File: [local] / OpenXM / src / hgm / mh / src / usage-w-n.txt (download)
Revision 1.2, Tue Mar 1 07:13:30 2016 UTC (8 years, 3 months ago) by takayama
Branch: MAIN
CVS Tags: HEAD Changes since 1.1: +2 -1
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If Dp == 0, no intermediate data is stored.
If Dp < 0, Dp is automatically set.
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$OpenXM: OpenXM/src/hgm/mh/src/usage-w-n.txt,v 1.2 2016/03/01 07:13:30 takayama Exp $
hgm_w-n
[--idata input_data_file] [--gnuplotf gnuplot_file_name]
[--dataf output_data_file] [--raw] [--xmax xmax] [--test m] [--step h]
[ --95 --verbose]
[ --strategy s --abserr ae --relerr re]
s:0 rk, s:1 adaptive, s:2 adaptive&multiply, see rk.c for the default value of ae and re.
!oxprintfe("strategy default = %d\n",MH_strategy);
--raw does not add data parameters to the output_data_file.
The command hgm_w-n [options] evaluates the matrix hypergeometric function pFq by
the HGM (holonomic gradient method) from the initial value generated by hgm_jack-n.
Parameters are specified by the input_data_file. Otherwise, default values are used.
By executing ./hgm_jack-n without argument, a sample input file is output.
The format of the input_data_file specified by --idata:
# or %% are used for a comment line.
The value of a parameter xyz is specified by %xyz=value
!oxprintfe("Input data file should start with the line for the latest input data format: %s\n",VSTRING);
p_pFq : p of pFq, a_1, ..., a_p
q_pFq : q of pFq, b_1, ..., b_q
Mg: m (the number of variables).
Beta: vector of length m. Evaluation is done on the line Beta*x
All Beta[i] must be different and must not be 0.
X0g: starting point of x >0. The initial value Iv must be given at X0g
Iv: initial values at X0g*Beta evaluated by this program.
Ef: a scalar factor to the initial value evaluated by this program.
ef_type: exponential or scalar factor type.
case 0: rare pFq (Todo, not implemented)
case 1: It is for the case of evaluating
Pr({y | y<xmax}), which is the cumulative distribution function of the largest root
of the m by m Wishart matrices with n degrees of freedom and the covariantce matrix
sigma where
Beta=sigma^(-1)/2 (diagonized) and n must be given by Ng.
p_pFq, q_pFq are automatically set for 1F1.
Ef must be set properly.
case 2:
Pr({y | y<xmax}), which is the cumulative distribution function of the largest root
of P Q^(-1) where P and Q are Wishart matrices. It uses 2F1 and Beta, p_pFq, q_pFq
should be properly given.
Ef must be set properly.
Hg: h (step size) for hgm_w-n.
Dp: output data is stored in every Dp steps when output_data_file is specified.
If it is 0, output data is not stored. If it is negative, Dp is automatically set to floor(1/Hg). Note that small Dp value makes the program slow.
Xng: terminating value of x for hgm_w-n.
"--95: output the 95%% point. --verbose: verbose mode.
When --idata option is used, this command is quiet. Use --verbose option if you want to see some messages
Examples:
[1] ./hgm_w-n
[2] ./hgm_w-n --xmax 20
[3] ./hgm_w-n --test 6
A test run in Mg=6.
[4] ./hgm_jack-n --idata Testdata/tmp-idata3.txt >t.txt
./hgm_w-n --idata t.txt --gnuplotf test-g --verbose
gnuplot -persist <test-g-gp.txt
tmp-idata3.txt is a sample input data distributed with this file.
test-g-gp.txt is an input file of the gnuplot
test-g is the table of x and the values of Pr({y | y<x}).
[5] ./hgm_jack-n --idata Testdata/new-2016-02-04-4.txt --verbose