approx_grad {lgspline} | R Documentation |
Finite-difference Gradient Computer
Description
Computes finite-difference approximation of gradient given input of arguments x and function fn
Usage
approx_grad(x, fn, eps = sqrt(.Machine$double.eps))
Arguments
x |
Numeric vector of function arguments |
fn |
Function returning list(objective, gradient) |
eps |
Numeric scalar, finite difference tolerance |
Details
Used within efficient_bfgs
if needed externally, but internally, this function
is actually ignored since when VhalfInv_grad
is not supplied, stats::optim()
is used instead.
Value
Numeric vector of finite-difference approximated gradient
[Package lgspline version 0.2.0 Index]