A reorganization of the call to the pracma grad() function.
A reorganization of the call to the pracma grad() function.
Provides a wrapper for the pracma package approximation to the gradient of a user supplied objective function userfn.
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grpracma(par, userfn,...)
Arguments
par: A vector of parameters to the user-supplied function fn
userfn: A user-supplied function
...: Other data needed to evaluate the user function.
Details
A central difference approximation is used in this routine.
Returns
grpracma returns an approximation to the gradient of the function userfn
Examples
cat("Example of use of grpracma\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<-grpracma(xx,myfn, shift=0)print(gn)ga<-ii*xx^(ii-1)cat("compare to\n")print(ga)