Displaying 3 results from an estimated 3 matches for "bes2".
Did you mean:
be2
2010 Jan 26
1
newton method for single nonlinear equation
...alp <- 2.0165 ; rho <- 0.868;
c <- sqrt(pi)/(gamma(alp)*(1-rho)^alp)
for (i in 1:n)
{ t1 <- exp(-pars[1]/(1-rho))
t2 <- (pars[1]*(1-rho)/(2*sqrt(rho)))^(alp-0.5)
bes1 <- besselI(pars[1]*sqrt(rho)/(1-rho),alp-0.5)
bes2 <- besselI(pars[1]*sqrt(rho)/(1-rho),alp-1.5)
bes3 <- besselI(pars[1]*sqrt(rho)/(1-rho),alp+0.5)
## Equation
f <- c*t1*t2*bes1 - runi
## derivative
fprime <- c*t1*t2*( -bes1/(1-rho) + (alp-0.5)*bes1/pars[1] + sqrt(rho)*(bes2-bes3)/(2*(1-rho)))
z[i...
2010 Jan 26
1
Newton method
...alp <- 2.0165 ; rho <- 0.868;
c <- sqrt(pi)/(gamma(alp)*(1-rho)^alp)
for (i in 1:n)
{ t1 <- exp(-pars[1]/(1-rho))
t2 <- (pars[1]*(1-rho)/(2*sqrt(rho)))^(alp-0.5)
bes1 <- besselI(pars[1]*sqrt(rho)/(1-rho),alp-0.5)
bes2 <- besselI(pars[1]*sqrt(rho)/(1-rho),alp-1.5)
bes3 <- besselI(pars[1]*sqrt(rho)/(1-rho),alp+0.5)
## Equation
f <- c*t1*t2*bes1 - runi
## derivative
fprime <- c*t1*t2*( -bes1/(1-rho) + (alp-0.5)*bes1/pars[1] + sqrt(rho)*(bes2-bes3)/(2*(1-rho)))
z[i...
2010 Feb 10
1
looping problem
Hi R-users,
I have this code here:
library(numDeriv)
fprime <- function(z)
{ alp <- 2.0165;
rho <- 0.868;
# simplified expressions
a <- alp-0.5
c1 <- sqrt(pi)/(gamma(alp)*(1-rho)^alp)
c2 <- sqrt(rho)/(1-rho)
t1 <- exp(-z/(1-rho))
t2 <- (z/(2*c2))^a
bes1 <- besselI(z*c2,a)
t1bes1 <- t1*bes1
c1*t1bes1*t2
}
## Newton