A reorganization of the call to numDeriv grad() function.
Provides a wrapper for the numDeriv approximation to the
gradient of a user supplied objective function userfn
.
grnd(par, userfn, ...)
par |
A vector of parameters to the user-supplied function |
userfn |
A user-supplied function |
... |
Other data needed to evaluate the user function. |
The Richardson method is used in this routine.
grnd
returns an approximation to the gradient of the function userfn
cat("Example of use of grnd\n") require(numDeriv) myfn<-function(xx, shift=100){ ii<-1:length(xx) result<-shift+sum(xx^ii) } xx<-c(1,2,3,4) ii<-1:length(xx) print(xx) gn<-grnd(xx,myfn, shift=0) print(gn) ga<-ii*xx^(ii-1) cat("compare to\n") print(ga)
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