CODEWITHSUNDEEP
r
Jenny
Jenny

Reputation: 265

Search the maximum of a function in R

I have built a function in R, which calculates the value of the density phi of the standard normal. Here it is:

f<-function(x){
  v<-1/sqrt(2*pi)*exp(-0.5*x**2)
  return (v)
}

then, I built a sequence of values, and I applied the function f to each of this value:

x<-seq(-10,10,length=100)
f(x)
plot(f(x),t="l")

Now, I want to demonstrate that the maximum of this function is in 0; how can I do, using the function nlm ?

Upvotes: 1

Views: 413

Answers (1)

Konrad Rudolph
Konrad Rudolph

Reputation: 545588

As you probably know from reading the documentation, nlm performs minimisation, not maximisation. So you’ll need to wrap it to invert your function’s sign:

nlmax = function (f, p, ...) {
    res = nlm(function(x, ...) -f(x, ...), p, ...)
    res$maximum = -res$minimum
    res$minimum = NULL
    res
}

Note how we’re inverting two things:

  1. The value of the function f when invoking nlm
  2. The resulting estimate of minimum.

And now you can run it on your function:

nlmax(f, 1)

Upvotes: 2

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