Bisect {Icens}R Documentation

An implementation of the bisection algorithm for root finding.

Description

Most of the optimizations in Icens have a one dimensional root-finding component. Since the quantities involved are generally restricted to a subset of [0,1] we use bisection to find the roots.

Usage

Bisect(tA, pvec, ndir, Meps, tolbis=1e-07)

Arguments

tA The transpose of the clique matrix.
pvec The current estimate of the probability vector.
ndir The direction to explore.
Meps Machine epsilon, elements of pvec that are less than this are assumed to be zero.
tolbis The tolerance used to determine if the algorithm has converged.

Details

We search from pvec in the direction ndir to obtain the new value of pvec that maximizes the likelihood.

Value

The new estimate of pvec.

Author(s)

Alain Vandal and Robert Gentleman.

References

Any book on optimization.


[Package Icens version 0.5 Index]