R: Forward difference numerical gradient approximation.

grfwd {optextras} | R Documentation

## Forward difference numerical gradient approximation.

### Description

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

### Usage

       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(s)

John C. Nash

### Examples

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

    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)
    gn<-grfwd(xx,myfn, shift=0)
    print(gn)
    ga<-ii*xx^(ii-1)
    cat("compare to\n")
    print(ga)

[Package optextras version 2016-8.8 Index]