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