Newtondf: Difference between revisions

From Eigenvector Research Documentation Wiki
Jump to navigation Jump to search
imported>Jeremy
(Importing text file)
imported>Jeremy
No edit summary
 
(2 intermediate revisions by 2 users not shown)
Line 1: Line 1:
===Purpose===
===Purpose===


Line 12: Line 11:
Newton's root finder for a given quantile
Newton's root finder for a given quantile


====INPUTS====
====Inputs====


* '''q''' = matrix, the quantile point of interest
* '''q''' = matrix, the quantile point of interest
* '''distfun''' = string, distribution function name.
* '''distfun''' = string, distribution function name.
* '''x''' = matrix, original input matrix
* '''x''' = matrix, original input matrix
* '''a''' =  matrix, scale parameter
* '''a''' =  matrix, scale parameter
* '''b''' = matrix, shape parameter
* '''b''' = matrix, shape parameter
* '''maxits''' = scalar, maximum number of iterations
* '''maxits''' = scalar, maximum number of iterations
* '''tol''' = scalar, tolerance
* '''tol''' = scalar, tolerance


====OUTPUTS====
====Outputs====


* '''quantile''' = matrix, quantile
* '''quantile''' = matrix, quantile
* '''exitflag''' = 0 if no error, 1 if maximum iterations is exceeded
* '''exitflag''' = 0 if no error, 1 if maximum iterations is exceeded


===Examples===
===Examples===


===[quantile,exitflag] = newtondf(q,distfun,x,a,b);===
<pre>[quantile,exitflag] = newtondf(q,distfun,x,a,b);</pre>

Latest revision as of 12:11, 9 October 2008

Purpose

Newton's root finder.

Synopsis

[quantile,exitflag] = newtondf(q,distfun,x,a,b,maxits,tol)

Description

Newton's root finder for a given quantile

Inputs

  • q = matrix, the quantile point of interest
  • distfun = string, distribution function name.
  • x = matrix, original input matrix
  • a = matrix, scale parameter
  • b = matrix, shape parameter
  • maxits = scalar, maximum number of iterations
  • tol = scalar, tolerance

Outputs

  • quantile = matrix, quantile
  • exitflag = 0 if no error, 1 if maximum iterations is exceeded

Examples

[quantile,exitflag] = newtondf(q,distfun,x,a,b);