[Vinecopula-commits] r101 - pkg/src

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Di Jun 23 21:51:11 CEST 2015


Author: tnagler
Date: 2015-06-23 21:51:10 +0200 (Tue, 23 Jun 2015)
New Revision: 101

Modified:
   pkg/src/hfunc.c
Log:
hfunc.c: increased accuracy of numerical inversion of h-functions (for BBs and Tawns)

Modified: pkg/src/hfunc.c
===================================================================
--- pkg/src/hfunc.c	2015-06-05 09:59:06 UTC (rev 100)
+++ pkg/src/hfunc.c	2015-06-23 19:51:10 UTC (rev 101)
@@ -930,7 +930,7 @@
 {
 
   int br=0, in=1;
-  double ans=0.0, tol=0.000001, x0=UMIN, x1=UMAX, fl, fh, val;
+  double ans=0.0, tol=UMIN, x0=UMIN, x1=UMAX, fl, fh, val;
   //Rprintf("family in HNumInv: %d\n", *family);
   Hfunc1(family,&in,&x0,v,theta,nu,&fl); fl -= *u; 
   Hfunc1(family,&in,&x1,v,theta,nu,&fh); fh -= *u;



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