=================================================================== RCS file: /home/cvs/OpenXM/src/R/r-packages/hgm/man/hgm.cwishart.Rd,v retrieving revision 1.5 retrieving revision 1.12 diff -u -p -r1.5 -r1.12 --- OpenXM/src/R/r-packages/hgm/man/hgm.cwishart.Rd 2014/03/16 03:11:07 1.5 +++ OpenXM/src/R/r-packages/hgm/man/hgm.cwishart.Rd 2016/02/14 00:21:50 1.12 @@ -1,17 +1,18 @@ -% $OpenXM: OpenXM/src/R/r-packages/hgm/man/hgm.cwishart.Rd,v 1.4 2013/03/26 05:53:57 takayama Exp $ +% $OpenXM: OpenXM/src/R/r-packages/hgm/man/hgm.cwishart.Rd,v 1.11 2016/02/13 22:56:50 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,autoplot) } %- maybe also 'usage' for other objects documented here. \arguments{ @@ -32,6 +33,7 @@ hgm.pwishart(m,n,beta,q0,approxdeg,h,dp,q,mode,method, } \item{dp}{ Sampling interval of solutions by the Runge-Kutta method. + When autoplot=1, it is automatically set. } \item{q}{ The second value y[0] of this function is the Prob(L1 < q) @@ -39,9 +41,10 @@ hgm.pwishart(m,n,beta,q0,approxdeg,h,dp,q,mode,method, } \item{mode}{ 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 p-steps of x are also returned. Sampling interval is controled by dp. + When autoplot=1, it is automatically set. } \item{method}{ a-rk4 is the default value. @@ -59,6 +62,8 @@ hgm.pwishart(m,n,beta,q0,approxdeg,h,dp,q,mode,method, |(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. @@ -68,14 +73,19 @@ hgm.pwishart(m,n,beta,q0,approxdeg,h,dp,q,mode,method, If it is 1, then steps of automatic degree updates and several parameters are output to stdout and stderr. } + \item{autoplot}{ + autoplot=0 is the default value. + If it is 1, then it outputs an input for plot. + When ans is the output, ans[1,] is c(q,prob at q,...), ans[2,] is c(q0,prob at q0,...), and ans[3,] is c(q0+q/100,prob at q/100,...), ... + } } \details{ 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. 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. - 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. % \code{\link[RCurl]{postForm}}. } @@ -87,21 +97,28 @@ 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. @@ -112,6 +129,11 @@ hgm.pwishart(m=3,n=5,beta=c(1,2,3),q=10) ## ===================================================== 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) +## ===================================================== +## Example 3. +## ===================================================== +c<-hgm.pwishart(m=4,n=10,beta=c(1,2,3,4),q0=1,q=10,approxdeg=20,autoplot=1); #plot(c) } % Add one or more standard keywords, see file 'KEYWORDS' in the