grchk: 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.
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.
Details
ll{
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.Examples
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