Ticket #12 (closed task: fixed)

Opened 10 years ago

Last modified 9 years ago

Conversion of ARX structure estimation from mixtools

Reported by: smidl Owned by: sarka
Priority: major Milestone: Jobcontrol
Component: bdm core Version:
Keywords: Cc: miroslav.pistek@…, saarkan@…

Description

At present, structure estimation of an ARX model is provided by method bdm::ARX::structure_est()

It uses a primitive tree-search algorithm.

Task: create a similar method, e.g. structure_estim() with the same arguments which uses better search algorithm

Change History

Changed 9 years ago by smidl

Original mixtools files are in source:/library/utia_legacy/ticket_12

The core of this task is to convert function source:/library/utia_legacy/ticket_12/straux1.m to BDM structures as follows:

from: function [strout, rgrsout, statistics] = straux1(L, d, nu, L0, d0, nu0, belief, nbest, max_nrep, lambda, order_k);

to: ivec /*strout*/ = straux1(ldmat Ld, double nu, ldmat Ld0, double nu0, ivec belief, int nbest, int max_nrep, double lambda, int order_k, ivec &rgrsout, ?? statistics);

Statistics is still to be determined - waiting for comments from potential users.

The test case matlab implementation is in source:/library/utia_legacy/ticket_12/test_str.m

Changed 9 years ago by smidl

  • cc miroslav.pistek@…, saarkan@… added

Todo VS: unit_test equivalent test_str.m

Changed 9 years ago by smidl

Test is done, see changeset:607

Changed 9 years ago by smidl

  • owner changed from smidl to sarka

Basic conversion is implemented by rev:684. How about the test?

Changed 9 years ago by smidl

  • status changed from new to closed
  • resolution set to fixed

test updated to read configuration file with multiple test matrices.

All tests pass - closing the ticket.

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