Changeset 1808425 in tol

Timestamp:

Oct 22, 2008, 3:40:27 PM (18 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

1941-docker-image-to-test, devel, master

Children:

f9c2afa

Parents:

1f99b1c

Message:

Adding comments to ARMAProcess::Eval.Almagro

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@57 be4846ae-f051-483a-831f-b64e7d08527f

File:

• tol/stdlib/math/stat/models/bayesian/arima/_arma_process.tol (modified) (2 diffs)

tol/stdlib/math/stat/models/bayesian/arima/_arma_process.tol

@@ -192 +192 @@
 
   //////////////////////////////////////////////////////////////////////////////
+  Text _.autodoc.member.Eval.Almagro =
+  "Given an ARMA process ar(B)*z[t] = ma(B)*a[t] builds these methods:\n"
+  " Draw.U_cond_Z: generate random initial values conditioned to noise\n";
+  " LogLH.Z_cond_U: conditional likelihood of noise conditioned to given "
+                    "initial values\n.";
   NameBlock Eval.Almagro(Polyn ar, Polyn ma, VMatrix z_, Real sigma)
   //////////////////////////////////////////////////////////////////////////////
@@ -335 +340 @@
     VMatrix _R0100 = Rand(0,  1,0,0);
     VMatrix _Rq100 = Rand(_.q,1,0,0);
-/*    
-    ////////////////////////////////////////////////////////////////////////////
-    Real LogLH.Z_cond_U(Polyn ar, Polyn ma, VMatrix u)
-    ////////////////////////////////////////////////////////////////////////////
-    {
-      VMatrix H1 = Pol2VMat(F^_.p*(1-ar), _.m, _.p);
-      VMatrix H2 = Pol2VMat(F^_.q*(ma-1), _.m, _.q);
-      VMatrix H = H1 | H2;
-      VMatrix Hu = H*u;
-      VMatrix Gu = DifEq(1/ma,Hu,_R0100,_Rq100,0.8,1.E-17);
-      VMatrix piz = DifEq(ar/ma,_.z);
-      _0.5_m_log2_PI_s2 - 0.5*_.m*VMatMoment(piz-Gu,2)/_.s2
-    }
-*/
+
     ////////////////////////////////////////////////////////////////////////////
     Real LogLH.Z_cond_U(Polyn ar, Polyn ma, VMatrix z0, VMatrix a0)