f_root

Calculates the root of a function given an initial value and a function to calculate its derivatives.

internal

Provide routines for filtering and smoothing, forecasting, sampling and Bayesian analysis of Dynamic Generalized Linear Models using the methodology described in Alves et al. (2024)<doi:10.48550/arXiv.2201.05387> and dos Santos Jr. et al. (2024)<doi:10.48550/arXiv.2403.13069>.

Silvaneo Vieira dos Santos Junior

kDGLM

Bayesian Analysis of Dynamic Generalized Linear Models

Mariane Branco Alves

Hélio dos Santos Migon

f_root function

<dl><dt>f</dt>
<dd>function: A function that receives a vector and return a vector of the same size.</dd>
<dt>df</dt>
<dd>function: A function that receives a vector and return the derivatives of f with respect to its arguments (if f returns a vector, it must be a matrix).</dd>
<dt>start</dt>
<dd>vector: The initial value to start the algorithm.</dd>
<dt>tol</dt>
<dd>numeric: The tolerance for the solution.</dd>
<dt>n.max</dt>
<dd>numeric: The maximum number of iterations allowed.</dd></dl>

Arguments

f_root — f_root

<dl>

<dt>f</dt>
<dd>function: A function that receives a vector and return a vector of the same size.</dd>


<dt>df</dt>
<dd>function: A function that receives a vector and return the derivatives of f with respect to its arguments (if f returns a vector, it must be a matrix).</dd>


<dt>start</dt>
<dd>vector: The initial value to start the algorithm.</dd>


<dt>tol</dt>
<dd>numeric: The tolerance for the solution.</dd>


<dt>n.max</dt>
<dd>numeric: The maximum number of iterations allowed.</dd>

</dl>

f_root: f_root

Description

Usage

Value

Arguments