Changeset 973

Timestamp:

05/23/10 11:40:38 (14 years ago)

Author:

smidl

Message:

New prior in ARX

Location:

library/bdm/estim

Files:

• arx.cpp (modified) (3 diffs)
• arx.h (modified) (1 diff)

library/bdm/estim/arx.cpp

@@ -103 +103 @@
         //correction for student-t  -- TODO check if correct!!
         //R*=nu/(nu-2);
-        mat p_mu = mu.T() * rgr;        //the result is one column
-        tmp->set_parameters ( p_mu.get_col ( 0 ), ldmat ( R ) );
+        if (mu.cols()>0) {// nonempty egiw
+                mat p_mu = mu.T() * rgr;        //the result is one column
+                tmp->set_parameters ( p_mu.get_col ( 0 ), ldmat ( R ) );
+        } else {
+                tmp->set_parameters ( zeros( R.rows() ), ldmat ( R ) );
+        }
+        if (dimy==yrv._dsize())
+                tmp->set_rv(yrv);
         return tmp;
 }
@@ -237 +243 @@
         //init
         shared_ptr<egiw> pri = UI::build<egiw> ( set, "prior", UI::optional );
-        if ( pri ) {
-                bdm_assert ( pri->_dimx() == dimy, "prior is not compatible" );
-                bdm_assert ( pri->_V().rows() == dimy + rgrlen, "prior is not compatible" );
-                est.set_parameters ( pri->_dimx(), pri->_V(), pri->_nu() );
-                est.validate();
-        } else {
-                est.set_parameters ( dimy, zeros ( dimy + rgrlen ) );
-                est.validate();
-                set_prior_default ( est );
-        }
 
         shared_ptr<egiw> alt = UI::build<egiw> ( set, "alternative", UI::optional );
@@ -254 +250 @@
                 alter_est.set_parameters ( alt->_dimx(), alt->_V(), alt->_nu() );
                 alter_est.validate();
-        } else {
+        } 
+        // frg handled by BMEF
+
+}
+
+void ARX::set_prior(const epdf *pri){
+        const egiw * eg=dynamic_cast<const egiw*>(pri);
+        if ( eg ) {
+                bdm_assert ( eg->_dimx() == dimy, "prior is not compatible" );
+                bdm_assert ( eg->_V().rows() == dimy + rgrlen, "prior is not compatible" );
+                est.set_parameters ( eg->_dimx(), eg->_V(), eg->_nu() );
+                est.validate();
+        } else {
+                est.set_parameters ( dimy, zeros ( dimy + rgrlen ) );
+                est.validate();
+                set_prior_default ( est );
+        }
+        //check alternative
+        if (alter_est.dimension()!=dimension()){
                 alter_est = est;
         }
-
-        // frg handled by BMEF
-
-}
-
-}
-
+}
+}
+

library/bdm/estim/arx.h

@@ -149 +149 @@
         }
         //! function sets prior and alternative density
-        void set_prior ( const RV &drv, egiw &prior ) {
-                //TODO check ranges in RV and build prior
-        };
+        void set_prior ( const epdf *prior );
         //! build default prior and alternative when all values are set
         void set_prior_default ( egiw &prior ) {