bisearch {extRemes} | R Documentation |
Bisection search algorithm to find where a function crosses a particular value.
bisearch(x1, x2, f, tol = 1e-07, niter = 25, upcross.level = 0)
x1 |
Low-end starting value. |
x2 |
High-end starting value. |
f |
A function for which to find the crossing value. |
tol |
The tolerance that determines whether to break (early) from the algorithm. |
niter |
Number of iterations to try before quitting. |
upcross.level |
The level where it is desired to find where f crosses. |
This function is shamelessly stolen from the fields package (cf. bisection.search
),
but is slightly simpler (i.e., less useful) in that it doesn't allow for extra arguments to f
.
It is used in the gev.parameterCI
and gpd.parameterCI
functions to try to find analytically
where the profile likelihood crosses the chi-square based critical value for obtaining confidence
bounds on parameter estimates.
x |
The estimated crossing. |
fm |
The difference between the function value at the found crossing and upcross.level . |
iter |
Number of iterations used to find the crossing. |
Unknown
Fishbane, P.M., Gasiorowicz, S., and S.T. Thornton Physics for Scientists and Engineers, 2d ed. (Extended), Upper Saddle River, New Jersey: Prentice Hall, 1996.
gev.parameterCI
,gpd.parameterCI
# Try to solve x^2 = 0.2 # Initial guess is that it occurs between x=0 and x=1. bisearch( 0, 1, function(x) x^2, tol=1e-20, upcross.level=0.2)