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
 
(4 intermediate revisions by 2 users not shown)
Line 1: Line 1:
===Purpose===
===Purpose===
Newton's root finder.
Newton's root finder.
===Synopsis===
===Synopsis===
:[quantile,exitflag] = newtondf(q,distfun,x,a,b,maxits,tol)
:[quantile,exitflag] = newtondf(q,distfun,x,a,b,maxits,tol)
===Description===
===Description===
Newton's root finder for a given quantile
Newton's root finder for a given quantile
INPUTS:
 
* q = matrix, the quantile point of interest
====Inputs====
* distfun = string, distribution function name.
 
* x = matrix, original input matrix
* '''q''' = matrix, the quantile point of interest
* a =  matrix, scale parameter
* '''distfun''' = string, distribution function name.
* b = matrix, shape parameter
* '''x''' = matrix, original input matrix
* maxits = scalar, maximum number of iterations
* '''a''' =  matrix, scale parameter
* tol = scalar, tolerance
* '''b''' = matrix, shape parameter
OUTPUTS:
* '''maxits''' = scalar, maximum number of iterations
* quantile = matrix, quantile
* '''tol''' = scalar, tolerance
* exitflag = 0 if no error, 1 if maximum iterations is exceeded
 
====Outputs====
 
* '''quantile''' = matrix, quantile
* '''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 13:11, 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);