discreteRoot {riskRegression}

Dichotomic search for monotone function

Description

Find the root of a monotone function on a discrete grid of value using dichotomic search

Usage

discreteRoot(
  fn,
  grid,
  increasing = TRUE,
  check = TRUE,
  tol = .Machine$double.eps^0.5
)

Arguments

fn

[function] objective function to minimize in absolute value.

grid

[vector] possible minimizers.

increasing

[logical] is the function fn increasing?

check

[logical] should the program check that fn takes a different sign for the first vs. the last value of the grid?

tol

[numeric] the absolute convergence tolerance.