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

Timestamp:

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

Author:

smidl

Message:

Compilation and minor extensions

Files:

• library/bdm/estim/arx.h (modified) (2 diffs)

library/bdm/estim/arx.h

@@ -162 +162 @@
 
         --- optional ---
-        V0  = [1 0;0 1];                           // Initial value of information matrix V
-          --- OR ---
-        dV0 = [1e-3, 1e-5, 1e-5, 1e-5];            // Initial value of diagonal of information matrix V
-                                                                                           // default: 1e-3 for rv, 1e-5 for rgr
-        nu0 = 6;                                                   // initial value of nu, default: rgrlen + 2
+        prior = {class='egiw',...};                // Prior density, when given default is used instead
+        alternative = {class='egiw',...};          // Alternative density in stabilized estimation, when not given prior is used
+        
         frg = 1.0;                                 // forgetting, default frg=1.0
 
@@ -178 +176 @@
                 bdm_assert(dimx == _yrv._dsize(), "RVs of parameters and regressor do not match");
                 
+        }
+        //! function sets prior and alternative density 
+        void set_prior(const RV &drv, egiw &prior){
+                //TODO check ranges in RV and build prior
+        };
+        //! build default prior and alternative when all values are set
+        void set_prior_default(egiw &prior){
+                //assume 
+                vec dV0(prior._V().rows());
+                dV0.set_subvector(0,prior._dimx()-1, 1.0);
+                dV0.set_subvector(prior._dimx(),dV0.length()-1, 1e-5);
+                
+                prior.set_parameters(prior._dimx(),ldmat(dV0));
         }
 };