Annotation of OpenXM/src/R/r-packages/hgm/man/hgm.ncorthant.Rd, Revision 1.1
1.1 ! takayama 1: % $OpenXM$
! 2: \name{hgm.ncorthant}
! 3: \alias{hgm.ncorthant}
! 4: %- Also NEED an '\alias' for EACH other topic documented here.
! 5: \title{
! 6: The function hgm.ncorthant evaluates the orthant probability.
! 7: }
! 8: \description{
! 9: The function hgm.ncorthant evaluates the orthant probability,
! 10: which is the normalization constant of the multivariate normal distribution
! 11: restrcted to the first orthant.
! 12: }
! 13: \usage{
! 14: hgm.ncorthant(x,y,rk_step_size=1e-3)
! 15: }
! 16: %- maybe also 'usage' for other objects documented here.
! 17: \arguments{
! 18: \item{x}{}
! 19: \item{y}{
! 20: This function evaluates the orthant probability for the m dimensional
! 21: multivariate
! 22: normal distribution whose m by m covariance matrix and the mean vector
! 23: of size m are x and y respectively.
! 24: }
! 25: \item{rk_step_size}{
! 26: The step size for the Runge-Kutta method to apply the HGM.
! 27: }
! 28: }
! 29: \details{
! 30: The function hgm.ncorthant evaluates the orthant probability,
! 31: which is the normalization constant of the m-dimensional
! 32: multivariate normal distribution
! 33: restrcted to the first orthant.
! 34: It uses the holonomic gradient method (HGM) to evalute it.
! 35: The rank of the system of differential equations for the HGM is
! 36: 2^m.
! 37: % \code{\link[RCurl]{postForm}}.
! 38: }
! 39: \value{
! 40: The output is the orthant probalibity.
! 41: }
! 42: \references{
! 43: Tamio Koyama, Akimichi Takemura,
! 44: Calculation of orthant probabilities
! 45: by the holonomic gradient method,
! 46: \url{http://arxiv.org/abs/1211.682}.
! 47: }
! 48: \author{
! 49: Tamio Koyama
! 50: }
! 51: \note{
! 52: %% ~~further notes~~
! 53: }
! 54:
! 55: %% ~Make other sections like Warning with \section{Warning }{....} ~
! 56:
! 57: \seealso{
! 58: %%\code{\link{oxm.matrix_r2tfb}}
! 59: }
! 60: \examples{
! 61: ## =====================================================
! 62: ## Example 1. Computing the orthant probability
! 63: ## =====================================================
! 64: x<-matrix(c(1, 0.5, 0.5, 1),nrow=2)
! 65: y<-c(1.0, 0.5)
! 66: hgm.ncorthant(x,y)
! 67:
! 68: }
! 69: % Add one or more standard keywords, see file 'KEYWORDS' in the
! 70: % R documentation directory.
! 71: \keyword{ Normalization constant }
! 72: \keyword{ Holonomic gradient method }
! 73: \keyword{ HGM }
! 74: \keyword{ Orthant probability}
! 75:
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