PolynomialExtrapolation {FixedPoint} | R Documentation |
PolynomialExtrapolation This function performs Minimal Polynomial extrapolation (MPE) or Reduced Rank Extrapolation (RRE) given a matrix of previous iterates of the function.
Description
PolynomialExtrapolation This function performs Minimal Polynomial extrapolation (MPE) or Reduced Rank Extrapolation (RRE) given a matrix of previous iterates of the function.
Usage
PolynomialExtrapolation(Iterates, Method = c("MPE", "RRE"))
Arguments
Iterates |
A matrix of inputs and outputs excluding jumps. Can be pieced together from Inputs and Outputs matrices of the FixedPoint function using the PutTogetherIteratesWithoutJumps function. |
Method |
The method for polynomial extrapolation. Should be either "MPE" for minimal polynomial extrapolation or "RRE" for reduced rank extrapolation. |
Value
A vector containing the extrapolated vector.
Examples
FPFunction = function(x){c(0.5*sqrt(abs(x[1] + x[2])), 1.5*x[1] + 0.5*x[2])}
A = FixedPoint( Function = FPFunction, Inputs = c(0.3,900), MaxIter = 6, Method = "Simple")
Iterates = PutTogetherIteratesWithoutJumps(A$Inputs, A$Outputs)
PolynomialExtrapolation(Iterates, "MPE")
B = FixedPoint( function(x){cos(x)}, Inputs = 1, MaxIter = 5, Method = "Simple")
Iterates = PutTogetherIteratesWithoutJumps(B$Inputs, B$Outputs)
PolynomialExtrapolation(Iterates, "RRE")
[Package FixedPoint version 0.6.3 Index]