The three functions ufn, ugr and uhess wrap corresponding user functions fn, gr, and
hess so that these functions can be executed safely (via try()) and also so parameter or
function scaling can be applied. The wrapper
functions also allow for maximization of functions (via minimization of the negative of
the function) using the logical parameter maximize
.
There are three test functions, fnchk, grchk, and hesschk, to allow the user
function to be tested for validity and correctness. However, no set of tests is
exhaustive, and extensions and improvements are welcome. The package
numDeriv
is used for generation of numerical approximations to
derivatives.
?? fix ??  
Package:  optfntools 
Version:  20119.25 
Date:  20110925 
License:  GPL2 
Lazyload:  Yes 
Repository:  RForge 
Repository/RForge/Project:  optimizer 
Repository/RForge/Revision:  
Date/Publication:  
Index:
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16  ufn Wrapper for user objective function
ugr Wrapper for user gradient function
uhess Wrapper for user Hessian function
fnchk Test validity of user function
grchk Check that gradient function evaluation
matches numerical gradient
hesschk Check that Hessian function evaluation
matches numerical approximation
gHgen Compute gradient and Hessian as a given
set of parameters
gHgenb Compute gradient and Hessian as a given
set of parameters appying bounds and masks
ugHgenb Compute gradient and Hessian as a given
set of parameters appying bounds and masks
but using the opx12env list of fn, gr, and
hess. Note FIXED name opx12env

John C Nash <nashjc@uottawa.ca>
Maintainer: John C Nash <nashjc@uottawa.ca>
optimx
Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.
All documentation is copyright its authors; we didn't write any of that.