Changeset 1015 for library/bdm/stat

Timestamp:

05/27/10 23:08:07 (14 years ago)

Author:

smidl

Message:

UI for ldmat - use it in egiw

Location:

library/bdm/stat

Files:

• exp_family.cpp (modified) (4 diffs)
• exp_family.h (modified) (1 diff)

library/bdm/stat/exp_family.cpp

@@ -20 +20 @@
 void egiw::set_parameters ( int dimx0, ldmat V0, double nu0 ) {
         dimx = dimx0;
-        nPsi = V0.rows() - dimx;
-
+        nPsi = V0.rows()-dimx;
         V = V0;
         if ( nu0 < 0 ) {
@@ -323 +322 @@
                         nu = -1;
                 }
-                mat V;
-                if ( !UI::get ( V, set, "V", UI::optional ) ) {
-                        vec dV;
-                        UI::get ( dV, set, "dV", UI::compulsory );
-                        set_parameters ( dimx, ldmat ( dV ), nu );
-
-                } else {
-                        set_parameters ( dimx, V, nu );
+                mat Vful;
+                if (!UI::get(V, set, "V", UI::optional)){
+                        if ( !UI::get ( Vful, set, "V", UI::optional ) ) {
+                                vec dV;
+                                UI::get ( dV, set, "dV", UI::compulsory );
+                                set_parameters ( dimx, ldmat ( dV ), nu );
+
+                        } else {
+                                set_parameters ( dimx, Vful, nu );
+                        }
                 }
         }
@@ -337 +338 @@
                 epdf::to_setting ( set );
                 UI::save ( dimx, set, "dimx" );
-                UI::save ( V.to_mat(), set, "V" );
+                UI::save ( V, set, "V" );
                 UI::save ( nu, set, "nu" );
         };
@@ -343 +344 @@
 void egiw::validate() {
         eEF::validate();
+        nPsi = V.rows() - dimx;
         dim = dimx * ( dimx + nPsi );   
+        
+        if ( nu < 0 ) {
+                nu = 0.1 + nPsi + 2 * dimx + 2; // +2 assures finite expected value of R
+                // terms before that are sufficient for finite normalization
+        }
         
             // check sizes, rvs etc.

library/bdm/stat/exp_family.h

@@ -443 +443 @@
         \code
         class = 'egiw';
-        V     = [];               // square matrix
-        dV    = [];               // vector of diagonal of V (when V not given)
-        nu    = [];               // scalar \nu ((almost) degrees of freedom)
+        V.L     = [];             // L part of matrix V
+        V.D     = [];             // D part of matrix V
+        -or- V  = []              // full matrix V
+        -or- dV = [];               // vector of diagonal of V (when V not given)
+        nu      = [];               // scalar \nu ((almost) degrees of freedom)
                                                           // when missing, it will be computed to obtain proper pdf
-        dimx  = [];               // dimension of the wishart part
+        dimx    = [];               // dimension of the wishart part
         rv = RV({'name'})         // description of RV
         rvc = RV({'name'})        // description of RV in condition
-        log_level = 'tri';                // set the level of logged details
         \endcode