INNER CODE UNIT · Python

bisect

sdv-dev/Copulas · copulas/optimize/__init__.py:6

def bisect(f, xmin, xmax, tol=1e-8, maxiter=50):
    """Bisection method for finding roots.

    This method implements a simple vectorized routine for identifying
    the root (of a monotonically increasing function) given a bracketing
    interval.

    Arguments:
        f (Callable):
            A function which takes as input a vector x and returns a
            vector with the same number of dimensions.
        xmin (np.ndarray):
            The minimum value for x such that f(x) <= 0.
        xmax (np.ndarray):
            The maximum value for x such that f(x) >= 0.

    Returns:
        numpy.ndarray:

View source record →