Changeset 32 for bdm/stat/libBM.cpp

Timestamp:

03/03/08 13:00:32 (16 years ago)

Author:

smidl

Message:

test KF : estimation of R in KF is not possible! Likelihood of y_t is growing when R -> 0

Files:

• bdm/stat/libBM.cpp (modified) (6 diffs)

bdm/stat/libBM.cpp

@@ -7 +7 @@
 using std::cout;
 
-void RV::init( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times, ivec in_obs ) {
+void RV::init( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times ) {
         //
         int i;
@@ -16 +16 @@
                 ( len != in_names.length() ) || \
                 ( len != in_sizes.length() ) || \
-                ( len != in_times.length() ) || \
-                ( len != in_obs.length() ) ) {
+                ( len != in_times.length() )) {
                 it_error( "RV::RV inconsistent length of input vectors." );
         }
@@ -25 +24 @@
         sizes = in_sizes;
         times = in_times;
-        obs = in_obs;
         size = 0;
         for(i=0;i<len;i++){size+=sizes(i);}
 };
 
-RV::RV ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times, ivec in_obs ) {
-        init ( in_ids, in_names, in_sizes, in_times, in_obs );
+RV::RV ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times ) {
+        init ( in_ids, in_names, in_sizes, in_times );
 }
 
-RV::RV () {};
+RV::RV () : size(0),len(0){};
+
+void RV::add (const RV &rv2) {
+        // TODO
+        size+=rv2.size;
+        len +=rv2.len;
+        ids=concat(ids,rv2.ids);
+        sizes=concat(sizes,rv2.sizes);
+        times=concat(times,rv2.times);
+        names=concat(names,rv2.names);
+//      return *this;
+};
 
 RV::RV ( ivec in_ids ) {
@@ -46 +55 @@
         }
 
-        init ( in_ids, A, ones_i( len ), zeros_i( len ), zeros_i( len ) );
+        init ( in_ids, A, ones_i( len ), zeros_i( len ) );
 }
 
 RV RV::subselect(ivec ind){
-        return RV(ids(ind), names(to_Arr(ind)), sizes(ind), times(ind), obs(ind));
+        return RV(ids(ind), names(to_Arr(ind)), sizes(ind), times(ind));
 }
 
@@ -56 +65 @@
 
 RV RV::operator()(ivec ind){
-        return RV(ids(ind), names(to_Arr(ind)), sizes(ind), times(ind), obs(ind));
+        return RV(ids(ind), names(to_Arr(ind)), sizes(ind), times(ind));
 }
 
@@ -77 +86 @@
         return indlist;
 }
+
+RV concat(const RV &rv1, const RV &rv2 ){
+        RV pom = rv1;
+        pom.add(rv2); 
+        return pom;
+}