Simple function for performing the secant method of root finding

secant_method.R

# Simple function for performing the secant method of root finding.
# Function takes three arguments:
#   f: the function in question
#   x0: first starting value
#   x1: second starting value
# Function used in post on demonstrating the secant method here: http://wp.me/p4aZEo-5MH

secant.method <- function(f, x0, x1, tol = 1e-9, n = 500) {
  if (is.function(f) == FALSE) {
    stop('f is not a function')
  }
  for (i in 1:n) {
    x2 <- x1 - f(x1) / ((f(x1) - f(x0)) / (x1 - x0)) # Calculate the new x value
    if (abs(x2 - x1) < tol) { # If the difference between the new value and the previous value is small enough, end iteration and output root.
      return(x2)
    }
    # If the root was not determined in the previous iteration, reassign the values and proceed to next iteration.
    x0 <- x1
    x1 <- x2 
  }
}