Sometimes it is easier to just write it. See below.
On 10-07-30 06:00 AM, r-help-requ...@r-project.org wrote:
Date: Thu, 29 Jul 2010 11:15:05 -0700 (PDT)
From: sammyny<sj...@caa.columbia.edu>
To:r-help@r-project.org
Subject: Re: [R] newton.method
Message-ID:<1280427305687-2306895.p...@n4.nabble.com>
Content-Type: text/plain; charset=us-ascii
newton.method is in package 'animation'.
Thanks Ravi.
BBSolve/BBOptim seems to work very well although I am not familiar with the
optimization methods being used there. Is there a way to specify a tolerance
in the function to get the required precision.
I did something like this to use newton method.
require(animation)
newton.method(f, init=2, tol=10*exp(-8))
But it gives bogus results.
If someone could point me a correct working version of newton method for
finding roots and its usage, that would be helpful.
cheers,
Sam
tfn<-function(x) {
f = 2.5*exp(-0.5*(2*0.045 - x)) + 2.5*exp(-0.045) + 2.5*exp(-1.5*x) - 100
return(f)
}
tgr<-function(x) {
g = 0.5*2.5*exp(-0.5*(2*0.045 - x)) -1.5*2.5*exp(-1.5*x)
return(g)
}
newt<-function(start, fun, grad) {
x<-start
newx<-x+100 # to avoid stopping
while( 1 != 0) {
f<-fun(x)
g<-grad(x)
newx<-x-f/g
cat("x, newx, f, g:",x,' ',newx,' ',f,' ',g,"\n")
if ((100+x) == (100+newx)) return(newx)
tmp<-readline("continue?")
x<-newx
}
}
You can try
newt(7,tfn, tgr)
newt(-7,tfn,tgr)
and get both roots quite quickly.
However, I'd probably used uniroot by preference as a general tool. The scripts above are
meant for learning purposes.
Best,
John Nash
PS. I did check tgr with numDeriv -- always worth doing.
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