Newtondf: Difference between revisions

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* '''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


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* '''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



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);