fminsearch.function {neldermead}

fminsearch Cost Function Call

Description

This function calls the cost function and makes it match neldermead requirements. It is used in the fminsearch function as the function element of the neldermead object (see ?neldermead and ?neldermead.set).

Usage

  fminsearch.function(x = NULL, index = NULL, fmsfundata = NULL)

Arguments

x

A single column vector of parameter estimates.

index

An integer variable set to 2, indicating that only the cost function is to be computed by the algorithm.

fmsfundata

An object of class 'optimbase.functionargs' and with (at least) a fun element, which contains the user-defined cost function.

Value

Returns a list with the following elements:

f

The value of the cost function at the current point estimate.

index

The same index variable.

this

A list with a single element costargument which contains fmsfundata.

Author(s)

Author of Scilab neldermead module: Michael Baudin (INRIA - Digiteo)

Author of R adaptation: Sebastien Bihorel ([e-mail])

See Also

fminsearch, neldermead, neldermead.set,