Return to hgm.ncorthant.Rd CVS log

Up to [local] / OpenXM / src / R / r-packages / hgm / man

Annotation of OpenXM/src/R/r-packages/hgm/man/hgm.ncorthant.Rd, Revision 1.2

1.2     ! tkoyama     1: % $OpenXM: OpenXM/src/R/r-packages/hgm/man/hgm.ncorthant.Rd,v 1.1 2014/03/24 05:28:17 takayama Exp $
1.1       takayama    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: ## =====================================================
1.2     ! tkoyama    64: x <- matrix(c(15,26,23,19,
        !            65:              26,47,46,35,
        !            66:              23,46,65,38,
        !            67:              19,35,38,33), nrow =4)
        !            68: y <- c(1,2,3,4)
1.1       takayama   69: hgm.ncorthant(x,y)
                     70: }
                     71: % Add one or more standard keywords, see file 'KEYWORDS' in the
                     72: % R documentation directory.
                     73: \keyword{ Normalization constant }
                     74: \keyword{ Holonomic gradient method }
                     75: \keyword{ HGM }
                     76: \keyword{ Orthant probability}
                     77: