| Library: | kalman |
| See also: | rICfil calibrIC ICerzsep |
| Quantlet: | abinfonewton | |
| Description: | Auxiliary routine for rICfil: solves - if possible - by explicit integration and Newton-Algorithm the following equation: 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 | scalar, dimension of X | |
| e | numeric, efficiency loss to attain; | |
| itmax | scalar, maximal number of iterations | |
| eps | numeric, exactitude | |
| A0 | scalar, starting value for a | |
| b0 | scalar, starting value for b | |
| aus | scalar, decides whether the results are displayed in the output window [1] or not (otherwise) | |
| Output: | ||
| A | scalar, Lagrange-Multiplier to achieve Fisher-Consistency | |
| b | scalar, clipping height achieving e as relative effiency loss | |
| ctrl | scalar, decides whether convergence occured | |
The Output produced if aus==1 is not identical to the output parameters.
(aus==1) is used for the interactive use; success is controlled by textual output.
(aus==0) is used if other quantlets call abinfonewton; success is controlled by variable "ctrl".
This quantlet is called by ICerz and ICerzsep.