Changeset 996 for library/bdm/estim/arx.cpp

Timestamp:

05/26/10 23:33:28 (14 years ago)

Author:

smidl

Message:

Scheduling of forgetting factor

Files:

• library/bdm/estim/arx.cpp (modified) (2 diffs)

library/bdm/estim/arx.cpp

@@ -3 +3 @@
 
 void ARX::bayes_weighted ( const vec &yt, const vec &cond, const double w ) {
-
         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) );
+        
+        BMEF::bayes_weighted(yt,cond,w); //potential discount scheduling
+        
         double lnc;
         //cache
@@ -216 +218 @@
 ivec ARX::structure_est_LT ( egiw est0 ) {
         //some stuff with beliefs etc.
-//      ivec ind = bdm::straux1(V,nu, est0._V(), est0._nu());
-        return ivec();//ind;
+        ivec belief = vec_1 ( 2 );        // default belief
+        int nbest = 1;           // nbest: how many regressors are returned
+        int nrep = 5;         // nrep: number of random repetions of structure estimation
+        double lambda   = 0.9;
+        int k = 2;
+        
+        Array<str_aux> o2;
+        
+        ivec ind = bdm::straux1(est._V(),est._nu(), est0._V(), est0._nu(), belief, nbest, nrep, lambda, k, o2);
+        
+        return ind;
 }