BrentMethod {countSTAR} | R Documentation |
Brent's method for optimization
Description
Implementation for Brent's algorithm for minimizing a univariate function over an interval.
The code is based on a function in the stsm
package.
Usage
BrentMethod(a = 0, b, fcn, tol = .Machine$double.eps^0.25)
Arguments
a |
lower limit for search |
b |
upper limit for search |
fcn |
function to minimize |
tol |
tolerance level for convergence of the optimization procedure |
Value
a list of containing the following elements:
-
fx
the minimum value of the input function -
x
the argument that minimizes the function -
iter
number of iterations to converge -
vx
a vector that stores the arguments until convergence
[Package countSTAR version 1.0.2 Index]