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.

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.

Value

grpracma returns an approximation to the gradient of the function userfn

Examples

cat("Example of use of grpracma\n")
#> Example of use of grpracma
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)
#> [1] 1 2 3 4
gn<-grpracma(xx,myfn, shift=0)
print(gn)
#> [1]   1   4  27 256
ga<-ii*xx^(ii-1)
cat("compare to\n")
#> compare to
print(ga)
#> [1]   1   4  27 256