[R] Newton method iteration problem
kevinchang
shukai at seas.upenn.edu
Sat Oct 27 14:44:45 CEST 2007
Thanks Chales for pointing out the errors.
I fixed an errorr and R accepted my "rootFinding" code.
But the problem right now is that my code will work only if the intialX
value is close enough to the solution.
Otherwise, R says there is missing true/false value in the codition test of
while loop. I can't figure out what happens. Some advice , please??
#generate target function (phi(x)-alpha) (allow input x and alpha)
target<-function(x,alpha){
pnorm(x)-alpha
}
#generate the first derivative of the of the target function
firstDerivative<-function(x){
exp(-(x^2)/2)/sqrt(2*pi)
}
# Finding the root by Newton method
rootFinding<-function(initialX,setAlpha,maxIter){
while((target(initialX,setAlpha)!=0) && maxIter>0){
initialX<-initialX-(target(initialX,setAlpha)/firstDerivative(initialX))
maxIter<-maxIter-1
}
initialX
}
Charles C. Berry wrote:
>
> On Fri, 26 Oct 2007, kevinchang wrote:
>
>>
>> Hi all,
>>
>> I am coding for finding the root of f(x)= phi(x) -alpha where phi(x) is
>> the
>> cumulative density function and alpha is constant . The problem right now
>> is
>> I can't get the "initialX" representing the root out of the while loop
>> when
>> ending , it seems to me it disappear when the loop ends accroding to the
>> error message. I need help . Please suggest the cause or solution to
>> this
>> problem. Thanks.
>
> Learn to type without making errors? Learn to format (space and indent)
> your code so errors will be more obvious to you??
>
> Your code worked for me once I corrected the typos and syntax errors.
>
> It even agrees with qnorm( setAlpha ).
>
> If all you want is root finding capability, I suggest you see
>
> ?uniroot
>
> and friends.
>
> HTH,
>
> Chuck
>
>>
>> # code
>>
>> #generate target function (phi(x)-alpha) (allow input x and alpha)
>> target<-function(x,alpha){
>> pnorm(x)-alpha
>> }
>>
>>
>> #generate the first derivative of the of the target function
>> firstDerivative<-function(x){
>> exp(-(x^2)/2)/sqrt(2*pi)
>> }
>>
>> # Finding the root by Newton method
>> rootFinding<-function(initialX,setAlpha){
>> while(target(initialX,setAlpha)!=0){
>> initialX<-initialX-(target(initialX,setAlpha)/firstfirstDerivative(initialX)
>> }
>> initialX
>> }
>>
>>
>> --
>> View this message in context:
>> http://www.nabble.com/Newton-method-iteration-problem-tf4701085.html#a13439031
>> Sent from the R help mailing list archive at Nabble.com.
>>
>> ______________________________________________
>> R-help at 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.
>>
>
> Charles C. Berry (858) 534-2098
> Dept of Family/Preventive
> Medicine
> E mailto:cberry at tajo.ucsd.edu UC San Diego
> http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 92093-0901
>
> ______________________________________________
> R-help at 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.
>
>
--
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