Maximize a function given a table of values by quadratic interpolation.
Maximize a function given a table of values by quadratic interpolation.
maximizeQuadratic(y, x=1:ncol(y))
y |
numeric matrix of response values. |
x |
numeric matrix of inputs of the function of same dimension as |
For each row of y, finds the three x values bracketing the maximum of y, interpolates a quadatric
polyonomial through these y for these three values and solves for the location of the maximum of the polynomial.
numeric vector of length equal to nrow(y) giving the x-value at which y is maximized.
Yunshun Chen and Gordon Smyth
y <- matrix(rnorm(5*9),5,9) maximizeQuadratic(y)
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