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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: