=================================================================== RCS file: /home/cvs/OpenXM/src/R/r-packages/hgm/man/hgm.cwishart.Rd,v retrieving revision 1.3 retrieving revision 1.10 diff -u -p -r1.3 -r1.10 --- OpenXM/src/R/r-packages/hgm/man/hgm.cwishart.Rd 2013/03/08 07:32:28 1.3 +++ OpenXM/src/R/r-packages/hgm/man/hgm.cwishart.Rd 2015/03/27 02:36:30 1.10 @@ -1,17 +1,18 @@ -% $OpenXM: OpenXM/src/R/r-packages/hgm/man/hgm.cwishart.Rd,v 1.2 2013/03/01 05:27:08 takayama Exp $ -\name{hgm.cwishart} -\alias{hgm.cwishart} +% $OpenXM: OpenXM/src/R/r-packages/hgm/man/hgm.cwishart.Rd,v 1.9 2015/03/26 11:54:13 takayama Exp $ +\name{hgm.pwishart} +\alias{hgm.pwishart} %- Also NEED an '\alias' for EACH other topic documented here. \title{ - The function hgm.cwishart evaluates the cumulative distribution function - of random wishart matrix. + The function hgm.pwishart evaluates the cumulative distribution function + of random wishart matrices. } \description{ - The function hgm.cwishart evaluates the cumulative distribution function - of random wishart matrix of size m times m. + The function hgm.pwishart evaluates the cumulative distribution function + of random wishart matrices of size m times m. } \usage{ -hgm.cwishart(m,n,beta,x0,approxdeg,h,dp,x,mode,method,err) +hgm.pwishart(m,n,beta,q0,approxdeg,h,dp,q,mode,method, + err,automatic,assigned_series_error,verbose) } %- maybe also 'usage' for other objects documented here. \arguments{ @@ -21,7 +22,7 @@ hgm.cwishart(m,n,beta,x0,approxdeg,h,dp,x,mode,method, (a parameter of the Wishart distribution). The beta is equal to inverse(sigma)/2. } - \item{x0}{The point to evaluate the matrix hypergeometric series. x0>0} + \item{q0}{The point to evaluate the matrix hypergeometric series. q0>0} \item{approxdeg}{ Zonal polynomials upto the approxdeg are calculated to evaluate values near the origin. A zonal polynomial is determined by a given @@ -33,8 +34,8 @@ hgm.cwishart(m,n,beta,x0,approxdeg,h,dp,x,mode,method, \item{dp}{ Sampling interval of solutions by the Runge-Kutta method. } - \item{x}{ - The second value y[0] of this function is the Prob(L1 < x) + \item{q}{ + The second value y[0] of this function is the Prob(L1 < q) where L1 is the first eigenvalue of the Wishart matrix. } \item{mode}{ @@ -44,7 +45,7 @@ hgm.cwishart(m,n,beta,x0,approxdeg,h,dp,x,mode,method, p-steps of x are also returned. Sampling interval is controled by dp. } \item{method}{ - rk4 is the default value. + a-rk4 is the default value. When method="a-rk4", the adaptive Runge-Kutta method is used. Steps are automatically adjusted by err. } @@ -53,6 +54,23 @@ hgm.cwishart(m,n,beta,x0,approxdeg,h,dp,x,mode,method, As long as NaN is not returned, it is recommended to set to err=c(0.0, 1e-10), because initial values are usually very small. } + \item{automatic}{ + automatic=1 is the default value. + If it is 1, the degree of the series approximation will be increased until + |(F(i)-F(i-1))/F(i-1)| < assigned_series_error where + F(i) is the degree i approximation of the hypergeometric series + with matrix argument. + Step sizes for the Runge-Kutta method are also set automatically from + the assigned_series_error if it is 1. + } + \item{assigned_series_error}{ + assigned_series_error=0.00001 is the default value. + } + \item{verbose}{ + verbose=0 is the default value. + If it is 1, then steps of automatic degree updates and several parameters + are output to stdout and stderr. + } } \details{ It is evaluated by the Koev-Edelman algorithm when x is near the origin and @@ -72,30 +90,37 @@ See the reference below. } \references{ H.Hashiguchi, Y.Numata, N.Takayama, A.Takemura, -Holonomic gradient method for the distribution function of the largest root of a Wishart matrix -\url{http://arxiv.org/abs/1201.0472}, +Holonomic gradient method for the distribution function of the largest root of a Wishart matrix, +Journal of Multivariate Analysis, 117, (2013) 296-312, +\url{http://dx.doi.org/10.1016/j.jmva.2013.03.011}, } \author{ Nobuki Takayama } \note{ -%% ~~further notes~~ +This function does not work well under the following cases: +1. The beta (the set of eigenvalues) +is degenerated or is almost degenerated. +2. The beta is very skew, in other words, there is a big eigenvalue +and there is also a small eigenvalue. +The error control is done by a heuristic method. +The obtained value is not validated automatically. } %% ~Make other sections like Warning with \section{Warning }{....} ~ -\seealso{ -%%\code{\link{oxm.matrix_r2tfb}} -} +%\seealso{ +%%%\code{\link{oxm.matrix_r2tfb}} +%} \examples{ ## ===================================================== ## Example 1. ## ===================================================== -hgm.cwishart(m=3,n=5,beta=c(1,2,3),x=10) +hgm.pwishart(m=3,n=5,beta=c(1,2,3),q=10) ## ===================================================== ## Example 2. ## ===================================================== -b<-hgm.cwishart(m=4,n=10,beta=c(1,2,3,4),x0=1,x=10,approxdeg=20,mode=c(1,1,(16+1)*100)); +b<-hgm.pwishart(m=4,n=10,beta=c(1,2,3,4),q0=1,q=10,approxdeg=20,mode=c(1,1,(16+1)*100)); c<-matrix(b,ncol=16+1,byrow=1); #plot(c) }