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

Timestamp:

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

Author:

smidl

Message:

Scheduling of forgetting factor

Files:

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

library/bdm/estim/arx.h

@@ -105 +105 @@
         //! Smarter structure estimation by Ludvik Tesar.\return indices of accepted regressors.
         ivec structure_est_LT ( egiw Eg0 );
+        //! reduce to
+        void reduce_structure(ivec &inds_in_V){
+                ldmat V = posterior()._V();
+                if (max(inds_in_V)>=V.rows()) {bdm_error("Incompatible structure");}
+                
+                ldmat newV(V,inds_in_V);
+                est.set_parameters(dimy,newV, posterior()._nu());
+                validate();
+        }
         //!@}
 
@@ -138 +147 @@
                 BMEF::validate();       
                 est.validate();
-                //if dimc not set set it from V
-                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");
-                }
-                dimc =rgrlen;
-                
-                if(est._dimx()==0) { // no prior 
+                
+                // When statistics is defined, it has priority
+                if(posterior()._dimx()>0) {//statistics is assigned
+                        dimy = posterior()._dimx()>0;
+                        rgrlen=posterior()._V().rows() - dimy - int ( have_constant == true );
+                        dimc = rgrlen;
+                } else{  // statistics is not assigned - build it from dimy and rgrlen
+                        bdm_assert(dimy>0,"No way to validate egiw: empty statistics and empty dimy");
                         est.set_parameters(dimy, zeros(dimy+rgrlen+int(have_constant==true)));
                         set_prior_default(est);
@@ -213 +219 @@
 
 
+
 ////////////////////
 template<class sq_T>