Newtondf

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