marqLevAlg: deriva – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

deriva

Numerical derivatives

Description

The function computes the first derivates and the information score matrix. Central finite-differences and forward finite-differences are used for the first and second derivatives respectively.

Usage

deriva(nproc = 1, b, funcpa, .packages = NULL, ...)

Arguments

`nproc`	number of processors for parallel computing
`b`	value of parameters to be optimized over
`funcpa`	function to be minimized (or maximized), with argument the vector of parameters over which minimization isto take place. It should return a scalar result.
`.packages`	character vector of packages that funcpa depends on
`...`	other arguments of the funcpa function

Value

`v`	vector containing the upper part of the information score matrix and the first derivatives
`rl`	the value of the funcpa function at point b

Author(s)

Viviane Philipps, Boris Hejblum, Cecile Proust-Lima, Daniel Commenges

References

Donald W. Marquardt An algorithm for Least-Squares Estimation of Nonlinear Parameters. Journal of the Society for Industrial and Applied Mathematics, Vol. 11, No. 2. (Jun, 1963), pp. 431-441.

Examples

b <- 0.1
f <- function(b){return((2*b[1]**2+3*b[1]))}
d <- deriva(b=b,funcpa=f)

marqLevAlg

A Parallelized General-Purpose Optimization Based on Marquardt-Levenberg Algorithm

v2.0.5

GPL (>= 2.0)

Authors

Viviane Philipps, Cecile Proust-Lima, Melanie Prague, Boris Hejblum, Daniel Commenges, Amadou Diakite

Initial release

2021-03-30