Newtondf: Difference between revisions
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imported>Jeremy (Importing text file) |
imported>Jeremy (Importing text file) |
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===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==== | ====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);=== | ===[quantile,exitflag] = newtondf(q,distfun,x,a,b);=== | ||
Revision as of 15:26, 3 September 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