| updown {lmfor} | R Documentation |
Solve a simple equation using a step halving algorithm.
Description
Solves equations of form f(x)=0, for scalar x (l<=x<=u) using a simple step
halving algorithm, where f(x) is a monotonic continuous function.
Initial finite upper and lower bounds for
x are required. The algorithm first computes f for x=u and x=l.
If the sign was different then
another call is performed at the midpoint x=(u+l)/2, and the midpoint is
taken as a new upper or lower bound, according to the location of sign change.
The upper or lower bound are repeatedly updated until the
absolute value of f at the midpoint is below a specified criteria.
Usage
updown(l, u, fn, crit = 6)
Arguments
l |
The initial lower bound |
u |
The initial upper bound |
fn |
R-function for |
crit |
The convergence criteria (Maximum accepted value of f at the solution is |
Value
A scalar giving the value of x at the solution.
If the sign did not change between l and u, NA is returned.
Warning
May lead to infinite loop for non-continuous functions. Works only with monotonic functions.
Author(s)
Lauri Mehtatalo <lauri.mehtatalo@uef.fi>
Examples
## Compute the median of Weibull distibution
fn<-function(x) pweibull(x,5,15)-0.5
updown(1,50,fn)