Changeset 170 for tests

Timestamp:

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

Author:

smidl

Message:

Mixtures of EF and related changes to libEF and BM

Location:

tests

Files:

• arx_test.cpp (modified) (1 diff)
• test0.cpp (modified) (1 diff)
• testKF.cpp (modified) (3 diffs)
• testKF_QR.cpp (modified) (1 diff)
• testSmp.cpp (modified) (2 diffs)

tests/arx_test.cpp

@@ -11 +11 @@
         vec th("0.8 -0.3 0.4 0.01");
         int ord=th.length();
-        double sqr=1;
+        double sqr=0.1;
         
         //Test constructor
-        mat V0 = 0.001*eye(ord+1); V0(0.0)*= 10; //
+        mat V0 = 0.00001*eye(ord+1); V0(0.0)*= 10; //
         double nu0 = ord+1;
         
-        RV thr("{theta_and_r }");
+        RV thr("{theta_and_r }",vec_1(ord+1));
         ARX Ar(thr, V0, nu0);
-        epdf& Ar_ep = Ar._epdf();
-        
+        const epdf& Ar_ep = Ar._epdf();
+                                
         //Test estimation
-        int ndat = 1000;
+        int ndat = 10000;
         int t,j;
         vec Yt(ndat);

tests/test0.cpp

@@ -4 +4 @@
 #include "../bdm/math/chmat.h"
 
+#include <vector>
 using namespace itpp;
 

tests/testKF.cpp

@@ -57 +57 @@
         KF.set_parameters(A,B,C,D,chmat(R),chmat(Q));
         KF.set_est(mu0,chmat(P0) ); //prediction!
-        epdf& KFep = KF._epdf();
+        const epdf& KFep = KF._epdf();
         mat Xt(dimx,Ndat);      
         Xt.set_col( 0,KFep.mean() );
@@ -66 +66 @@
         KFf.set_parameters(A,B,C,D,ldmat(R),ldmat(Q));
         KFf.set_est(mu0,ldmat(P0) );
-        epdf& KFfep = KFf._epdf();
+        const   epdf& KFfep = KFf._epdf();
         mat Xtf(dimx,Ndat);     
         Xtf.set_col( 0,KFfep.mean() );
@@ -82 +82 @@
         KFE.set_parameters(&fxu,&hxu,Q,R);
         KFE.set_est(mu0,chmat(P0));
-        epdf& KFEep = KFE._epdf();
+        const epdf& KFEep = KFE._epdf();
         mat XtE(dimx,Ndat);     
         XtE.set_col( 0,KFEep.mean() );

tests/testKF_QR.cpp

@@ -65 +65 @@
         epdf& pfinit=evolQR._epdf();
         KF_QR.set_est(pfinit);
-        epdf& mpost=KF_QR._epdf();
-        epdf& mposttr=KFtr._epdf();
+        const epdf& mpost=KF_QR._epdf();
+        const epdf& mposttr=KFtr._epdf();
 
         XQRt.set_col( 0,mpost.mean());

tests/testSmp.cpp

@@ -99 +99 @@
         cout << "======= EProd ======== " << endl;
         // we have to change eG.rv to y
-        eG._rv()= y; 
+        egamma eGy(x);
+        eGy.set_parameters(a,b);
         //create array 
         Array<mpdf*> A(2);
         mepdf meN(eN);
-        mepdf meG(eG);
+        mepdf meG(eGy);
         A(0) = &meN;
         A(1) = &meG;
@@ -114 +115 @@
         vec v0=vec(0);
         Smp = eP.samplecond(v0,lik,N);
-        disp(concat(eN.mean(),eG.mean()), epV,Smp);
+        disp(concat(eN.mean(),eGy.mean()), epV,Smp);
         
         //Exit program: