Displaying 3 results from an estimated 3 matches for "newton_gam".
2010 Feb 15
1
error message error
Hi r-users,
I hope somebody can help me to understand the error message. Here is my code;
## Newton iteration
newton_gam <- function(z)
{ n <- length(z)
r <- runif(n)
tol <- 1E-6
cdf <- vector(length=n, mode="numeric")
fprime <- vector(length=n, mode="numeric")
f <- vector(length=n, mode="numeric")
for (i in 1:1000)
{ cdf <- integrate(fprime...
2010 Feb 10
1
looping problem
...o <- 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 iteration
newton_gam <- function(z)
{ n <- length(z)
r <- runif(n)
tol <- 1E-6
cdf <- vector(length=n, mode="numeric")
for (i in 1:1000)
{ # numerical intergration to find the cdf
cdf <- integrate(fprime, lower = 0, upper = z)$value
# Newton method
z <- z...
2010 Feb 09
0
For and while in looping
...t;- 0.868;
# simplified expressions
a <- alp-0.5
c1 <- sqrt(pi)/(gamma(alp)*(1-rho)^alp)
c2 <- sqrt(rho)/(1-rho)
t1 <- exp(-z/(1-rho))
t2 <- (z/(2*c2))^a
bes1 <- besselI(z*c2,a)
t1bes1 <- t1*bes1
c1*t1bes1*t2
}
## Newton iteration
newton_gam <- function(z)
{ n <- length(z)
r <- runif(n)
tol <- 1E-6
for (i in 1:n)
{ # numerical intergration to find the cdf
cdf[i] <- integrate(fprime, lower = 0, upper = z[i])$val
# Newton method
z[i] <- z[i] - (cdf[i] - r[i])/fprime(z[i])
}
z
}
...