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).
==========================================================
