Changeset 990 for library/bdm/estim/arx.cpp

Timestamp:

05/26/10 18:42:26 (14 years ago)

Author:

smidl

Message:

ARX validate

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 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 );
         }