=================================================================== RCS file: /home/cvs/OpenXM/src/R/r-packages/hgm/man/hgm.cwishart.Rd,v retrieving revision 1.4 retrieving revision 1.10 diff -u -p -r1.4 -r1.10 --- OpenXM/src/R/r-packages/hgm/man/hgm.cwishart.Rd 2013/03/26 05:53:57 1.4 +++ 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 1.3 2013/03/08 07:32:28 takayama Exp $ +% $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.pwishart evaluates the cumulative distribution function - of random wishart matrix. + of random wishart matrices. } \description{ The function hgm.pwishart evaluates the cumulative distribution function - of random wishart matrix of size m times m. + of random wishart matrices of size m times m. } \usage{ -hgm.pwishart(m,n,beta,q0,approxdeg,h,dp,q,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{ @@ -44,7 +45,7 @@ hgm.pwishart(m,n,beta,q0,approxdeg,h,dp,q,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.pwishart(m,n,beta,q0,approxdeg,h,dp,q,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 @@ -72,21 +90,28 @@ 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.