[R-SIG-Finance] Zeros of a hairy function

ARDIA David david.ardia at unifr.ch
Wed Nov 15 13:34:55 CET 2006

If your function is f(x), then you could apply optim to g(x) := f(x)^2. 

You can also consider the DEoptim package to perform robust optimization
based on a genetic algorithm.

Hope it helps,


-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Valentin
Sent: mercredi, 15. novembre 2006 12:11
To: r-sig-finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] Zeros of a hairy function

Hi all,

In order to get an estimator for the correlation between two asstes I
need the zeros of a quite "hairy" nonlinear function. Could you give me
a tip which function in R could supply a solution? I thought of  'optim'
but it will only minimize the function but not get its zeros.

Thanks a lot!


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