Forward difference numerical gradient approximation.

grfwd computes the forward difference approximation to the gradient of user function userfn.

grfwd(par, userfn, fbase=NULL, env=optsp, ...)

Arguments

par

parameters to the user objective function userfn

userfn

User-supplied objective function

fbase

The value of the function at the parameters, else NULL. This is to save recomputing the function at this point.

env

Environment for scratchpad items (like deps for approximation control in this routine). Default optsp.

...

optional arguments passed to the objective function.

Details

Package:	grfwd
Depends:	R (>= 2.6.1)
License:	GPL Version 2.

Value

grfwd returns a single vector object df which approximates the gradient of userfn at the parameters par. The approximation is controlled by a global value optderiveps that is set when the package is attached.

Author

John C. Nash

Examples

cat("Example of use of grfwd\n")
#> Example of use of grfwd

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)
#> [1] 1 2 3 4
gn<-grfwd(xx,myfn, shift=0)
print(gn)
#> [1]   1.0000   4.0002  27.0027 256.0384
ga<-ii*xx^(ii-1)
cat("compare to\n")
#> compare to
print(ga)
#> [1]   1   4  27 256