[R] Is there a bisection method in R?

[peter dalgaard]

On Sep 20, 2010, at 18:15 , Gregory Gentlemen wrote:

> Now that is a more useful reply than "Why do you assume there is one?". Thanks a lot Ravi!
> 

Well, maybe, but you can NOT expect that someone will go out of THEIR way to solve YOUR problem every time. Sometimes they will and sometimes they won't. 

Complaining about having it pointed out that something might not actually exist just because you need it is downright offensive!




> 
> 
> --- On Fri, 9/17/10, Ravi Varadhan <rvaradhan at jhmi.edu> wrote:
> 
> From: Ravi Varadhan <rvaradhan at jhmi.edu>
> Subject: RE: [R] Is there a bisection method in R?
> To: "'Peter Dalgaard'" <pdalgd at gmail.com>, "'Gregory Gentlemen'" <gregory_gentlemen at yahoo.ca>
> Cc: r-help at r-project.org
> Received: Friday, September 17, 2010, 5:44 PM
> 
> 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-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
> Behalf Of Peter Dalgaard
> Sent: Friday, September 17, 2010 4:16 PM
> To: Gregory Gentlemen
> Cc: r-help at 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.mes at cbs.dk  Priv: PDalgd at gmail.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.
> 
> 

-- 
Peter Dalgaard
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com