itp: The Interpolate, Truncate, Project (ITP) Root-Finding Algorithm
Implements the Interpolate, Truncate, Project (ITP) root-finding
algorithm developed by Oliveira and Takahashi (2021) <doi:10.1145/3423597>.
The user provides the function, from the real numbers to the real numbers,
and an interval with the property that the values of the function at its
endpoints have different signs. If the function is continuous over this
interval then the ITP method estimates the value at which the function is
equal to zero. If the function is discontinuous then a point of
discontinuity at which the function changes sign may be found.
The function can be supplied using either an R function or an external
pointer to a C++ function. Tuning parameters of the ITP algorithm can be
set by the user. Default values are set based on arguments in Oliveira and
Takahashi (2021).
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=itp
to link to this page.