Newtondf: Difference between revisions

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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
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* '''tol''' = scalar, tolerance
* '''tol''' = scalar, tolerance


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


* '''quantile''' = matrix, quantile
* '''quantile''' = matrix, quantile

Revision as of 17:34, 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

Examples

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