Displaying 2 results from an estimated 2 matches for "bes3".
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be3
2010 Jan 26
1
newton method for single nonlinear equation
.../(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+1] <- z[i] - f/fprime
}
z
}
pars <- 0....
2010 Jan 26
1
Newton method
.../(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+1] <- z[i] - f/fprime
}
z
}
pars <- 0....