version 1.2, 2016/02/13 07:12:52 |
version 1.3, 2016/02/13 22:56:50 |
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% $OpenXM: OpenXM/src/R/r-packages/hgm/man/hgm.c2wishart.Rd,v 1.1 2016/02/13 06:47:50 takayama Exp $ |
% $OpenXM: OpenXM/src/R/r-packages/hgm/man/hgm.c2wishart.Rd,v 1.2 2016/02/13 07:12:52 takayama Exp $ |
\name{hgm.p2wishart} |
\name{hgm.p2wishart} |
\alias{hgm.p2wishart} |
\alias{hgm.p2wishart} |
%- Also NEED an '\alias' for EACH other topic documented here. |
%- Also NEED an '\alias' for EACH other topic documented here. |
\title{ |
\title{ |
The function hgm.p2wishart evaluates the cumulative distribution function |
The function hgm.p2wishart evaluates the cumulative distribution function |
of the largest eigenvalues of inverse(S2)*S1. |
of the largest eigenvalues of W1*inverse(W2). |
} |
} |
\description{ |
\description{ |
The function hgm.p2wishart evaluates the cumulative distribution function |
The function hgm.p2wishart evaluates the cumulative distribution function |
Line 34 hgm.p2wishart(m,n1,n2,beta,q0,approxdeg,h,dp,q,mode,me |
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Line 34 hgm.p2wishart(m,n1,n2,beta,q0,approxdeg,h,dp,q,mode,me |
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} |
} |
\item{dp}{ |
\item{dp}{ |
Sampling interval of solutions by the Runge-Kutta method. |
Sampling interval of solutions by the Runge-Kutta method. |
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When autoplot=1, dp is automatically set. |
} |
} |
\item{q}{ |
\item{q}{ |
The second value y[0] of this function is the Prob(L1 < q) |
The second value y[0] of this function is the Prob(L1 < q) |
Line 41 hgm.p2wishart(m,n1,n2,beta,q0,approxdeg,h,dp,q,mode,me |
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Line 42 hgm.p2wishart(m,n1,n2,beta,q0,approxdeg,h,dp,q,mode,me |
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} |
} |
\item{mode}{ |
\item{mode}{ |
When mode=c(1,0,0), it returns the evaluation |
When mode=c(1,0,0), it returns the evaluation |
of the matrix hypergeometric series and its derivatives at x0. |
of the matrix hypergeometric series and its derivatives at q0. |
When mode=c(1,1,(m^2+1)*p), intermediate values of P(L1 < x) with respect to |
When mode=c(1,1,(m^2+1)*p), intermediate values of P(L1 < x) with respect to |
p-steps of x are also returned. Sampling interval is controled by dp. |
p-steps of x are also returned. Sampling interval is controled by dp. |
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When autoplot=1, mode is automatically set. |
} |
} |
\item{method}{ |
\item{method}{ |
a-rk4 is the default value. |
a-rk4 is the default value. |
Line 81 hgm.p2wishart(m,n1,n2,beta,q0,approxdeg,h,dp,q,mode,me |
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Line 83 hgm.p2wishart(m,n1,n2,beta,q0,approxdeg,h,dp,q,mode,me |
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It is evaluated by the Koev-Edelman algorithm when x is near the origin and |
It is evaluated by the Koev-Edelman algorithm when x is near the origin and |
by the HGM when x is far from the origin. |
by the HGM when x is far from the origin. |
We can obtain more accurate result when the variables h is smaller, |
We can obtain more accurate result when the variables h is smaller, |
x0 is relevant value (not very big, not very small), |
q0 is relevant value (not very big, not very small), |
and the approxdeg is more larger. |
and the approxdeg is more larger. |
A heuristic method to set parameters x0, h, approxdeg properly |
A heuristic method to set parameters q0, h, approxdeg properly |
is to make x larger and to check if the y[0] approaches to 1. |
is to make x larger and to check if the y[0] approaches to 1. |
% \code{\link[RCurl]{postForm}}. |
% \code{\link[RCurl]{postForm}}. |
} |
} |