Bhat (version 0.9-12)

dqstep: step size generator

Description

dqstep determines the smallest steps ds from s so that abs(f(s+ds)-f(s)) equals a pre-specified sensitivity

Usage

dqstep(x, f, sens)

Arguments

x

a list with components 'label' (of mode character), 'est' (the parameter vector with the initial guess), 'low' (vector with lower bounds), and 'upp' (vector with upper bounds)

f

the function that is to be minimized over the parameter vector defined by the list x

sens

target sensitivity (i.e. the value of f(s+ds)-f(s))

Value

returns a vector with the desired step sizes

Details

uses simple quadratic interpolation

See Also

dfp, newton, logit.hessian

Examples

# NOT RUN {
  ## Rosenbrock Banana function
   fr <- function(x) {
         x1 <- x[1]
         x2 <- x[2]
         100 * (x2 - x1 * x1)^2 + (1 - x1)^2
    }
  ## define
   x <- list(label=c("a","b"),est=c(1,1),low=c(0,0),upp=c(100,100))
   dqstep(x,fr,sens=1)

# }