INNER CODE UNIT · Python

chandrupatla

sdv-dev/Copulas · copulas/optimize/__init__.py:40

def chandrupatla(f, xmin, xmax, eps_m=None, eps_a=None, maxiter=50):
    """Chandrupatla's algorithm.

    This is adapted from [1] which implements Chandrupatla's algorithm [2]
    which starts from a bracketing interval and, conditionally, swaps between
    bisection and inverse quadratic interpolation.

    [1] https://github.com/scipy/scipy/issues/7242#issuecomment-290548427
    [2] https://books.google.com/books?id=cC-8BAAAQBAJ&pg=PA95

    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.

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