Changeset 665 for library/bdm/estim/arx.cpp

Timestamp:

10/19/09 22:24:45 (15 years ago)

Author:

smidl

Message:

Compilation and minor extensions

Files:

• library/bdm/estim/arx.cpp (modified) (4 diffs)

library/bdm/estim/arx.cpp

@@ -6 +6 @@
                 
         if ( frg < 1.0 ) {
-                est.pow ( frg );
+                est.pow ( frg ); // multiply V and nu
                 
                 //stabilize
-                ldmat V0(eye(V.rows()));
-                V0*=(1-frg)*1e-3;
+                ldmat V0=alter_est._V(); //$ copy
+                double &nu0=alter_est._nu();
+                V0*=(1-frg);
                 V += V0; //stabilization
-                nu +=(1-frg)*(0.1 + V.rows() + 1* dimx + 2);
-                
-                // recompute loglikelihood of "prior"
+                nu +=(1-frg)*nu0;
+                
+                // recompute loglikelihood of new "prior"
                 if ( evalll ) {
                         last_lognc = est.lognc();
@@ -219 +220 @@
         int rgrlen = rrv->_dsize();
         
+        dimx = ylen;
         set_rv ( *yrv, *rrv );
         
@@ -234 +236 @@
 
         //init
-        mat V0;
-        vec dV0;
-        if (!UI::get(V0, set, "V0",UI::optional)){
-                if ( !UI::get ( dV0, set, "dV0" ) )
-                        dV0 = concat ( 1e-3 * ones ( ylen ), 1e-5 * ones ( rgrlen ) );
-                V0 = diag ( dV0 );
-        }
-        double nu0;
-        if ( !UI::get ( nu0, set, "nu0" ) )
-                nu0 = rgrlen + ylen + 2;
+        shared_ptr<egiw> pri=UI::build<egiw>(set, "prior", UI::optional);
+        if (pri) {
+                bdm_assert(pri->_dimx()==ylen,"prior is not compatible");
+                bdm_assert(pri->_V().rows()==ylen+rgrlen,"prior is not compatible");
+                est.set_parameters( pri->_dimx(),pri->_V(), pri->_nu());
+        }else{
+                est.set_parameters( ylen, zeros(ylen+rgrlen));
+                set_prior_default(est);
+        }
+                
+        shared_ptr<egiw> alt=UI::build<egiw>(set, "alternative", UI::optional);
+        if (alt) {
+                bdm_assert(alt->_dimx()==ylen,"alternative is not compatible");
+                bdm_assert(alt->_V().rows()==ylen+rgrlen,"alternative is not compatible");
+                alter_est.set_parameters( alt->_dimx(),alt->_V(), alt->_nu());
+        } else {
+                alter_est = est;
+        }
 
         double frg;
@@ -250 +260 @@
 
         set_parameters ( frg );
-        set_statistics ( ylen, V0, nu0 );
         
         //name results (for logging)