R: Run tests, where possible, on user objective function and...

grchk {optextras} | R Documentation

## Run tests, where possible, on user objective function and (optionally) gradient and hessian

### Description

`grchk` checks a user-provided R function, `ffn`.

### Usage

       grchk(xpar, ffn, ggr, trace=0, testtol=(.Machine$double.eps)^(1/3), ...)

### Arguments

`xpar` | parameters to the user objective and gradient functions ffn and ggr
`ffn` | User-supplied objective function
`ggr` | User-supplied gradient function
`trace` | set >0 to provide output from grchk to the console, 0 otherwise
`testtol` | tolerance for equality tests
`...` | optional arguments passed to the objective function.

### Details

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

`numDeriv` is used to numerically approximate the gradient of function `ffn` and compare this to the result of function `ggr`.

### Value

`grchk` returns a single object `gradOK` which is true if the differences between analytic and approximated gradient are small as measured by the tolerance `testtol`.

This has attributes "ga" and "gn" for the analytic and numerically approximated gradients.

At the time of preparation, there are no checks for validity of the gradient code in `ggr` as in the function `fnchk`.

### Author(s)

John C. Nash

### Examples

    # Want examples of success and failure. What about "near misses"??

[Package optextras version 2016-8.8 Index]