Here is something simple (does not have any checks for bad input), yet
should be adequate:
bisect <- function(fn, lower, upper, tol=1.e-07, ...) {
f.lo <- fn(lower, ...)
f.hi <- fn(upper, ...)
feval <- 2
if (f.lo * f.hi > 0) stop("Root is not bracketed in the specified interval
\n")
chg <- upper - lower
while (abs(chg) > tol) {
x.new <- (lower + upper) / 2
f.new <- fn(x.new, ...)
if (abs(f.new) <= tol) break
if (f.lo * f.new < 0) upper <- x.new
if (f.hi * f.new < 0) lower <- x.new
chg <- upper - lower
feval <- feval + 1
}
list(x = x.new, value = f.new, fevals=feval)
}
# An example
fn1 <- function(x, a) {
exp(-x) - a*x
}
bisect(fn1, 0, 2, a=1)
bisect(fn1, 0, 2, a=2)
Ravi.
-----Original Message-----
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Peter Dalgaard
Sent: Friday, September 17, 2010 4:16 PM
To: Gregory Gentlemen
Cc: r-help@r-project.org
Subject: Re: [R] Is there a bisection method in R?
On 09/17/2010 09:28 PM, Gregory Gentlemen wrote:
> If uniroot is not a bisection method, then what function in R does use
bisection?
>
Why do you assume that there is one? uniroot contains a better algorithm
for finding bracketed roots.
It shouldn't be too hard to roll your own if you need one for
pedagogical purposes.
--
Peter Dalgaard
Center for Statistics, Copenhagen Business School
Phone: (+45)38153501
Email: pd....@cbs.dk Priv: pda...@gmail.com
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