Changeset 1266

Timestamp:

12/16/10 18:07:35 (14 years ago)

Author:

sindj

Message:

Dodelavani vypoctu integralu v polyhedronech. JS

Files:

• applications/robust/main.cpp (modified) (1 diff)
• applications/robust/robustlib.h (modified) (6 diffs)
• applications/trading_models/trading_models_lib.cpp (modified) (1 diff)
• applications/trading_models/trading_models_main.cpp (modified) (1 diff)
• library/bdm/estim/arx.h (modified) (1 diff)

applications/robust/main.cpp

@@ -16 +16 @@
         
         emlig* emlig1 = new emlig(3);
+
+        emlig1->set_correction_factors(3);
 
         //emlig1->step_me(0);

applications/robust/robustlib.h

@@ -415 +415 @@
 class emlig // : eEF
 {
-        vector<set<ivec>> correction_factors;
+        
 
         /// A statistic in a form of a Hasse diagram representing a complex of convex polyhedrons obtained as a result
@@ -628 +628 @@
 public: 
 
+        vector<set<ivec>> correction_factors;
+
         int number_of_parameters;
 
@@ -924 +926 @@
         }
 
-        vector<list<ivec>> get_correction_factors(int order)
+
+        void set_correction_factors(int order)
                 {
                         for(int remaining_order = correction_factors.size();remaining_order>order;remaining_order++)
@@ -931 +934 @@
                                 set<ivec> final_factors;
 
+                                
                                 for(int i = 1;i==number_of_parameters-order+1;i++)
-                                {
-                                        for(int j = 1;j==remaining_order;j++)
-                                        {
-                                                factor_templates.insert(zeros(number_of_parameters-order+2));
-
+                                {                                       
+                                        ivec new_template = vec_2(1,i);
+                                        //new_template[0]=1;
+                                        //new_template[1]=i;
+                                        //factor_templates.insert(new_template);
+
+                                        
+                                        for(int j = 1;j==remaining_order-1;j++)
+                                        {
+                                                
                                                 for(set<ivec>::iterator fac_ref = factor_templates.begin();fac_ref!=factor_templates.end();fac_ref++)
                                                 {
                                                         ivec current_template = (*fac_ref);
-
+                                                        
                                                         current_template[0]+=1;
-                                                        current_template[i]+=1;
-
+                                                        current_template.ins(current_template.size(),i);
+
+                                                        
                                                         if(current_template[0]==remaining_order)
                                                         {
-                                                                final_factors.insert(current_template.right(current_template.size()-1);
+                                                                final_factors.insert(current_template.right(current_template.size()-1));
                                                         }
                                                         else
@@ -952 +962 @@
                                                                 factor_templates.insert(current_template);
                                                         }
-                                                }                                       
+                                                }
                                         }
                                 }       
 
-                                correction_factors.push_back(final_factors);
+                                correction_factors.push_back(final_factors);                    
 
                         }
@@ -1276 +1286 @@
 };*/
 
-
+ bool ivec::operator>(const ivec &first, const ivec &second) 
+ {
+         int size1 = first.size();
+         int size2 = second.size();
+         
+         int counter1 = 0;
+         while(0==0)
+         {
+                 if(first[counter1]==0)
+                 {
+                        size1--;
+                 }
+                
+                 if(first[counter1]!=0)
+                         break;
+         }
+
+         int counter2 = 0;
+         while(0==0)
+         {
+                 if(second[counter2]==0)
+                 {
+                        size2--;
+                 }
+                
+                 if(second[counter2]!=0)
+                         break;
+         }
+
+         if(size1!=size2)
+         {
+                return size1>size2;
+         }
+         else
+         {
+                 for(int i = 0;i<size1;i++)
+                 {
+                         if(first[counter1+i]!=second[counter2+i])
+                         {
+                                return first[counter1+i]>second[counter2+i]
+                         }
+                 }
+
+                 return false;
+         }
+ }
 
 

applications/trading_models/trading_models_lib.cpp

@@ -1 @@
-#include "example_lib.h"
+#include "trading_models_lib.h"
 

applications/trading_models/trading_models_main.cpp

@@ -7 +7 @@
  */
 
-#include "example_lib.h"
+#include "trading_models_lib.h"
+#include "estim/arx.h"
+using namespace bdm;
 
-using namespace bdm;
+
 
 int main ( int argc, char* argv[] ) {
 
-        my_pdf mp;
-        return 0;
+        for(int i=0;i<10000;i++)
+        {
+                cout << i;
+        }
+         //prior
+    mat V0 = 0.00001 * eye ( 2 );
+    V0 ( 0, 0 ) = 0.1; //
+    ARX Ar;
+    Ar.set_statistics ( 1, V0 ); //nu is default (set to have finite moments)
+    Ar.set_constant ( true );
+    Ar.validate();
+    // forgetting is default: 1.0
+    mat Data = concat_vertical ( randn ( 1, 100 ), ones ( 1, 100 ) );
+    Ar.bayes_batch ( Data );
+
+
 }
 

library/bdm/estim/arx.h

@@ -61 +61 @@
     ARX ( const ARX &A0 ) : BMEF ( A0 ),  have_constant ( A0.have_constant ), dyad ( A0.dyad ),rgrlen(A0.rgrlen), est ( A0.est ), alter_est ( A0.alter_est ) { };
 
-    ARX* _copy() const;
+    ARX* _copy() const; 
 
     void set_frg ( double frg0 ) {