newtonraphson {spuRs} | R Documentation |
Applies the Newton-Raphson algorithm to find x such that ftn(x)[1] == 0.
newtonraphson(ftn, x0, tol = 1e-09, max.iter = 100)
ftn |
the function. |
x0 |
is the initial guess at the fixed point. |
tol |
distance of successive iterations at which algorithm terminates. |
max.iter |
maximum number of iterations. |
Returns the value of x at which ftn(x)[1] == 0. If the function fails to converge within max.iter iterations, returns NULL.
Jones, O.D., R. Maillardet, and A.P. Robinson. 2009. An Introduction to Scientific Programming and Simulation, Using R. Chapman And Hall/CRC.
ftn4 <- function(x) {
# returns function value and its derivative at x
fx <- log(x) - exp(-x)
dfx <- 1/x + exp(-x)
return(c(fx, dfx))
}
newtonraphson(ftn4, 2, 1e-6)