File: [local] / OpenXM / src / hgm / mh / src / mh.h (download)
Revision 1.9, Sun Mar 16 03:11:07 2014 UTC (10 years, 3 months ago) by takayama
Branch: MAIN
Changes since 1.8: +10 -4
lines
Options automatic, assigned_series_error, verbose are added to the R-function hgm.pwishart.
See the manual for details.
|
/* $OpenXM: OpenXM/src/hgm/mh/src/mh.h,v 1.9 2014/03/16 03:11:07 takayama Exp $ */
struct cWishart {
double x;
double rank;
double *f; /* f[0],...,f[rank-1] */
void *aux;
void *aux2;
};
/* Cumulative probability distribution function of the first eigenvalue of
Wishart matrix by Series */
struct cWishart *mh_cwishart_s(int m,int n,double beta[],double x0,
int approxDeg,double h, int dp, double x,
int automatic,double assigned_series_error,
int verbose);
/* Cumulative probability distribution function of the first eigenvalue of
Wishart matrix by HGM */
struct cWishart *mh_cwishart_hgm(int m,int n,double beta[],double x0,
int approxDeg, double h, int dp, double x,
int automatic,double assigned_series_error,
int verbose);
struct cWishart *mh_cwishart_gen(int m,int n,double beta[],double x0,
int approxDeg,double h, int dp, double x,int modep[],
int automatic,double assigned_series_error,
int verbose);
struct cWishart *new_cWishart(int rank);
int mh_usage(void);
void mh_freeWorkArea(void);
void mh_rf(double x, double *f, int rank_not_used, double *val, int n_not_used);
void mh_set_strategy(int s,double err[2]);
#define STRATEGY_DEFAULT 1
/* Five significant digits for checking MH_abserr. cf. M_assigned_series_error */
#define SIGDIGIT_DEFAULT (1e-4)