grid.search: Performs a grid search to minimize the objective function
Description
Performs a grid search to minimize the objective functionUsage
grid.search(obj, lower, upper, ngrid, ...)
Arguments
obj
objective function to be minimized
lower
numeric vector giving the lower bound of grid for each dimension
upper
numeric vector giving the upper bound of grid for each dimension
ngrid
numeric vector giving the number of points each dimension
...
other arguments passed to obj
Value
- a numeric vector of the parameter that minimizes
obj
Details
This function first call expand.grid
then evaluate obj
to find a minimum. The number of calls to obj
is prod(ngrid)
.
This is useful for finding a good starting values for many optimization routines.