R help - Nov 2005 - Newton-Raphson

Dear all,
 
I want to solve a score function by using Newton-Raphson algorithm. Is there
such a fucntion in R? I know there's one called optim, but it seems only
doing minimizing or maximizing.
 
Thanks,
 
Jimmy

I just got 37 hits from 'RSiteSearch("solve nonlinear
equation")',
many of which seem relevant to your question.  If none of these seem to
answer your question, submit another question.  (Before you submit
another question, however, I suggest you read the posting guide!
"www.R-project.org/posting-guide.html".  It may increase the speed and
utility of responses.)

	  hope this helps.
	  spencer graves
p.s.  See also uniroot.  One common meaning of the word "score" in
statistics in the first derivative of a log(likelihood).  If you also
have that log(likelihood), then "optim", "nlminb", and
"nlm" might
interest you.  With a vector function to set to zero over vector inputs,
I typically write a simple function to compute the sum of squares and
then give that to "optim".  If none of these suggestions meet your
needs, please be more explicity.

Zhu, Chao (UMC-Student) wrote:
> Dear all,
>  
> I want to solve a score function by using Newton-Raphson algorithm. 
Is there such a fucntion in R? I know there's one called optim, but
it seems only doing minimizing or maximizing.
>  
> Thanks,
>  
> Jimmy
> 
> 
> 
> ------------------------------------------------------------------------
> 
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http://www.R-project.org/posting-guide.html
-- 
Spencer Graves, PhD
Senior Development Engineer
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spencer.graves at pdf.com
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Hi everybody,
I have to solve a score function by using Newton-Raphson algorithm. Is there
such a fucntion in R? I have built this algoritm

newton<-function(tgt,drva,th0,err) {
iter=0
repeat  {iter = iter+1
th1=th0-tgt(th0)/drva(th0)
if (abs(th0-th1)<err||abs(tgt(th1))<.1e-10)
break
th0=th1}
th1
}

but it does not work for my function because the ratio
"tgt(th0)/drva(th0)"
is very high and the algoritm does not converge. On the contrary it works
very well for some simple functions (like X^2, X^3..and so on)
Please, can you help me?

Thanks in advance,
Davide   



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