Changeset 1176 for library/tests/stresssuite

Timestamp:

09/02/10 14:40:42 (14 years ago)

Author:

smidl

Message:

student epredictor in ARX

Location:

library/tests/stresssuite

Files:

• arx_elem_stress.cpp (modified) (1 diff)
• arx_stress.cpp (modified) (1 diff)

library/tests/stresssuite/arx_elem_stress.cpp

@@ -39 +39 @@
     X2.set_row ( 0, x );
 
-    mlstudent* Ap = Ar.predictor_student();
+    mlstudent* Ap = Ar.predictor();
     vec Ap_x = Ap->evallogcond_mat ( X, empty_vec );
     vec ll_x = Ar.logpred_mat ( X2 , empty_vec);

library/tests/stresssuite/arx_stress.cpp

@@ -55 +55 @@
 
         // Build predictor
-        mlstudent*      Pr = Ar.predictor_student ( );
-        // Test similarity of likelihoods from the Bayes rule and the predictor
+        mlstudent*      Pr = Ar.predictor ( );
+                estudent<ldmat>*        PrS = Ar.epredictor_student (rgr );
+                
+                cout << "m1: " << Pr->_A()*rgr+Pr->_mu_const() << 
+                " v1:" << Pr->e()._R();
+                cout << "ms: " << PrS->mean() << " vs:" << PrS->variance()  << 
+                " del:" << PrS->_delta() <<endl;
+                
+                // Test similarity of likelihoods from the Bayes rule and the predictor
         cout << "BR log-lik: " << Ar._ll();
-        cout << " , predictor ll: " <<  Pr->evallogcond ( vec_1 ( Yt ( t ) ), rgr )  << endl;
-        delete Pr;
-    }
+                cout << " , predictor ll: " <<  Pr->evallogcond ( vec_1 ( Yt ( t ) ), rgr );
+                cout << " , epredictor_student ll: " <<  PrS->evallog ( vec_1 ( Yt ( t ) ) )  << endl;
+                delete Pr;
+                delete PrS;
+        }
     //print posterior moments
     cout << "posterior mean: " << f_thr.mean() << endl;