Changeset 1003

Timestamp:

05/27/10 13:08:38 (14 years ago)

Author:

smidl

Message:

corrections in ARX

Location:

library/bdm

Files:

• estim/arx.cpp (modified) (6 diffs)
• estim/arx.h (modified) (3 diffs)
• stat/exp_family.h (modified) (1 diff)

library/bdm/estim/arx.cpp

@@ -92 +92 @@
 }
 
-enorm<ldmat>* ARX::epredictor ( const vec &rgr ) const {
+enorm<ldmat>* ARX::epredictor ( const vec &cond ) const {
+        bdm_assert_debug ( cond.length() == rgrlen , "ARX::epredictor cond is of size "+num2str(cond.length())+" expected dimension is "+num2str(rgrlen) );
+        
         mat mu ( dimy, posterior()._V().rows() - dimy );
         mat R ( dimy, dimy );
 
+        vec ext_rgr;
+        if (have_constant){
+                ext_rgr = concat(cond,vec_1(1.0));
+        } else {
+                ext_rgr = cond;
+        }
+        
         enorm<ldmat>* tmp;
         tmp = new enorm<ldmat> ( );
@@ -106 +115 @@
         //R*=nu/(nu-2);
         if (mu.cols()>0) {// nonempty egiw
-                mat p_mu = mu.T() * rgr;        //the result is one column
+                mat p_mu = mu.T() * ext_rgr;    //the result is one column
                 tmp->set_parameters ( p_mu.get_col ( 0 ), ldmat ( R ) );
         } else {
@@ -114 +123 @@
                 tmp->set_rv(yrv);
         return tmp;
-}
-
-enorm<ldmat>* ARX::epredictor() const {
-        bdm_assert_debug ( dimy == posterior()._V().rows() - 1, "Regressor is not only 1" );
-        return epredictor ( vec_1 ( 1.0 ) );
 }
 
@@ -208 +212 @@
 }
 
-ivec ARX::structure_est ( egiw est0 ) {
+ivec ARX::structure_est ( const egiw &est0 ) {
         ivec ind = linspace ( 1, est.dimension() - 1 );
         egiw_bestbelow ( est, est0, est.lognc() - est0.lognc(), ind );
@@ -216 +220 @@
 
 
-ivec ARX::structure_est_LT ( egiw est0 ) {
+ivec ARX::structure_est_LT ( const egiw &est0 ) {
         //some stuff with beliefs etc.
         ivec belief = vec_1 ( 2 );        // default belief
@@ -251 +255 @@
         //init
         shared_ptr<egiw> pri = UI::build<egiw> ( set, "prior", UI::optional );
-        if (pri)
+        if (pri){
                 set_prior(pri.get());
+        } else {
+                shared_ptr<egiw> post = UI::build<egiw> ( set, "posterior", UI::optional );
+                set_prior(post.get());
+        }
+                
         
         shared_ptr<egiw> alt = UI::build<egiw> ( set, "alternative", UI::optional );

library/bdm/estim/arx.h

@@ -92 +92 @@
         //! Conditioned version of the predictor
         enorm<ldmat>* epredictor ( const vec &rgr ) const;
-        //! Predictor for empty regressor
-        enorm<ldmat>* epredictor() const;
         //! conditional version of the predictor
         template<class sq_T>
@@ -102 +100 @@
         mlstudent* predictor_student() const;
         //! Brute force structure estimation.\return indices of accepted regressors.
-        ivec structure_est ( egiw Eg0 );
+        ivec structure_est ( const egiw &Eg0 );
         //! Smarter structure estimation by Ludvik Tesar.\return indices of accepted regressors.
-        ivec structure_est_LT ( egiw Eg0 );
+        ivec structure_est_LT ( const egiw &Eg0 );
         //! reduce to
         void reduce_structure(ivec &inds_in_V){
@@ -150 +148 @@
                 // When statistics is defined, it has priority
                 if(posterior()._dimx()>0) {//statistics is assigned
-                        dimy = posterior()._dimx()>0;
+                        dimy = posterior()._dimx();
                         rgrlen=posterior()._V().rows() - dimy - int ( have_constant == true );
                         dimc = rgrlen;

library/bdm/stat/exp_family.h

@@ -639 +639 @@
                 UI::save( &est, set, "prior" );
         }
+        void from_setting (const Setting &set )  {
+                BMEF::from_setting ( set );
+                UI::get( est, set, "prior" );
+        }
 };
 UIREGISTER( multiBM );