how to change the number of Newton method iterations
I am using the ksdensity as follows
ksdensity(a,b,’function’,’icdf’);
but I get a warning on the non-convergence.
I know that the kernel density first fit an initial inverse CDF and then refines the estimation using the Newton method. However, the newton iteration take 100 steps only and then stops. In order to see if I can converge I would like to increase this value.
Can anybody help to understand how to change such parameter (number of iterations)?I am using the ksdensity as follows
ksdensity(a,b,’function’,’icdf’);
but I get a warning on the non-convergence.
I know that the kernel density first fit an initial inverse CDF and then refines the estimation using the Newton method. However, the newton iteration take 100 steps only and then stops. In order to see if I can converge I would like to increase this value.
Can anybody help to understand how to change such parameter (number of iterations)? I am using the ksdensity as follows
ksdensity(a,b,’function’,’icdf’);
but I get a warning on the non-convergence.
I know that the kernel density first fit an initial inverse CDF and then refines the estimation using the Newton method. However, the newton iteration take 100 steps only and then stops. In order to see if I can converge I would like to increase this value.
Can anybody help to understand how to change such parameter (number of iterations)? ksdensity, warnings, iteration MATLAB Answers — New Questions