Abstract
Implementations of Brent’s (1973) PRincipal AXIS (PRAXIS) algorithm in the widely used C and PASCAL programming languages are presented. The algorithm minimizes a multivariate function without using derivatives. An example computer program that calculates a maximum likelihood estimate of the parameters of a psychometric function illustrates the use of the routine. Another algorithm, Localmin, also due to Brent (1973), efficiently finds the minimum of a univariate function. An example program uses this algorithm to estimate the polychoric correlation coefficient from a pxq table of observed frequencies.
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Gegenfurtner, K.R. PRAXIS: Brent’s algorithm for function minimization. Behavior Research Methods, Instruments, & Computers 24, 560–564 (1992). https://doi.org/10.3758/BF03203605
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DOI: https://doi.org/10.3758/BF03203605