Changeset 1177

Timestamp:

09/02/10 14:40:51 (14 years ago)

Author:

smidl

Message:

hack for ARX

Files:

• library/bdm/estim/particles.h (modified) (2 diffs)

library/bdm/estim/particles.h

@@ -679 +679 @@
         public:
                 NoiseParticleXY():est(*this) {};
-                NoiseParticleXY(const NoiseParticleXY &m2):BM(m2),est(*this),h(m2.h),g(m2.g), rvx(m2.rvx),rvxc(m2.rvxc),rvyc(m2.rvyc) {
+                NoiseParticleXY(const NoiseParticleXY &m2):BM(m2),est(*this),g(m2.g),h(m2.h), rvx(m2.rvx),rvxc(m2.rvxc),rvyc(m2.rvyc) {
                         bmx = m2.bmx->_copy();
                         bmy = m2.bmy->_copy();
@@ -729 +729 @@
                         x2h.filldown(xt,h_args);
                         cond2h.filldown(cond,h_args);
-                        
-                        bmy->bayes(h->eval(h_args)-dt);
-                        ll= bmy->_ll();
+
+                        vec z_y =h->eval(h_args)-dt;
+                        ARX *abm = dynamic_cast<ARX*>(bmy.get());
+                        double ll2;
+                        if (abm){ //ARX
+                                shared_ptr<epdf> pr_y(abm->epredictor_student(empty_vec));
+                                ll2=pr_y->evallog(z_y);
+                        } else{
+                                shared_ptr<epdf> pr_y(bmy->epredictor(empty_vec));
+                                ll2=pr_y->evallog(z_y);
+                        }
+                        
+                        bmy->bayes(z_y);
+                        // test _lls
+                        ll= ll2;//bmy->_ll();
                 }
                 void from_setting(const Setting &set) {