Updating gradient and Jacobian functions #170
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… now (for testing) and set "default" to five point.
…red estimate. Remove functions used for testing.
…hots" for more accurate algorithm.
…int when they are called manually. 2) Update documentation and unit tests.
…an when it is called manually. 2) Update documentation and unit tests.
…complicated right now to redo entire nl.options routines. Adjust unit test.
…te NEWS/DESCRIPTION.
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Team, any thoughts? |
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@astamm Any objections? |
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This will address issue #168. The commit log is a bit wonky since in my experiments I set the five-point estimation as the sole version and then @astamm suggested we make 3/5 a user option. We can do that easily in all cases except when
check_derivatives = TRUEis passed innloptrsince all options are overwritten bynloptr.add.default.options/nloptr.get.default.optionsinside ofnloptrand I didn't want to start playing with those. So in the "automatic" case, the five point option is used. Otherwise, the default is three unless the user passes five. Synopsis of changes:nl.grad,nl.jacobian, andcheck.derivativesnow all use the same algorithm.finite.differenceshas been removed.nloptrpassespoints = 5tocheck.derivativesif thecheck_derivativesoption is set toTRUE.hepsdefaults toNULLand is set to the optimum value (based on Sauer) givenpoints. If a values is passed toheps, that is used.nloptr.show.inequality.warningsetting option inzzz.Rgiven release 2.1.0. It should have been removed there; my error.