c(1, 4), tol = 1e-06)
optimise(f, c(1.5, 11))  # WRONG!!!
optimise2(f, c(1.5, 11), tol = 1e-06)

yfyang86/optimise2 documentation built on May 4, 2019, 2:32 p.m.