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Annotation of OpenXM/src/R/r-packages/hgm_fb/man/hgm.mleFBByOptim.Rd, Revision 1.1

1.1     ! takayama    1: % $OpenXM$
        !             2: \name{hgm.z.mleFBByOptim}
        !             3: \alias{hgm.z.mleFBByOptim}
        !             4: %%Todo, write documents for hgm.z.mleDemo, hgm.ssFB
        !             5: %\alias{hgm.ncso3}
        !             6: %- Also NEED an '\alias' for EACH other topic documented here.
        !             7: \title{
        !             8:    MLE of Fisher-Bingham distribution by optim and HGM.
        !             9: }
        !            10: \description{
        !            11:   It makes the maximal likelihood estimate (MLE) for the Fisher-Bingham
        !            12:   distribution on S^d.
        !            13: }
        !            14: \usage{
        !            15:  hgm.z.mleFBByOptim(d=0,ss=NULL,data=NULL,start=NULL,lb=NULL,ub=NULL,bigValue=10000)
        !            16: }
        !            17: %- maybe also 'usage' for other objects documented here.
        !            18: \arguments{
        !            19:   \item{d}{The dimension of the sphere}
        !            20:   \item{ss}{Sufficient statistics}
        !            21:   \item{data}{
        !            22:      The argument data is a set of data on the d-dimensional sphere.
        !            23:      Its format is an n by (d+1) matrix where n is the number of data.
        !            24:      When data is given, ss must be NULL
        !            25:     and ss is calculated from data by hgm.ssFB(data).
        !            26:   }
        !            27:   \item{start}{
        !            28:      Starting point for the function optim. The default value is a random
        !            29:      vector.
        !            30:   }
        !            31:   \item{lb}{
        !            32:      An array of length sslen = (d+1)*(d+2)/2 + (d+1), each of which
        !            33:      is the lower bound of the parameter. The default value is -100.
        !            34:   }
        !            35:   \item{ub}{
        !            36:      An array of length sslen = (d+1)*(d+2)/2 + (d+1), each of which
        !            37:      is the upper bound of the parameter. The default value is 100.
        !            38:   }
        !            39:   \item{bigValue}{
        !            40:      It is used as a value wall to avoid that the evaluation point is out of
        !            41:      the search domain defined by lb and ub.
        !            42:   }
        !            43: }
        !            44: \details{
        !            45:    It solves the MLE for the Fisher-Bingham distribution.
        !            46:    The normalizing constant is evaluated by hgm_ko_ncfb (external program,
        !            47:    which should in the path).
        !            48:    The function
        !            49: %  \code{\link[RCurl]{postForm}}
        !            50:   \code{\link{optim}}
        !            51:    is used for the optimization.
        !            52:    The output is used as a starting point for the holonomic gradient method.
        !            53:    See nk_fb_gen_c.rr of \url{http://www.math.kobe-u.ac.jp/Asir}.
        !            54:    This function generates temporary work files whose names start with tmp.
        !            55:    \code{data <- read.table(fileName,sep=",")} can be used to read CSV data
        !            56:    from a file.
        !            57: }
        !            58: \value{
        !            59: The output format is that of the function optim().
        !            60: }
        !            61: \references{
        !            62: T. Koyama, H. Nakayama, K. Nishiyama, N. Takayama,
        !            63: Holonomic Gradient Descent for the Fisher-Bingham Distribution on the d-dimensional Sphere,
        !            64: Computational Statistics (2013)
        !            65: \url{http://dx.doi.org/10.1007/s00180-013-0456-z}
        !            66: }
        !            67: \author{
        !            68: T.Koyama, H.Nakayama, K.Nishiyama, N.Takayama.
        !            69: }
        !            70: \note{
        !            71: %%  ~~further notes~~
        !            72: }
        !            73:
        !            74: %% ~Make other sections like Warning with \section{Warning }{....} ~
        !            75:
        !            76: \seealso{
        !            77: \code{\link{optim}}
        !            78: }
        !            79: \examples{
        !            80: ## =====================================================
        !            81: ## Example 1. Asteroid data in [N3OST2]
        !            82: ## =====================================================
        !            83: \dontrun{
        !            84:   d <- 2
        !            85:   ss <- c(0.3119,0.0292,0.0707,
        !            86:                  0.3605,0.0462,
        !            87:                            0.3276,
        !            88:             0.0063,0.0054,0.0762)
        !            89:   start <- c(0.1,0.1,1,1,1,-1,-1,-1,-1)
        !            90:   hgm.z.mleFBByOptim(d=d,ss=ss,start=start)
        !            91: }
        !            92: }
        !            93: % Add one or more standard keywords, see file 'KEYWORDS' in the
        !            94: % R documentation directory.
        !            95: \keyword{ Holonomic gradient method }
        !            96: \keyword{ HGM }
        !            97: \keyword{ Fisher-Bingham distribution on S^d}
        !            98: \keyword{ MLE }
        !            99: