Changeset 170 for bdm/estim/arx.cpp

Timestamp:

09/24/08 13:07:50 (16 years ago)

Author:

smidl

Message:

Mixtures of EF and related changes to libEF and BM

Files:

• bdm/estim/arx.cpp (modified) (4 diffs)

bdm/estim/arx.cpp

@@ -3 +3 @@
 using namespace itpp;
 
-void ARX::bayes ( const vec &dt ) {
+void ARX::bayes ( const vec &dt, const double w ) {
         double lnc;
 
-        if (frg<1.0) {
-                V*=frg;
-                nu*=frg;
-                if (evalll) {
+        if ( frg<1.0 ) {
+                est.pow ( frg );
+                if ( evalll ) {
                         last_lognc = est.lognc();
                 }
         }
-        V.opupdt ( dt,1.0);
-        nu+=1.0;
+        V.opupdt ( dt,w );
+        nu+=w;
 
         if ( evalll ) {
@@ -20 +19 @@
                 ll = lnc - last_lognc;
                 last_lognc = lnc;
-                tll +=ll;
         }
 }
 
+double ARX::logpred ( const vec &dt ) const {
+        egiw pred ( est );
+        ldmat &V=pred._V();
+        double &nu=pred._nu();
+
+        double lll;
+
+        if ( frg<1.0 ) {
+                pred.pow ( frg );
+                lll = pred.lognc();
+        }
+        else 
+                if(evalll){lll=last_lognc;}else{lll=pred.lognc();}
+
+        V.opupdt ( dt,1.0 );
+        nu+=1.0;
+
+        return pred.lognc()-lll;
+}
+
+BM* ARX::_copy_ ( bool changerv) {
+        ARX* Tmp=new ARX ( *this );
+        if ( changerv ) {Tmp->rv.newids(); Tmp->est._renewrv(Tmp->rv);}
+        return Tmp;
+}
+
+void ARX::set_statistics ( const BMEF* B0 ) {
+        const ARX* A0=dynamic_cast<const ARX*> ( B0 );
+
+        it_assert_debug ( V.rows() ==A0->V.rows(),"ARX::set_statistics Statistics  differ" );
+        set_parameters ( A0->V,A0->nu );
+}
 /*! \brief Return the best structure
 @param Eg a copy of GiW density that is being examined
@@ -48 +78 @@
 
 
-cout << "bb:(" << indeces <<") ll=" << Egll <<endl;
+        cout << "bb:(" << indeces <<") ll=" << Egll <<endl;
 
         //try to remove only one rv
@@ -62 +92 @@
                 tmpll = Eg.lognc()-Eg0.lognc(); // likelihood is difference of norm. coefs.
 
-cout << "i=(" << i <<") ll=" << tmpll <<endl;
-                
+                cout << "i=(" << i <<") ll=" << tmpll <<endl;
+
                 //
                 if ( tmpll > Egll ) { //increase of the likelihood