cleversearch {svcm} | R Documentation |
This function allows greedy/full grid search in any dimension.
cleversearch(fn, lower, upper, ngrid, startvalue, logscale = TRUE, clever = TRUE, verbose = FALSE)
fn |
a function to be minimized (or maximized), with the only argument being the parameter over which minimization is to take place. The return value must be scalar. |
lower |
numeric vector containing the lower bounds on the parameter grid |
upper |
numeric vector containing the upper bounds on the parameter grid |
ngrid |
integer number determining the grid length in every dimension |
startvalue |
optional initial value for the parameter to be optimized over |
logscale |
logical, whether to construct the grid on logarithmic scale |
clever |
logical, whether to perform a greedy grid search with lookup-table or a full grid evaluation. The latter is only available up to 3d. |
verbose |
logical. Should the search process be monitored? |
Unless startvalue
is specified, the search starts at the lower
bound of the 1d parameter space or at the middle of the 2d/3d grid.
A list with components
par |
optimal parameter value that was found. |
value |
fn value corresponding to par . |
counts |
number of calls to 'fn'. |
simplefun <- function(vec) { return(sum(vec^2)) } opt <- cleversearch(simplefun, c(-1, -1), c(1, 1), 51, logscale=FALSE)