dlm: convex.bounds – R documentation

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convex.bounds

Find the boundaries of a convex set

Description

Finds the boundaries of a bounded convex set along a specified straight line, using a bisection approach. It is mainly intended for use within arms.

Usage

convex.bounds(x, dir, indFunc, ..., tol=1e-07)

Arguments

`x`	a point within the set
`dir`	a vector specifying a direction
`indFunc`	indicator function of the set
`...`	parameters passed to `indFunc`
`tol`	tolerance

Details

Uses a bisection algorithm along a line having parametric representation x + t * dir.

Value

A vector ans of length two. The boundaries of the set are x + ans[1] * dir and x + ans[2] * dir.

Author(s)

Giovanni Petris GPetris@uark.edu

Examples

## boundaries of a unit circle
convex.bounds(c(0,0), c(1,1), indFunc=function(x) crossprod(x)<1)

dlm

Bayesian and Likelihood Analysis of Dynamic Linear Models

v1.1-5

GPL (>= 2)

Authors

Giovanni Petris [aut, cre], Wally Gilks [ctb] (Author of original C code for ARMS)

Initial release

2018-05-30