Changeset 577

Timestamp:

08/22/09 12:15:47 (15 years ago)

Author:

smidl

Message:

preparatory stuff for #12

Location:

library/bdm/estim

Files:

• arx.cpp (modified) (1 diff)
• arx.h (modified) (1 diff)

library/bdm/estim/arx.cpp

@@ -193 +193 @@
 }
 
+//! Rplication of Ludvik Tesar original straux1 from mixtools straux1
+ivec straux1(ldmat Ld, double nu, ldmat Ld0, double nu0/*, ivec belief, int nbest, int max_nrep, double lambda, int order_k, ivec &rgrsout*/){
+// see utia_legacy/ticket_12/ implementation and str_test.m
+}
+
+
+ivec ARX::structure_est_LT ( egiw est0 ) {
+        //some stuff with beliefs etc.
+        ivec ind = straux1(V,nu, est0._V(), est0._nu());
+        return ind;
+}
+
 void ARX::from_setting ( const Setting &set ) {
         shared_ptr<RV> yrv = UI::build<RV> ( set, "y", UI::compulsory );

library/bdm/estim/arx.h

@@ -106 +106 @@
         //! Brute force structure estimation.\return indeces of accepted regressors.
         ivec structure_est ( egiw Eg0 );
+        //! Smarter structure estimation by Ludvik Tesar.\return indeces of accepted regressors.
+        ivec structure_est_LT ( egiw Eg0 );
         //!@}