- Timestamp:
- 09/10/09 17:38:09 (15 years ago)
- Location:
- library/bdm
- Files:
-
- 3 modified
Legend:
- Unmodified
- Added
- Removed
-
library/bdm/CMakeLists.txt
r586 r606 6 6 math/functions.cpp math/functions.h) 7 7 SET(bdm_stat stat/exp_family.cpp stat/exp_family.h stat/emix.cpp stat/emix.h stat/merger.h stat/merger.cpp) 8 SET(bdm_estim estim/kalman.cpp estim/kalman.h estim/particles.cpp estim/particles.h estim/arx.cpp estim/arx.h estim/ mixtures.cpp estim/mixtures.h)8 SET(bdm_estim estim/kalman.cpp estim/kalman.h estim/particles.cpp estim/particles.h estim/arx.cpp estim/arx.h estim/arx_straux.cpp estim/mixtures.cpp estim/mixtures.h) 9 9 SET(bdm_ctrl design/ctrlbase.cpp design/ctrlbase.h) 10 10 SET(bdm_user_info base/libconfig/libconfigcpp.cc base/libconfig/grammar.c base/libconfig/libconfig.c base/libconfig/scanner.c -
library/bdm/estim/arx_straux.cpp
r585 r606 3 3 namespace bdm { 4 4 5 ivec straux1(ldmat Ld, double nu, ldmat Ld0, double nu0/*, ivec belief, int nbest, int max_nrep, double lambda, int order_k, ivec &rgrsout*/);{ 5 struct str_aux { 6 vec d0; 7 double nu0; 8 mat L0; 9 mat L; 10 vec d; 11 double nu; 12 ivec strL; // Current structure of L and d 13 ivec strRgr; // Structure elements currently inside regressor (after regressand) 14 ivec strMis; // structure elements, that are currently outside regressor (before regressand) 15 int posit1; // regressand position 16 int nbits; // number of bits available in double 17 int bitstr; 18 double loglik; // loglikelihood 19 }; 20 21 ivec straux1(ldmat Ld, double nu, ldmat Ld0, double nu0, ivec belief, int nbest, int max_nrep, double lambda, int order_k, ivec &rgrsout){ 6 22 // see utia_legacy/ticket_12/ implementation and str_test.m 7 23 8 return ivec(); 24 const mat &L = Ld._L(); 25 const vec &d = Ld._D(); 26 27 const mat &L0 = Ld0._L(); 28 const vec &d0 = Ld0._D(); 29 30 int n_data = d.length(); 31 32 ivec belief_out = find(belief==4)+1; // we are avoiding to put this into regressor 33 ivec belief_in = find(belief==1)+1; // we are instantly keeping this in regressor 34 35 str_aux full; 36 37 full.d0 = d0; 38 full.nu0 = nu0; 39 full.L0 = L0; 40 full.L = L; 41 full.d = d; 42 full.nu = nu; 43 full.strL = linspace(1,n_data); 44 full.strRgr = linspace(2,n_data); 45 full.strMis = ivec(0); 46 full.posit1 = 1; 47 //full.nbits = floor(log2(bitmax))-1; //!!!!!!! 48 9 49 } 10 50 51 52 11 53 } -
library/bdm/estim/arx_straux.h
r585 r606 17 17 18 18 //! Rplication of Ludvik Tesar original straux1 from mixtools straux1 19 ivec straux1(ldmat Ld, double nu, ldmat Ld0, double nu0 /*, ivec belief, int nbest, int max_nrep, double lambda, int order_k, ivec &rgrsout*/);19 ivec straux1(ldmat Ld, double nu, ldmat Ld0, double nu0, ivec belief, int nbest, int max_nrep, double lambda, int order_k, ivec &rgrsout); 20 20 21 21 }