dear R experts--- I have (many) unidimensional root problems. think
loc.of.root <- uniroot( f= function(x,a) log( exp(a) + a) + a,
c(.,9e10), a=rnorm(1) ) $root
(for some coefficients a, there won't be a solution; for others, it
may exceed the domain. implied volatilities in various Black-Scholes
formulas and variant formulas are like this, too.)
except I don't need 1 root, but a few million. to get so many roots,
I can use a for loop, or an lapply or mclapply. alternatively,
because f is a vectorized function in both x and a, evaluations for a
few million values will be cheap. so, one could probably write a
clever bisection search here.
does a "vectorized" uniroot exist already?
/iaw