An implementation of the Newton-Raphson algorithm in C/C++ and R

September 14, 2012

(This article was first published on Quant Corner » R, and kindly contributed to R-bloggers)

Today, we write a small piece of C/C++ code that implements the well-known Newton-Raphson algorithm (see, Mathworld). We also provide the R code. Exercise: Find the unique root of the function  using the Newton-Raphson method. Notice that we choose a function … Continue reading

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