Changeset 1164

Timestamp:

08/27/10 16:54:06 (14 years ago)

Author:

smidl

Message:

fix arxg

Files:

• applications/bdmtoolbox/sandbox/mpf_arx_2.m (modified) (3 diffs)
• library/bdm/estim/arx_ext.h (modified) (1 diff)

applications/bdmtoolbox/sandbox/mpf_arx_2.m

@@ +1 @@
+clear all
 y = RV('y',2);
 
@@ -10 +11 @@
 g2.B     = [1;0];
 
-fy.class = 'mgnorm<chmat>';
+g=g2;
+
+fy.class = 'mgnorm<ldmat>';
 fy.R = 0.1*eye(2);
 fy.g = g;
@@ -25 +28 @@
 %%%%% Estimator
 E.class = 'ARXg';
-E.rv = y;
+E.yrv = y;
 E.rgr = RVtimes(y,-1);
 E.dimx=2;
-E.frg=0.99;
+E.frg=0.999;
 E.constant = 1;
 E.g = g;

library/bdm/estim/arx_ext.h

@@ -48 +48 @@
         int dimc_store =dimc;
         dimc =0;
+                int rgrlen_store = rgrlen;
+                rgrlen =0;
         ARX::bayes_weighted(yt - g->eval(cond), empty_vec, w);
         dimc = dimc_store;
+                rgrlen=rgrlen_store;
     };
     //!@}