Optimization Objective Function

This function returns the optimization objective function from a ‘maxim’ object.

objectiveFn(x, ...)
# S3 method for class 'maxim'
objectiveFn(x, ...)

Arguments

x

an optimization result, inheriting from class ‘maxim’

...

other arguments for methods

Value

function, the function that was optimized. It can be directly called, given that all necessary variables are accessible from the current environment.

Author

Ott Toomet

Examples

hatf <- function(theta) exp(- theta %*% theta)
res <- maxNR(hatf, start=c(0,0))
print(summary(res))
#> --------------------------------------------
#> Newton-Raphson maximisation 
#> Number of iterations: 1 
#> Return code: 1 
#> gradient close to zero (gradtol) 
#> Function value: 1 
#> Estimates:
#>      estimate gradient
#> [1,]        0        0
#> [2,]        0        0
#> --------------------------------------------
print(objectiveFn(res))
#> function (theta) 
#> exp(-theta %*% theta)
#> <environment: 0x5572df5cbe18>
print(objectiveFn(res)(2)) # 0.01832
#>            [,1]
#> [1,] 0.01831564