Library: | kalman |
See also: | rICfil calibrIC ICerzsep |
Quantlet: | abinfonewton | |
Description: | Auxiliary routine for rICfil: solves - if possible - by explicit integration and Newton-Algorithm E [|AX|^2 \min{1,b/|AX|}]=1, E [|AX|^2 \min{1,b^2/|AX|^2}]=(1+e)p for X ~ N_p (0,unit(p)) |
Usage: | {A,b,ctrl}=abinfonewton(p,e,itmax,eps,A0,b0,aus) | |
Input: | ||
p | integer; dimension of X | |
e | numeric; efficiency loss to attain; | |
itmax | integer; maximal number of iterations | |
eps | numeric; exactitude | |
A0 | numeric; starting value for a | |
b0 | numeric; starting value for b | |
aus | integer; decides whether to write results on output [1] or not (else) | |
Output: | ||
A | numeric; Lagrange-Multiplyer to achieve Fisher-Consistency | |
b | numeric; clipping height achieving e as rel. effiency loss | |
ctrl | numeric; decides whether convergence "happened" |
The Output produced if aus==1 is not identical with the output parameters. (aus==1) is for interactive use ; success is controlled by "verbal" output. (aus==0) is for other quantlets calling abinfonewton; success is controlled by variable "ctrl".
Is called by ICerz ICerzsep.
to be looked up in rICfil
Library: | kalman |
See also: | rICfil calibrIC ICerzsep |