Dear Ross, A year ago I tried to reproduce this code and I got the same effect. I stopped working on the code but maybe this is my opportunity for retaking the project (time allowing). Meanwhile, I would be very very interested in knowing about the results of your enquire and see the code you are using (I program in Lisp-Stat but I guess I could read S)
At 16:45 22/11/2000 +0000, you wrote: > >I have tried to reproduce the example on page 176 of Schafer's book. >I have used both Joe Schafer's "norm" package and my own code that follows >the psuedocode given on page 168. > >The results are below. Both these agree but neither agree with Table 5.1 b >which quotes esimates that converge much faster than the former. > >I would be interested in hearing from anyone who has looked at this. > >Cheers > >Ross Darnell > >My version of the psuedocode (in R) gives > > t mu_3 sigma_3 rho_13 rho_23 > ----------------------------------------------------------- > 0 200.000 50.0000 0.000000 0.000000 > 1 214.571 45.8580 0.280948 0.411372 > 2 219.173 43.8167 0.372608 0.609371 > 3 220.892 43.4985 0.398496 0.691951 > 4 221.618 43.6750 0.404261 0.723726 > 5 221.946 43.8818 0.404878 0.735815 > 6 222.100 44.0216 0.404501 0.740493 > 7 222.172 44.1014 0.404109 0.742351 > 8 222.206 44.1433 0.403854 0.743110 > 9 222.223 44.1644 0.403711 0.743428 > 10 222.230 44.1747 0.403636 0.743564 > 11 222.234 44.1796 0.403598 0.743623 > 12 222.236 44.1820 0.403580 0.743649 > 13 222.236 44.1831 0.403571 0.743661 > 14 222.237 44.1836 0.403566 0.743667 > 15 222.237 44.1839 0.403564 0.743669 > 16 222.237 44.1840 0.403563 0.743670 > 17 222.237 44.1840 0.403563 0.743671 > > ----------------------------------------------------------- > > >Schafers norm code gives this > > t mu_3 sigma_3 rho_13 rho_23 > ----------------------------------------------------------- > 0 200.000 50.0000 0.000000 0.000000 > 1 214.571 45.8580 0.280948 0.411372 > 2 219.173 43.8167 0.372608 0.609371 > 3 220.892 43.4985 0.398496 0.691951 > 4 221.618 43.6750 0.404261 0.723726 > 5 221.946 43.8818 0.404878 0.735815 > 6 222.100 44.0216 0.404501 0.740493 > 7 222.172 44.1014 0.404109 0.742351 > 8 222.206 44.1433 0.403854 0.743110 > 9 222.223 44.1644 0.403711 0.743428 > 10 222.230 44.1747 0.403636 0.743564 > 11 222.234 44.1796 0.403598 0.743623 > 12 222.236 44.1820 0.403580 0.743649 > 13 222.236 44.1831 0.403571 0.743661 > 14 222.236 44.1831 0.403571 0.743661 > 15 222.236 44.1831 0.403571 0.743661 > 16 222.236 44.1831 0.403571 0.743661 > > ------------------------------------------------------------ > > > ========================================================== Dr. Pedro M. Valero-Mora. WWW: http://www.uv.es/~valerop Director M?todos de Investigaci?n Phone: +34 96 3393880 Universitat de Val?ncia INTRAS-Instituto de Tr?fico y Seg. Vial. INTRAS-Institut of Traffic and Road Safety. C/ Hugo de Moncada 4. Entresuelo. Valencia, 46010, Espa?a (Spain). ==========================================================
