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newtonRaphson

Find roots using Newton-Raphson algorithm


Description

find root of a function using the Newton Raphson algorithm.

Usage

newtonRaphson(f, df, start = 0, atol = 1e-04, rtol = 1e-04,
  maxit = 10000, ...)

Arguments

f

a numeric valued function from a single numeric argument.

df

the derivative of 'f'.

start

numerical value. The initial position for the Newton Raphson iteration.

atol

numeric value. The absolute tolerence for finding a root.

rtol

numeric value. The relative tolerence for finding a root.

maxit

an integer value. The maximal number of iterations.

...

additional parameters to be passed to 'f'.

Value

a numeric value, the root.


sstModel

Swiss Solvency Test (SST) Standard Models

v1.0.0
GPL-3 + file LICENSE
Authors
Loris Michel [aut], Melvin Kianmanesh Rad [aut], Adrien Lamit [aut], Michael Schmutz [cre], Swiss Financial Market Supervisory Authority FINMA [cph]
Initial release

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