Changeset 270 for mpdm/merg_pred.cpp

Timestamp:

02/16/09 10:02:08 (16 years ago)

Author:

smidl

Message:

Changes in the very root classes!
* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

Files:

• mpdm/merg_pred.cpp (modified) (4 diffs)

mpdm/merg_pred.cpp

@@ -31 +31 @@
 
         //ARX constructor
-        mat V0 = 0.001*eye ( thri.count() ); V0 ( 0,0 ) *= 10; //
-        mat V0g = 0.001*eye ( thrg.count() ); V0g ( 0,0 ) *= 10; //
+        mat V0 = 0.001*eye ( thri._dsize() ); V0 ( 0,0 ) *= 10; //
+        mat V0g = 0.001*eye ( thrg._dsize() ); V0g ( 0,0 ) *= 10; //
         double nu0 = ord+6.0;
         double frg = 0.95;
 
-        ARX P1 ( thri, V0, nu0, frg );
-        ARX P2 ( thri, V0, nu0, frg );
-        ARX PG ( thrg, V0g, nu0, frg );
+        ARX P1; P1.set_statistics( 2, V0, nu0); P1.set_parameters(frg );
+        ARX P2;P1.set_statistics(2, V0, nu0); P2.set_parameters( frg );
+        ARX PG;PG.set_statistics(3, V0g, nu0);; PG.set_parameters( frg );
         //Test estimation
         int ndat = 200;
@@ -59 +59 @@
 
         Yt.set_subvector ( 0,randn ( ord ) ); //initial values
-        vec rgrg ( thrg.count() -1 ); // constant terms are in!
-        vec rgr1 ( thri.count() -1 );
-        vec rgr2 ( thri.count() -1 );
+        vec rgrg ( thrg._dsize() -1 ); // constant terms are in!
+        vec rgr1 ( thri._dsize() -1 );
+        vec rgr2 ( thri._dsize() -1 );
 
         vec PredLLs ( 5 );
@@ -83 +83 @@
                         // Test predictors
                         if ( t>2 ) {
-                                        mlnorm<ldmat>* P1p = P1.predictor ( y,concat ( ym,u1 ) );
-                                        mlnorm<ldmat>* P2p = P2.predictor ( y,concat ( ym,u2 ) );
-                                        mlnorm<ldmat>* Pgp = PG.predictor ( y,concat ( ym,uu ) );
+                                        mlnorm<ldmat>* P1p = P1.predictor();// ( y,concat ( ym,u1 ) );
+                                        mlnorm<ldmat>* P2p = P2.predictor();// ( y,concat ( ym,u2 ) );
+                                        mlnorm<ldmat>* Pgp = PG.predictor();// ( y,concat ( ym,uu ) );
 
                                         Array<mpdf*> A ( 2 ); A ( 0 ) =P1p;A ( 1 ) =P2p;
                                         merger M ( A );
-                                        enorm<ldmat> g0 ( concat ( yy,uu ) ); g0.set_parameters ( "0 0 0 0 ",3*eye ( 4 ) );
+                                        enorm<ldmat> g0;g0.set_rv ( concat ( yy,uu ) ); g0.set_parameters ( "0 0 0 0 ",3*eye ( 4 ) );
                                         M.set_parameters ( 1e8, 101,1 );
                                         M.merge ( &g0 );
@@ -107 +107 @@
                                 {
                                         ARX* Apred = ( ARX* ) M._Mix()._Coms ( 0 );
-                                        enorm<ldmat>* MP= Apred->predictor ( concat ( yy,uu ) );
+                                        enorm<ldmat>* MP= Apred->epredictor ();//( concat ( yy,uu ) );
                                         enorm<ldmat>* mP1p = ( enorm<ldmat>* ) MP->marginal ( concat ( yy,u1 ) );
                                         enorm<ldmat>* mP2p = ( enorm<ldmat>* ) MP->marginal ( concat ( yy,u2 ) );