Changeset 1036

Timestamp:

06/03/10 08:38:21 (14 years ago)

Author:

dedecius

Message:

slightly improved documentation of ARXpartialforg

Files:

• library/bdm/estim/arx.h (modified) (1 diff)

library/bdm/estim/arx.h

@@ -234 +234 @@
 Implements partial forgetting when <tt>bayes(const vec &yt, const vec &cond=empty_vec)</tt> is called, where \c cond is a vector <em>(regressor', forg.factor')</em>.
 
-Note, that the weights have the same order as hypotheses, following this scheme:
+Note, that the weights have the same order as hypotheses in partial forgetting, and follow this scheme:
 \li 0 means that the parameter doesn't change,
 \li 1 means that the parameter varies.
 
 The combinations of parameters are described binary:
-\f[
-  0, 0, 0\ldots \\
-  1, 0, 0\ldots \\
-  0, 1, 0\ldots \\
-  1, 1, 0\ldots \\
-  \ldots
-\f]
-where each n-th column has altering 1's and 0's in n-tuples, n = 0,...,number of params. Hence, the first forg. factor relates to the situation when no parameter changes, the second one when the first parameter changes etc.
+\f{bmatrix}[
+  0 & 0 & 0 & \ldots \\
+  1 & 0 & 0 & \ldots \\
+  0 & 1 & 0 & \ldots \\
+  1 & 1 & 0 & \ldots \\
+  \vdots & \vdots & \vdots & \vdots 
+\f{bmatrix}]
+Notice, that each n-th column has altering n-tuples of 1's and 0's, n = 0,...,number of params. Hence, the first forg. factor relates to the situation when no parameter changes, the second one when the first parameter changes etc.
 
 See ARX class for more information about ARX.