1 | #include "estim/arx.h" |
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2 | #include "mat_checks.h" |
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3 | |
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4 | using namespace bdm; |
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5 | |
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6 | TEST ( arx_straux_test ) { |
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7 | |
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8 | UIFile F ( "arx_straux_test.cfg" ); |
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9 | |
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10 | Setting &tests=F.getRoot() ["tests"]; |
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11 | for ( int i=0;i<tests.getLength(); i++ ) { |
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12 | mat A; |
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13 | mat B; |
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14 | ivec o1_ok; |
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15 | UI::get ( A,tests[i],"A",UI::compulsory ); |
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16 | UI::get ( B,tests[i],"B",UI::compulsory ); |
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17 | UI::get ( o1_ok,tests[i],"o1",UI::compulsory ); |
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18 | |
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19 | //when updateing matrices do not forget to update CHECK_EQUAL below!!! |
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20 | |
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21 | ldmat Ld0 ( 3 ); Ld0.ldform ( A,ones ( A.rows() ) ); |
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22 | ldmat Ld1 ( 3 ); Ld1.ldform ( A+B,ones ( A.rows() ) ); |
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23 | |
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24 | |
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25 | ivec belief = vec_1 ( 2 ); // default belief |
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26 | int nbest = 3; // nbest: how many regressors are returned |
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27 | int nrep = 5; // nrep: number of random repetions of structure estimation |
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28 | double lambda = 0.9; |
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29 | int k=2; |
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30 | |
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31 | //[strout, rgrsout, statistics] = |
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32 | // straux1(L, d, nu, L0, d0, nu0, belief, nbest, max_nrep, lambda, |
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33 | // order_k); |
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34 | Array<str_aux> o2; |
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35 | ivec o1 = straux1 ( Ld1,20, Ld0, 10, belief, nbest, nrep, lambda, k, o2 ); |
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36 | |
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37 | //o1 is messed up in matlab's straux |
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38 | sort ( o1_ok ); |
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39 | sort ( o1 ); |
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40 | CHECK_EQUAL ( o1_ok, o1 ); |
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41 | } |
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42 | |
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43 | } |
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