grnd: A reorganization of the call to numDeriv grad() function.

In optfntools: Tools for assisting the preparation and testing of objective functions for optimization.

Description

Provides a wrapper for the numDeriv approximation to the gradient of a user supplied objective function userfn.

Usage

       grnd(par, userfn, ...)

Arguments

par	A vector of parameters to the user-supplied function fn
userfn	A user-supplied function
...	Other data needed to evaluate the user function.

Details

The Richardson method is used in this routine.

Value

grnd returns an approximation to the gradient of the function userfn

Examples

cat("Example of use of grnd\n")
require(numDeriv)
myfn<-function(xx, shift=100){
    ii<-1:length(xx)
    result<-shift+sum(xx^ii)
}
xx<-c(1,2,3,4)
ii<-1:length(xx)
print(xx)
gn<-grnd(xx,myfn, shift=0)
print(gn)
ga<-ii*xx^(ii-1)
cat("compare to\n")
print(ga)

optfntools documentation built on May 2, 2019, 4:26 p.m.