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Revision 1.2 / (download) - annotate - [select for diffs], Tue Mar 28 03:51:09 2017 UTC (7 years, 5 months ago) by takayama
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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, 5 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);