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

Timestamp:

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

Author:

smidl

Message:

ARX validate

Files:

• library/bdm/estim/arx.h (modified) (3 diffs)

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() {