Changeset 1379 for applications/robust/main.cpp

Timestamp:

07/15/11 20:26:08 (13 years ago)

Author:

sindj

Message:

Prepracovani integrace v robustlib.cpp, zjednoduseni, zesymetrizovani. Nevim jestli funguje, nutno overit a vyzkouset testovani hypotez a integraci na jednicku (u normalizacnich faktoru).JS

Files:

• applications/robust/main.cpp (modified) (9 diffs)

applications/robust/main.cpp

@@ -28 +28 @@
 
 const int max_model_order = 2;
-const double apriorno=0.02;
+const double apriorno=0.005;
 
 /*
@@ -74 +74 @@
         // problematic.
         RARX* my_rarx; //vzmenovane parametre pre triedu model
-        ARX* my_arx;
+        ARXwin* my_arx;
 
         bool has_constant;
@@ -110 +110 @@
                 {
                         my_rarx = NULL;
-                        my_arx  = new ARX();
+                        my_arx  = new ARXwin();
                         mat V0;
 
@@ -117 +117 @@
                                 V0  = apriorno * eye(ar_components.size()+2); //aj tu konst
                                 V0(0,0) = 1;
-                                my_arx->set_constant(true);     
-                                
+                                my_arx->set_constant(true);                             
                         }
                         else
@@ -129 +128 @@
                         }
 
-                        my_arx->set_statistics(1, V0); 
-                        //my_arx->set_parameters(window_size);
+                        my_arx->set_statistics(1, V0, V0.rows()+1);                     
+                        my_arx->set_parameters(window_size);
                         my_arx->validate();
                 }
@@ -445 +444 @@
         vector<vector<string>> strings;
 
-        char* file_string = "c:\\ar_cauchy_single"; 
+        char* file_string = "c:\\ar_normal_single"; // "c:\\dataTYClosePercDiff"; // 
 
         char dfstring[80];
@@ -485 +484 @@
         for(set<set<pair<int,int>>>::iterator model_type = model_types.begin();model_type!=model_types.end();model_type++)
         {// prechadza rozne typy kanalov, a poctu regresorov
-                for(int window_size = 100;window_size < 101;window_size++)
+                for(int window_size = 15;window_size < 16;window_size++)
                 {
                         models.push_back(new model((*model_type),true,true,window_size,0,&data_matrix));   // to su len konstruktory, len inicializujeme rozne typy
@@ -493 +492 @@
                 }
 
-                set<pair<int,int>> empty_list;
-                models.push_back(new model(empty_list,false,true,100,0,&data_matrix));
+                //set<pair<int,int>> empty_list;
+                //models.push_back(new model(empty_list,false,true,100,0,&data_matrix));
         }
         
@@ -508 +507 @@
                 {//posuvam s apo models, co je pole modelov urobene o cyklus vyssie. Teda som v case time a robim to tam pre vsetky typy modelov, kombinace regresorov
                         (*model_ref)->data_update(time); //pozret sa preco je toto tu nutne
+
+                        cout << "Updated." << endl;
                         //if (time = max_model_order) nazvy.push_back(models.model_ref]);// ako by som mohol dostat nazov modelu?