I have written versions of these in C++ but my point is to learn R and discover all these methods in it.
thanks On Fri, Jul 30, 2010 at 12:55 PM, Prof. John C Nash [via R] < ml-node+2308224-1876059272-368...@n4.nabble.com<ml-node%2b2308224-1876059272-368...@n4.nabble.com> > wrote: > Sometimes it is easier to just write it. See below. > > On 10-07-30 06:00 AM, [hidden > email]<http://user/SendEmail.jtp?type=node&node=2308224&i=0>wrote: > > > Date: Thu, 29 Jul 2010 11:15:05 -0700 (PDT) > > From: sammyny<[hidden > > email]<http://user/SendEmail.jtp?type=node&node=2308224&i=1>> > > > To:[hidden email] <http://user/SendEmail.jtp?type=node&node=2308224&i=2> > > Subject: Re: [R] newton.method > > Message-ID:<[hidden > > email]<http://user/SendEmail.jtp?type=node&node=2308224&i=3>> > > > 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. > > ______________________________________________ > [hidden email] <http://user/SendEmail.jtp?type=node&node=2308224&i=4>mailing > list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > > ------------------------------ > View message @ > http://r.789695.n4.nabble.com/newton-method-tp2306111p2308224.html > To unsubscribe from newton.method, click here< (link removed) >. > > > -- View this message in context: http://r.789695.n4.nabble.com/newton-method-tp2306111p2308277.html Sent from the R help mailing list archive at Nabble.com. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
