Changeset 1627a73 in tol


Ignore:
Timestamp:
Aug 31, 2012, 9:33:00 AM (14 years ago)
Author:
Víctor de Buen <vdebuen@…>
Branches:
1941-docker-image-to-test, devel, master
Children:
0c96479
Parents:
0c1edd7
Message:

Allowing white noise models in ARIMA estimation

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@5050 be4846ae-f051-483a-831f-b64e7d08527f

File:
1 edited

Legend:

Unmodified
Added
Removed
  • tol/btol/bmodel/estim.cpp

    r0c1edd7 r1627a73  
    142142{
    143143  M_->iterationNumber_ = 0;
    144   if(ok_)
     144  if(ok_ && M_->numParam_)
    145145  {
    146146    M_->GetParameter();
    … …  
    178178  if(ok_)
    179179  {
    180     M_->GetParameter();
    181     BInt N1 = M_->residuous_.Size();
    182     BInt N2 = M_->paramAPrioriResiduals_.Size();
    183     N1 -= N2;
    184     M_->residuous_.ReallocBuffer(N1);
    185     M_->standardError_ = Sqrt(MtMSqr(M_->A_ )(0,0)/M_->A_.Rows());
    186     M_->informationMatrix_ = M_->informationMatrix_/(M_->standardError_^2);
    187 
    188     M_->IntegrateMissingValues();
     180    if(M_->numParam_)
     181    {
     182      M_->GetParameter();
     183      BInt N1 = M_->residuous_.Size();
     184      BInt N2 = M_->paramAPrioriResiduals_.Size();
     185      N1 -= N2;
     186      M_->residuous_.ReallocBuffer(N1);
     187      M_->standardError_ = Sqrt(MtMSqr(M_->A_ )(0,0)/M_->A_.Rows());
     188      M_->informationMatrix_ = M_->informationMatrix_/(M_->standardError_^2);
     189      M_->IntegrateMissingValues();
     190    }
    189191    M_->Statistics();
    190192    M_->Diagnostics();
     193    Std("\n");
    191194  }
    192195  return(ok_);
    … …  
    281284      if(fixed)
    282285      {
    283         aux = BText(" RESTRICTED to Normal(") +mod.paramAPrioriNu_[n]+","+
    284                                                mod.paramAPrioriSigma_ [n]+")";
     286              aux = BText(" RESTRICTED to Normal(") +mod.paramAPrioriNu_[n]+","+
     287                                      mod.paramAPrioriSigma_ [n]+")";
    285288      }
    286289      Std(BText("\nParameter ")+ mod.paramAPrioriName_  [n] +
    287                 " with order " + mod.paramAPrioriOrder_ [n] + " is " +aux);
     290                  " with order " + mod.paramAPrioriOrder_ [n] + " is " +aux);
    288291    }
    289292  }
    … …  
    293296  {
    294297    mod.CopyInfToSet(contens_);
    295   }
     298  } 
    296299  BGrammar::DecLevel();
    297300  return;
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