
I have written versions of these in C++ but my point is to learn R and
discover all these methods in it.

thanks

On Fri, Jul 30, 2010 at 12:55 PM, Prof. John C Nash [via R] <
ml-node+2308224-1876059272-368971@n4.nabble.com<ml-node%2B2308224-1876059272-368971@n4.nabble.com>
> wrote:

> Sometimes it is easier to just write it. See below.
>
> On 10-07-30 06:00 AM, [hidden email]<http://user/SendEmail.jtp?type=node&node=2308224&i=0>wrote:
>
> > Date: Thu, 29 Jul 2010 11:15:05 -0700 (PDT)
> > From: sammyny<[hidden email]<http://user/SendEmail.jtp?type=node&node=2308224&i=1>>
>
> > To:[hidden email] <http://user/SendEmail.jtp?type=node&node=2308224&i=2>
> > Subject: Re: [R] newton.method
> > Message-ID:<[hidden email]<http://user/SendEmail.jtp?type=node&node=2308224&i=3>>
>
> > Content-Type: text/plain; charset=us-ascii
> >
> >
> > newton.method is in package 'animation'.
> >
> > Thanks Ravi.
> > BBSolve/BBOptim seems to work very well although I am not familiar with
> the
> > optimization methods being used there. Is there a way to specify a
> tolerance
> > in the function to get the required precision.
> >
> > I did something like this to use newton method.
> > require(animation)
> > newton.method(f, init=2, tol=10*exp(-8))
> > But it gives bogus results.
> >
> > If someone could point me a correct working version of newton method for
> > finding roots and its usage, that would be helpful.
> >
> > cheers,
> >
> > Sam
> >
>
>
> tfn<-function(x) {
>   f = 2.5*exp(-0.5*(2*0.045 - x)) + 2.5*exp(-0.045) + 2.5*exp(-1.5*x) - 100
>
>   return(f)
> }
> tgr<-function(x) {
>   g = 0.5*2.5*exp(-0.5*(2*0.045 - x))  -1.5*2.5*exp(-1.5*x)
>   return(g)
> }
> newt<-function(start, fun, grad) {
>      x<-start
>      newx<-x+100 # to avoid stopping
>      while( 1 != 0) {
>         f<-fun(x)
>         g<-grad(x)
>         newx<-x-f/g
>         cat("x, newx, f, g:",x,' ',newx,' ',f,' ',g,"\n")
>         if ((100+x) == (100+newx)) return(newx)
>         tmp<-readline("continue?")
>         x<-newx
>      }
> }
>
> You can try
>
>     newt(7,tfn, tgr)
>
>     newt(-7,tfn,tgr)
>
> and get both roots quite quickly.
>
> However, I'd probably used uniroot by preference as a general tool. The
> scripts above are
> meant for learning purposes.
>
> Best,
>
> John Nash
>
> PS. I did check tgr with numDeriv -- always worth doing.
>
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