CVS log for OpenXM/src/asir-contrib/packages/src/tk_hgm_mh.rr

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Revision 1.2 / (download) - annotate - [select for diffs], Tue Mar 28 03:51:09 2017 UTC (7 years, 2 months ago) by takayama
Branch: MAIN
CVS Tags: HEAD
Changes since 1.1: +79 -10 lines
Diff to previous 1.1 (colored)

tk_hgm_mh.prob_by_1f1() is added.
See help("tk_hgm_mh.prob_by_1f1").

Revision 1.1 / (download) - annotate - [select for diffs], Tue Mar 28 01:37:07 2017 UTC (7 years, 2 months ago) by takayama
Branch: MAIN

tk_hgm_mh.prob_by_2f1(M,N1,N2,Cov,X0)
It returns the cumulative distribution function of the largest eigenvalues of W1*inverse(W2) where W1 and W2 are Wishart m

atrices of size M*M  of the freedom N1 and N2 respectively. Cov=S1^(-1)*S2 where S1 and S2 are covariant diagonal matrices

 of W1 and W2 respectively.
It uses series expansion of the matrix 2F1 and returns [X0,Prob,exponential factor,2F1 and its derivatives]
Options: oxhome,err,degree
Example: tk_hgm_mh.prob_by_2f1(3,5,10,[1,1/4,1/4],1/10|err=10^(-5),degree=10);

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