PLS_Toolbox Documentation: newtondf	< means	parammle >

newtondf

Purpose

Newton's root finder.

Synopsis

[quantile,exitflag] = newtondf(q,distfun,x,a,b,maxits,tol)

Description

Newton's root finder for a given quantile

Inputs:

                         q =   matrix, the quantile point of interest

                 distfun =   string, distribution function name.

                         x =   matrix, original input matrix

                         a =   matrix, scale parameter

                         b =   matrix, shape parameter

                 maxits =   scalar, maximum number of iterations

                       tol =   scalar, tolerance

Outputs:

               quantile =   matrix, quantile

                exitflag =   0 if no error, 1 if maximum iterations is exceeded

Examples

[quantile,exitflag] = newtondf(q,distfun,x,a,b);