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Topic: Multivariate gamma function


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  PlanetMath: multivariate gamma function (real-valued)
The real-valued multivariate gamma function is defined by
"multivariate gamma function (real-valued)" is owned by rspuzio.
This is version 12 of multivariate gamma function (real-valued), born on 2004-05-13, modified 2006-12-01.
planetmath.org /encyclopedia/GammaFunctionMultivariateReal.html   (97 words)

  
 PlanetMath: multivariate gamma function (complex-valued)
The complex multivariate gamma function is defined as
"multivariate gamma function (complex-valued)" is owned by mathpeter.
This is version 11 of multivariate gamma function (complex-valued), born on 2004-05-13, modified 2006-10-17.
www.planetmath.org /encyclopedia/MultivariateGammaFunctionComplexValued.html   (79 words)

  
  Gamma function - Wikipedia, the free encyclopedia
In mathematics, the Gamma function is a function that extends the concept of factorial to the complex numbers.
The derivatives of the Gamma function are described in terms of the polygamma function.
The incomplete Gamma function is the function obtained by allowing either the upper or lower limit of integration to be variable.
en.wikipedia.org /wiki/Gamma_function   (578 words)

  
 NationMaster - Encyclopedia: Multivariate gamma function   (Site not responding. Last check: 2007-10-15)
In mathematics, the Gamma function is a function that extends the concept of factorial to the complex numbers.
The derivatives of the Gamma function are described in terms of the polygamma function.
The incomplete Gamma function is the function obtained by allowing either the upper or lower limit of integration to be variable.
www.nationmaster.com /encyclopedia/Multivariate-gamma-function   (129 words)

  
 Reference.com/Encyclopedia/Gamma function
The derivative of the logarithm of the Gamma function is called the digamma function; higher derivatives are the polygamma functions.
The analog of the Gamma function over a finite field or a finite ring are the Gaussian sums, a type of exponential sum.
The gamma function is a component in various probability distribution functions, and as such it is applicable in the fields of probability and statistics.
www.reference.com /browse/wiki/Gamma_function   (1136 words)

  
 Gamma Function   (Site not responding. Last check: 2007-10-15)
Paul Godfrey on the Lanczos Implementation of the Gamma Function - Numericana...
The use of gamma functions in the calculation of organ perfusion functions for n...
A Remarkable Monotonic Property of the Gamma Function...
www.scienceoxygen.com /math/222.html   (130 words)

  
 PlanetMath:
gamma function (multivariate complex) (in multivariate gamma function (complex-valued)) owned by mathpeter
gamma function (multivariate real) (in multivariate gamma function (real-valued)) owned by rspuzio
Gamma L (in semilinear transformation) owned by Algeboy
planetmath.org /encyclopedia/G   (1855 words)

  
 CatchDistribution
The <function name> defines what likelihood function is to be used to compare the modelled age-length catch distribution to the input age-length catch distribution.
The <multivariate parameters> are only required for the multivariate functions, and Gadget will generate an error if they are specified when they are not required.
To specify this likelihood function it is necessary to specify the parameter < σ >.
www.hafro.is /gadget/userguide/node46.html   (1011 words)

  
 Search GAMS
Error functions, their inverses, integrals, including the normal distribution function C8b.
Spectrum estimation using the Fourier transform of the autocorrelation function L10a3a5.
Cross-spectrum estimation using the Fourier transform of the cross-correlation or cross-covariance function L10b3a6.
www.netlib.org /bib/gams.html   (725 words)

  
 StatLib---Applied Statistics algorithms   (Site not responding. Last check: 2007-10-15)
Many of the algorithms require the use of other algorithms, particularly functions for the gamma function and the normal distribution function.
Multivariate normal probabilities for a rectangular region in N- dimensional space.
Distribution function of the square (R^2) of the sample multiple- correlation coefficient.
sunsite.univie.ac.at /statlib/apstat   (2537 words)

  
 17. RandomArray Reference   (Site not responding. Last check: 2007-10-15)
The F () function returns an array of the specified shape that contains double precision floating point numbers with the F distribution with dfn degrees of freedom in the numerator and dfd degrees of freedom in the denominator.
The noncentral_F () function returns an array of the specified shape that contains double precision floating point numbers with the F distribution with dfn degrees of freedom in the numerator, dfd degrees of freedom in the denominator, and noncentrality parameter nconc.
Two functions that return generate multivariate random numbers (that is, random vectors with some known relationship between the elements of each vector, defined by the distribution).
www.pfdubois.com /numpy/html2/numpy-19.html   (1182 words)

  
 MATH   (Site not responding. Last check: 2007-10-15)
The CDF of a gaussian is the error function except that a factor of 2 is included in the error function.
Routine can also be applied to a scalar function of many variables, for such case the local minimum in a specified direction is found, This routine is called by minF_conj_grad, to locate minimum in the direction of the conjugate gradient of function of many variables.
This routine assumes that the function is known to have a zero.
isowww.estec.esa.nl /manuals/PHT/pia/astrolib/math.html   (4477 words)

  
 Gamma function - Eua4xiacwiki - Numerical Grid Generation Wiktionary
Gamma function is a special function of a complex variable that extends the function factorial to complex non integer values.
It is defined as the analytic continuation of the function that for each z complex with positive real part is given by the integral
Gamma function is a meromorphic function of z with simple poles at z = −n (n = 0, 1, 2, 3,...) and residues (−1)
alice.iac.rm.cnr.it:8080 /wiki/index.php?title=Gamma_function&printable=yes   (127 words)

  
 Excel VBA Models - Package Set 1
The sub procedure reads in the numbers from the array (A1..A10), calls up the function procedures and returns the mean and standard deviation value.
The key Excel functions that are needed for matrix algebra in this example are, MInverse() and MMult(), which perform matrix inversion and matrix multiplication, respectively.
The procedure for generating random numbers from a multivariate distribution is described in the 4 steps of the example shown later.
www.excel-modeling.com /index_007.htm   (914 words)

  
 [No title]
Max gamma deviation of the gamma-kernel, in degrees, for this curve.
Given a scalar multivariate, returns a scalar multivariate representing the reciprocal values, by making it rational (if was not one) and flipping the numerator and the denominator.
All multivariates are assumed to be scalar and be in the same parametric domain size and dimension.
www.cs.technion.ac.il /~irit/prog_man/mvar_lib.html   (5959 words)

  
 multivariate_normal_distribution   (Site not responding. Last check: 2007-10-15)
In probability theory and statistics, a '''multivariate normal distribution''', also sometimes called a '''multivariate Gaussian distribution''' (in honor of Carl Friedrich Gauss, who was ''not'' the first to write about the normal distribution) is a specific probability distribution.
But if a random vector has a multivariate normal distribution then any two or more of its components that are uncorrelated are independent.
The derivation of the maximum-likelihood estimator of the covariance matrix of a multivariate normal distribution is perhaps surprisingly subtle and elegant.
copernicus.subdomain.de /MVN   (736 words)

  
 National Partnership for Advanced Computational Infrastructure: Archives
IMSLSFUN includes the special- function routines, including routines for Bessel functions, gamma functions, ellipic integrals, and cumulative- distribution and probability-density functions and their inverses.
CPSI Evaluate the logarithmic derivative of the gamma function for a complex argument.
PSI DPSI Evaluate the logarithmic derivative of the gamma function.
www.npaci.edu /Resources/SciComp/Applications/IMSL/imslsfun.html   (11153 words)

  
 Modules in IMSL Stat
CSNIN (DCSNIN) Evaluate the inverse of the noncentral chi-squared function.
DFIN (FIN) Evaluate the inverse of the F distribution function.
DGAMIN (GAMIN) Evaluate the inverse of the gamma distribution function.
www.glue.umd.edu /~nsw/ench250/imsls.htm   (8265 words)

  
 Solution to the Gamma Riddle
The negation function suggests a sinusoid at frequency πx, with a quadrature component in the imaginary axis.
The conclusion for the Gamma riddle is that
The Gamma function is incompatible with a complex negation function because the factorial rule will put half-turns of spiral and singularities into places where they do not belong.
wehner.org /euler/solution.htm   (2253 words)

  
 Wendy London Abstract   (Site not responding. Last check: 2007-10-15)
The theory of simulating multivariate gamma data with exponential marginals is presented, using multivariate normal data to generate a Wishart matrix, and then extracting the multivariate gamma vector.
Only the correlation structure of the multivariate normal data must be specified in order to generate a multivariate gamma vector with the desired mean and variance-covariance structure.
An example for failure time data in survival analysis is presented, including censoring and discrete covariates, and where each independent vector of multivariate gamma data has an exchangeable correlation structure.
www.stat.ufl.edu /info/seminar-abstracts/london.html   (151 words)

  
 MATH 758 - Computational Statistics
logf.m Function to define the log posterior for genetic linkage example.
lgampost.m Function to compute the log posterior density for the gamma example.
lg.m Function to compute the logarithm of a multivariate normal density.
personal.bgsu.edu /~albert/m758.html   (257 words)

  
 Anthony's Excel VBA Page - Excel Tutorial - Excel Consultant - Excel Consulting
A procedure is a unit of code enclosed either between the Sub and End Sub statement or between the Function and End Function statements.
Use resampling with replacement, a probability distribution for the median is created, along with the standard deviation of the median, which cannot be computed under mathematical formula (since there is none).
It generates multivariate standard normal distribution deviates from correlated variables and then compute the probability from the given z values.
www.anthony-vba.kefra.com   (1509 words)

  
 A Method for Deriving Probability Distributions with Gamma Functions - Storming Media
Abstract: Based on an exponential integral formula recently derived by the authors, a substitution method is presented for determining a probability density function and moments for a useful class of (0, infinity) exponentials frequently encountered in signal processing.
The generalized density function and moments relation are given as integral formulas specifically calculated from their definitions in probability theory.
The generalization of the method for multivariate distributions is presented.
www.stormingmedia.us /54/5426/A542603.html   (134 words)

  
 Charlie Reeve Subroutines
In particular, it contains routines for computing the cumulative distribution function and generating random numbers for the doubly non-central F and doubly non-central t distributions (these routines are used by the Dataplot program).
Charlie Reeve, (October 1986), "Accurate Computation of the Log of the Gamma Function", SED Note 86-1.
Charlie Reeve, (October 1986), "An Algorithm for Computing the Gamma C.D.F to a Specified Accuracy", SED Note 86-2.
www.itl.nist.gov /div898/software/reeves/homepage.htm   (1117 words)

  
 New and enhanced mathematical facilities   (Site not responding. Last check: 2007-10-15)
The efficiency of evaluating the elementary functions to high precision has also been improved - see section 7.
Consequently, the mtaylor function (for multivariate Taylor series) will now expand an unknown function of more than one argument, e.g.
The factor command now accepts an additional argument, an algebraic extension specifying an algebraic number field over which the polynomial is to be factored.
www.utexas.edu /math/Maple/NewFeatures/sec2.html   (818 words)

  
 Octave Functions: G   (Site not responding. Last check: 2007-10-15)
These routines compute the Gamma function \\Gamma(x), subject to x not being a negative integer.
The GMM objective function, for internal use by gmm_estimate This is scaled so that it converges to a finite number.
This function evaluates the integral of an externally defined function fun(x) between limits xlow and xhigh.
octave.sourceforge.net /index/G.html   (1162 words)

  
 [No title]   (Site not responding. Last check: 2007-10-15)
is a vector of covariates corresponding to observation j in cluster i,  h ( u) is the inverse of the complementary log-log function, i.e.
Coull, Houseman, and Betensky (2005) show that this model leads to a closed-form likelihood; three applications are presented, showing that the model leads to inference comparable with other multivariate binary models that are less tractible computationally.
is a simple computation based on the Laplace transform of the multivariate gamma distribution.
www.biostat.harvard.edu /~ahousema/software/mvg.htm   (404 words)

  
 NSWC: Naval Surface Warfare Center Mathematical Library
ACONDF is the function integrated along the x-axis in ACOND.
ACONDG is the function integrated along the line x = c in ACOND.
AIA calculates the Airy function and its derivative.
orion.math.iastate.edu /burkardt/f_src/nswc/nswc.html   (5260 words)

  
 [No title]
These are also quite simple to calculate using ", StyleBox["Mathematica", FontSlant->"Italic"], ": however, the structure of the first-order conditions will depend on the \ structure and number of the conditioning equations, so there is no simple \ way to automate their determination.
Constructing the function", "Subsubtitle"], Cell[TextData[ "This is the final function.
The structure is almost identical to the \ univariate HP filter function \[Dash] not surprising since they are doing the \ same thing essentially, solving some linear equations given some data and \ parameter values.
www.verbeia.com /mathematica/mma/multivariatehpfilters.nb   (1332 words)

  
 Alan Miller's Fortran Software   (Site not responding. Last check: 2007-10-15)
inc_gam.f90 The incomplete gamma function and its inverse.
N.B. bratio.f90 contains code for a number of special functions including the error function, the logarithm of the gamma function, the logarithm of the beta function, and the digamma function.
As well as the `usual' functions such as gamma, error function, Bessel and Airy functions, there are the confluent hypergeometric, parabolic cylinder, Mathieu, spheroidal wave, and various exponential integrals, etc.
users.bigpond.net.au /amiller   (3653 words)

  
 Publications
Moschopoulos, P.G. and Canada W.B. The Dilstribution Function of a Linear Combination of Chi-squares.
Moschopoulos, P.G. New Representations for the Distribution Function of a Class of Likelihood Ratio Criteria.
Mathai A.M. and Moschopoulos, P.G. A form of Multivariate Gamma Distribution (1990).
www.math.utep.edu /Faculty/moscho/page3.html   (259 words)

  
 [No title]
If the parameter values remain constant, it is recommended that the first function is used (random_binomial1).
The unit uses the following functions which are included here: bin_prob to calculate a single binomial probability lngamma to calculate the logarithm to base e of the gamma function Some of the code is adapted from Dagpunar's book: Dagpunar, J. 'Principles of random variate generation' Clarendon Press, Oxford, 1988.
The function random_normal() returns a normally distributed pseudo-random number with zero mean and unit variance.
www.netlib.org /random/amrandom.pas   (1590 words)

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