org.renjin.stats.internals.optimize.Roots.java Source code

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Here is the source code for org.renjin.stats.internals.optimize.Roots.java

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/*
 * R : A Computer Language for Statistical Data Analysis
 * Copyright (C) 1995, 1996  Robert Gentleman and Ross Ihaka
 * Copyright (C) 1997--2008  The R Development Core Team
 * Copyright (C) 2003, 2004  The R Foundation
 * Copyright (C) 2010 bedatadriven
 *
 * This program is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * This program is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with this program.  If not, see <http://www.gnu.org/licenses/>.
 */

package org.renjin.stats.internals.optimize;

import org.apache.commons.math.FunctionEvaluationException;
import org.apache.commons.math.MaxIterationsExceededException;
import org.apache.commons.math.analysis.solvers.BrentSolver;
import org.renjin.eval.Context;
import org.renjin.eval.EvalException;
import org.renjin.invoke.annotations.Current;
import org.renjin.invoke.annotations.Internal;
import org.renjin.sexp.DoubleArrayVector;
import org.renjin.sexp.DoubleVector;
import org.renjin.sexp.Environment;
import org.renjin.sexp.Function;

public class Roots {

    /**
     * Searches the interval from lower to upper for a root (i.e., zero) of the function f with
     * respect to its first argument.
     *
     * <p>
     * This internal primitive is used by the uniroot() function in the stats package.
     *
     * <p>
     * This implementation wraps the Commons Math {@link BrentSolver}; there are however
     *
     */
    @Internal
    public static DoubleVector zeroin2(@Current Context context, @Current Environment rho, Function fn,
            double lower, double upper, double fLower, double fUpper, double tol, int maximumIterations) {

        BrentSolver solver = new BrentSolver(maximumIterations, tol);

        double root;
        int iterations;
        double estimatedPrecision = DoubleVector.EPSILON; // not exposed by commons math impl

        try {
            root = solver.solve(maximumIterations, new UnivariateRealClosure(context, rho, fn), lower, upper);
            iterations = 1; // the Commons math impl doesn't expose this
        } catch (MaxIterationsExceededException e) {
            root = DoubleVector.NA;
            iterations = -1;
        } catch (FunctionEvaluationException e) {
            throw new EvalException(e);
        }

        return new DoubleArrayVector(root, iterations, estimatedPrecision);
    }
}