itp
The Interpolate, Truncate, Project (ITP) Root-Finding Algorithm
Last update: 2 December 2023
Software version identifier: 1.2.0, 1.0.0, 1.0.1, 1.1.0, 1.2.1
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
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).
