Data Mining Algorithms In R/Packages/optimsimplex/optimsimplex.shrink
Description
editThis function shrinks the simplex with given coefficient sigma and returns an updated simplex. The shrink is performed with respect to the first point in the simplex.
Usage
editoptimsimplex.shrink(this = NULL, fun = NULL, sigma = 0.5, data = NULL)
Arguments
edit| this | An simplex object |
| fun | The function to compute at vertices. The function is expected to have the following input and output arguments:
myfunction <- function(x, this){
...
return(list(f=f,this=this))
}
where x is a row vector and this a user-defined data, i.e. the data. |
| sigma | The shrinkage coefficient. The default value is 0.5. |
| data | A user-defined data passed to the function. If data is provided, it is passed to the callback function both as an input and output argument. data may be used if the function uses some additional parameters. It is returned as an output parameter because the function may modify the data while computing the function value. This feature may be used, for example, to count the number of times that the function has been called. |
Value
editReturn a list with the following elements:
- this The updated simplex object.
- data The updated user-defined data.
Authors
editAuthor of Scilab optimsimplex module: Michael Baudin (INRIA - Digiteo)
Author of R adaptation: Sebastien Bihorel (sb.pmlab@gmail.com)