Changeset 1009 for library/bdm/estim/arx.cpp

Timestamp:

05/27/10 23:07:16 (14 years ago)

Author:

smidl

Message:

changes in bayes_batch

Files:

• library/bdm/estim/arx.cpp (modified) (3 diffs)

library/bdm/estim/arx.cpp

@@ -3 +3 @@
 
 void ARX::bayes_weighted ( const vec &yt, const vec &cond, const double w ) {
-        bdm_assert_debug ( yt.length() == dimy, "ARX::bayes yt is of size "+num2str(yt.length())+" expected dimension is "+num2str(dimy) );
-        bdm_assert_debug ( cond.length() == rgrlen , "ARX::bayes cond is of size "+num2str(cond.length())+" expected dimension is "+num2str(rgrlen) );
+        bdm_assert_debug ( yt.length() == dimy, "BM::bayes yt is of size "+num2str(yt.length())+" expected dimension is "+num2str(dimy) );
+        bdm_assert_debug ( cond.length() == rgrlen , "BM::bayes cond is of size "+num2str(cond.length())+" expected dimension is "+num2str(rgrlen) );
         
         BMEF::bayes_weighted(yt,cond,w); //potential discount scheduling
@@ -46 +46 @@
 }
 
-double ARX::logpred ( const vec &yt ) const {
+double ARX::logpred ( const vec &yt, const vec &cond ) const {
         egiw pred ( est );
         ldmat &V = pred._V();
@@ -54 +54 @@
         vec dyad_p = dyad;
         dyad_p.set_subvector ( 0, yt );
-
+        dyad_p.set_subvector(dimy,cond);
+        
         if ( frg < 1.0 ) {
                 pred.pow ( frg );