CVS log for OpenXM/src/hgm/mh/src/mh-r.c

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Default branch: MAIN

Revision 1.12 / (download) - annotate - [select for diffs], Sat Nov 16 10:57:21 2019 UTC (4 years, 7 months ago) by takayama
Branch: MAIN
CVS Tags: HEAD
Changes since 1.11: +4 -4 lines
Diff to previous 1.11 (colored)

hgm.ncso3(1000,500,50,log=1,q=0)
returns the logarithm of the normalizing constant.

Revision 1.11 / (download) - annotate - [select for diffs], Sat Apr 1 12:01:25 2017 UTC (7 years, 2 months ago) by takayama
Branch: MAIN
Changes since 1.10: +20 -1 lines
Diff to previous 1.10 (colored)

R_init_hgm is added for R_registerRoutines and R_useDynamicSymbols.

Revision 1.10 / (download) - annotate - [select for diffs], Mon May 30 00:38:18 2016 UTC (8 years ago) by takayama
Branch: MAIN
Changes since 1.9: +3 -1 lines
Diff to previous 1.9 (colored)

If evaluation of pFq is near the radius of convergence, it outputs the warning.
See SERIES_ADMISSIBLE_RADIUS.
Example:
plot(hgm.p2wishart(m=2,beta=c(20,0.03),q0=0.3,q=300,autoplot=1))
plot(hgm.p2wishart(m=2,beta=c(20,0.03),q0=0.1,q=300,autoplot=1))

Revision 1.9 / (download) - annotate - [select for diffs], Sat Feb 13 05:55:09 2016 UTC (8 years, 4 months ago) by takayama
Branch: MAIN
Changes since 1.8: +40 -1 lines
Diff to previous 1.8 (colored)

Added R interface functions.
./mh --testnew is for testing these functions.

Revision 1.8 / (download) - annotate - [select for diffs], Sun Mar 16 03:11:07 2014 UTC (10 years, 3 months ago) by takayama
Branch: MAIN
CVS Tags: RELEASE_1_3_1_13b
Changes since 1.7: +7 -4 lines
Diff to previous 1.7 (colored)

Options automatic, assigned_series_error, verbose are added to the R-function hgm.pwishart.
See the manual for details.

Revision 1.7 / (download) - annotate - [select for diffs], Fri Mar 8 04:54:01 2013 UTC (11 years, 3 months ago) by takayama
Branch: MAIN
Changes since 1.6: +7 -1 lines
Diff to previous 1.6 (colored)

New options: --strategy n --abserr e1 --relerr e2
 If n==0, then the 4th Runge-Kutta is used.
If n==1, then the adaptive 4th Runge-Kutta is used where e1 is the absolute error and e2 is the relative error
to control the step size.

Revision 1.6 / (download) - annotate - [select for diffs], Thu Mar 7 05:23:31 2013 UTC (11 years, 3 months ago) by takayama
Branch: MAIN
Changes since 1.5: +2 -2 lines
Diff to previous 1.5 (colored)

Minor changes to remove warnings by the option -std=gnu99.

Revision 1.5 / (download) - annotate - [select for diffs], Tue Mar 5 07:03:37 2013 UTC (11 years, 3 months ago) by takayama
Branch: MAIN
Changes since 1.4: +17 -1 lines
Diff to previous 1.4 (colored)

When mode=c(1,1,d), cwishart returns an array of the length d+rank+1.
The returned values are intermediate values of cwishart().
Example: matrix(cwishart(mode=(1,1,100)), ncol=8+1,byrow=1).

Revision 1.4 / (download) - annotate - [select for diffs], Tue Mar 5 06:00:52 2013 UTC (11 years, 3 months ago) by takayama
Branch: MAIN
Changes since 1.3: +2 -2 lines
Diff to previous 1.3 (colored)

cwishart() accepts the optional variable mode=c(ke,rk,intermediate).
If it is c(1,0,0), then the only Koev-Edelman algorithm is executed and
the cwishart is evaluated at x0 (NOT x).
The default is c(1,1,0).

Revision 1.3 / (download) - annotate - [select for diffs], Fri Mar 1 07:20:41 2013 UTC (11 years, 3 months ago) by takayama
Branch: MAIN
Changes since 1.2: +2 -2 lines
Diff to previous 1.2 (colored)

Fixed a bug on the return value.

Revision 1.2 / (download) - annotate - [select for diffs], Fri Mar 1 05:26:25 2013 UTC (11 years, 3 months ago) by takayama
Branch: MAIN
Changes since 1.1: +2 -2 lines
Diff to previous 1.1 (colored)

static function_name --> static int function_name.

Revision 1.1 / (download) - annotate - [select for diffs], Sat Feb 23 07:00:21 2013 UTC (11 years, 4 months ago) by takayama
Branch: MAIN

hgm.cwishart of computing the cumulative distribution function of random wishart matrix
is implemented as an R function. #milestone 2013-02-23-a#.
We need several small changes and adjustments to complete this project.

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