search for: secant

Hi, I am new to R, and as a first exercise, I decided to try to implement an XIRR function using the secant method. I did a quick search and saw another posting that used the Bisection method but wanted to see if it was possible using the secant method. I would input a Cash Flow and Date vector as well as an initial guess. I hardcoded today's initial date so I could do checks in Excel. This code...

Hi all, I am writing a simple function to implement regularfalsi (secant) method. ################################################### regulafalsi=function(f,x0,x1){ x=c() x[1]=x1 i=1 while ( f(x[i])!=0 ) { i=i+1 if (i==2) { x[2]=x[1]-f(x[1])*(x[1]-x0)/(f(x[1])-f(x0)) } else { x[i]=x[i-1]-f(x[i-1])*(x[i-1]-x[i-2])/(f(x[i-1])-f(x[i-2])) } } x[i] } ###...

SAS has DUD (Does not Use Derivatives)/Secant Method for nonlinear regression, does R offer this option for nonlinear regression? I have read the helpfile for nls() and could not find such option, any suggestion? Thanks, Derek [[alternative HTML version deleted]]

dear R experts--- I have (many) unidimensional root problems. think loc.of.root <- uniroot( f= function(x,a) log( exp(a) + a) + a, c(.,9e10), a=rnorm(1) ) $root (for some coefficients a, there won't be a solution; for others, it may exceed the domain. implied volatilities in various Black-Scholes formulas and variant formulas are like this, too.) except I don't need 1 root, but a

Hi R-help! I'm trying to understand how R's nlm function updates its estimate of the Hessian matrix. The Dennis/Schnabel book cited in the references presents a number of different ways to do this, and seems to conclude that the positive-definite secant method (BFGS) works best in practice (p201). However, when I run my code through the optim function with the method as "BFGS", slightly different estimates are produced to that of nlm: > optim(strt,jointll2,method="BFGS",hessian=T)$par -0.4016808 0.6057144 0.374...

Hi, All SAS has DUD (Does not Use Derivatives)/Secant Method for nonlinear regression, does R offer this option for nonlinear regression? I have read the helpfile for nls() and could not find such option, any suggestion? Thanks, Derek [[alternative HTML version deleted]]

I need to calcuate the cumulative probability for the Natural Exponential Family - Hyperbolic secant distribution with a parameter theta between -pi/2 and pi/2. The integration should be between 0 and 1 as it is a probability. The function "integrate" works fine when the absolute value of theta is not too large. That is, the NEF-HS distribution is not too skewed. However, once the t...

Dear R Users, If a variable, say CO2(ppm), is varying with time. Then how to calculate CO2 (ppm) growth rate /a-1 I have CO2 time series (1991-2000), as: time, year, month, day, hour, min, sec, lat, long, height, CO2 1991.476722 1991 6 24 0 5 0 -38.93 145.15 4270 353.680 1991.476741 1991 6 24 0 15 0 -39.20 145.22 4270 353.950 1991.476747 1991 6 24 0 18 0 -39.43 145.28 4270 353.510

...t; Message-ID: > <CAErODj_1pK8raHyAme_2Wt5zQZ_HqOhRjQ62bChhkORWbW=o2A at mail.gmail.com> > Content-Type: text/plain > > On Apr 1, 2013 1:10 AM, "qi A" <send2aqi at gmail.com> wrote: >> >> Hi, All >> >> SAS has DUD (Does not Use Derivatives)/Secant Method for nonlinear >> regression, does R offer this option for nonlinear regression? >> >> I have read the helpfile for nls() and could not find such option, any >> suggestion? >> > > nelder-mead is default algorithm in optim. It does not use derivatives. dud &...