| 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)