grback: Backward difference numerical gradient approximation.
In optimx: Expanded Replacement and Extension of the 'optim' Function

Description Usage Arguments Details Value Author(s) Examples

grback computes the backward difference approximation to the gradient of user function userfn.

1	grback(par, userfn, fbase=NULL, env=optsp, ...)

`par`	parameters to the user objective function userfn
`userfn`	User-supplied objective function
`fbase`	The value of the function at the parameters, else NULL. This is to save recomputing the function at this point.
`env`	Environment for scratchpad items (like `deps` for approximation control in this routine). Default `optsp`.
`...`	optional arguments passed to the objective function.

Package:	grback
Depends:	R (>= 2.6.1)
License:	GPL Version 2.

grback returns a single vector object df which approximates the gradient of userfn at the parameters par. The approximation is controlled by a global value optderiveps that is set when the package is attached.

John C. Nash

cat("Example of use of grback\n")

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<-grback(xx,myfn, shift=0)
print(gn)
ga<-ii*xx^(ii-1)
cat("compare to analytic gradient:\n")
print(ga)

cat("change the step parameter to 1e-4\n")
optsp$deps <- 1e-4
gn2<-grback(xx,myfn, shift=0)
print(gn2)