plotTE {pnd} | R Documentation |
Estimated total error plot
Description
Visualises the estimated truncation error, rounding error, and total error used in automatic step-size selection for numerical differentiation. The plot follows the approach used in Mathur (2012) and other step-selection methods.
Usage
plotTE(
hgrid,
etotal,
eround,
hopt = NULL,
elabels = NULL,
echeck = NULL,
epsilon = .Machine$double.eps^(7/8),
...
)
Arguments
hgrid |
Numeric vector: a sequence of step sizes used as the horizontal positions (usually exponentially spaced). |
etotal |
Numeric vector: estimated combined error at each step size. This is typically computed by subtracting a more accurate finite-difference approximation from a less accurate one. |
eround |
Numeric vector: estimated rounding error at each step size; usually the best guess or the upper bound is used. |
hopt |
Numeric scalar (optional): selected optimal step size. If provided, a vertical line is drawn at this value. |
elabels |
Character vector of the same length as |
echeck |
Numeric vector: estimated V-shaped check, usually from a fit. |
epsilon |
Numeric scalar: condition error, i.e. the error bound for the accuracy of the evaluated function; used for labelling rounding error assumptions. |
... |
Additional graphical parameters passed to |
Value
Nothing (invisible null).
Examples
a <- step.K(sin, 1)
hgrid <- a$iterations$h
etotal <- a$iterations$est.error[, 1]
eround <- a$iterations$est.error[, 2]
elabels <- c(rep("r", 32), rep("i", 2), rep("g", 12), rep("b", 15))
hopt <- a$par
plotTE(hgrid, etotal = 2e-12 * hgrid^2 + 1e-14 / hgrid,
eround = 1e-14 / hgrid, hopt = 0.4, i.increasing = 30:45, i.good = 32:45,
abline.round = c(-46.5, -1))