Changeset 990

Timestamp:

05/26/10 18:42:26 (15 years ago)

Author:

smidl

Message:

ARX validate

Location:

library/bdm/estim

Files:

• arx.cpp (modified) (4 diffs)
• arx.h (modified) (3 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 dimensiony()" );
-        bdm_assert_debug ( (cond.length() == rgrlen - int(have_constant==true)) , "ARX::bayes dimension of cond is not rgrlen" );
+        bdm_assert_debug ( yt.length() == dimy, "ARX::bayes yt is of size "+num2str(yt.length())+" expected dimension is "+num2str(dimy) );
+        bdm_assert_debug ( cond.length() == rgrlen , "ARX::bayes cond is of size "+num2str(cond.length())+" expected dimension is "+num2str(rgrlen) );
         double lnc;
         //cache
@@ -227 +227 @@
         dimy = yrv._dsize();
         bdm_assert(dimy>0,"ARX::yrv should not be empty");
-        // rgrlen - including constant!!!
         rgrlen = rgr._dsize();
 
@@ -238 +237 @@
         dimc = rgrlen;
         rvc = rgr;
-        rgrlen += int ( have_constant == true );
 
         //init
         shared_ptr<egiw> pri = UI::build<egiw> ( set, "prior", UI::optional );
-
+        if (pri)
+                set_prior(pri.get());
+        
         shared_ptr<egiw> alt = UI::build<egiw> ( set, "alternative", UI::optional );
         if ( alt ) {
                 bdm_assert ( alt->_dimx() == dimy, "alternative is not compatible" );
-                bdm_assert ( alt->_V().rows() == dimy + rgrlen, "alternative is not compatible" );
+                bdm_assert ( alt->_V().rows() == dimy + rgrlen + int(have_constant==true), "alternative is not compatible" );
                 alter_est.set_parameters ( alt->_dimx(), alt->_V(), alt->_nu() );
                 alter_est.validate();
@@ -258 +258 @@
         if ( eg ) {
                 bdm_assert ( eg->_dimx() == dimy, "prior is not compatible" );
-                bdm_assert ( eg->_V().rows() == dimy + rgrlen, "prior is not compatible" );
+                bdm_assert ( eg->_V().rows() == dimy + rgrlen + int(have_constant==true), "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();
+                est.set_parameters ( dimy, zeros ( dimy + rgrlen +int(have_constant==true)) );
                 set_prior_default ( est );
         }

library/bdm/estim/arx.h

@@ -49 +49 @@
         //! RV of regressor
         RV rgr;
-        //! length of the regressor
+        //! length of the regressor (without optional constant)
         int rgrlen;
         //! posterior density
@@ -139 +139 @@
                 est.validate();
                 //if dimc not set set it from V
-                if ( dimc == 0 ) {
-                        dimc = posterior()._V().rows() - dimy - int ( have_constant == true );
+                if(dimy>0) {//statistics is assigned
+                        if (posterior()._V().rows()>dimy) {//statistics is assigned
+                                rgrlen=posterior()._V().rows() - dimy - int ( have_constant == true );
+                        }
+                } else{
+                        bdm_error("No posterior or yrv assigned matrix assigned");
                 }
-
-                if ( have_constant ) {
-                        dyad = ones ( dimy + dimc + 1 );
-                } else {
-                        dyad = zeros ( dimy + dimc );
+                dimc =rgrlen;
+                
+                if(est._dimx()==0) { // no prior 
+                        est.set_parameters(dimy, zeros(dimy+rgrlen+int(have_constant==true)));
+                        set_prior_default(est);
                 }
-
+                if (alter_est.dimension()==0) alter_est=est;
+
+                dyad = ones ( est._V().rows() );
         }
         //! function sets prior and alternative density
@@ -194 +200 @@
 
         void bayes ( const vec &val, const vec &cond ) {
-                int arx_cond_size=rgrlen -int(have_constant==true);
-                bdm_assert_debug(cond.size()>arx_cond_size, "ARXfrg: Insufficient conditioning, frg not given.");
-                frg = cond ( arx_cond_size ); // the first part after rgrlen
-                ARX::bayes ( val, cond.left(arx_cond_size) );
+                bdm_assert_debug(cond.size()>rgrlen, "ARXfrg: Insufficient conditioning, frg not given.");
+                frg = cond ( rgrlen); // the first part after rgrlen
+                ARX::bayes ( val, cond.left(rgrlen) );
         }
         void validate() {