Changeset 964 for library/bdm/estim/arx.cpp

Timestamp:

05/21/10 00:44:04 (14 years ago)

Author:

smidl

Message:

Corrections in ARX and PF

Files:

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

library/bdm/estim/arx.cpp

@@ -4 +4 @@
 void ARX::bayes_weighted ( const vec &yt, const vec &cond, const double w ) {
 
-        bdm_assert_debug ( yt.length() >= dimy, "ARX::bayes yt is smaller then dimc" );
-        bdm_assert_debug ( cond.length() >= dimc, "ARX::bayes cond is smaller then dimc" );
+        bdm_assert_debug ( yt.length() == dimy, "ARX::bayes yt is smaller then dimensiony()" );
+        bdm_assert_debug ( (cond.length() == rgrlen - int(have_constant==true)) , "ARX::bayes dimension of cond is not rgrlen" );
         double lnc;
         //cache
@@ -217 +217 @@
         BMEF::from_setting(set);
         
-        shared_ptr<RV> yrv_ = UI::build<RV> ( set, "rv", UI::compulsory );
-        shared_ptr<RV> rrv = UI::build<RV> ( set, "rgr", UI::compulsory );
-        dimy = yrv_->_dsize();
+        RV rrv; 
+        UI::get (rrv, set, "rgr", UI::compulsory );
+        
+        dimy = yrv._dsize();
+        bdm_assert(dimy>0,"ARX::yrv should not be empty");
         // rgrlen - including constant!!!
-        dimc = rrv->_dsize();
-
-        yrv = *yrv_;
-        rvc = *rrv;
+        rgrlen = rrv._dsize();
 
         int constant;
@@ -232 +231 @@
                 have_constant = constant > 0;
         }
-        int rgrlen = dimc + int ( have_constant == true );
+        dimc = rgrlen;
+        rvc = rrv;
+        rgrlen += int ( have_constant == true );
 
         //init
@@ -259 +260 @@
         // frg handled by BMEF
 
-        //name results (for logging)
-        shared_ptr<RV> rv_par = UI::build<RV> ( set, "rv_param", UI::optional );
-        if ( !rv_par ) {
-                est.set_rv ( RV ( "{theta r }", vec_2 ( dimy*rgrlen, dimy*dimy ) ) );
-        } else {
-                est.set_rv ( *rv_par );
-        }       
-}
-
-}
-
+}
+
+}
+