Changeset 21009cb in tol

Timestamp:

Dec 11, 2009, 9:28:14 AM (17 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

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

Children:

46d673d

Parents:

8aa216c

Message:

Calculation of standard deviation in general case of method _eval

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@1785 be4846ae-f051-483a-831f-b64e7d08527f

File:

• tol/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_basicMaster.tol (modified) (1 diff)

tol/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_basicMaster.tol

@@ -457 +457 @@
       Matrix noise = VMat2Mat(SubRow(fullNoise,segment->EquIdx));
     //WriteLn("TRACE"+_MID+" eval 7["<<k+"].2.2 segment->SigmaIndex="<<segment->SigmaIndex);
-      Real sigma  = If(segment->SigmaIndex<=0, 
-        VMatDat(segment->L,(segment->EquIdx)[1],(segment->EquIdx)[1]),
-        Sqrt(VMatDat(_.sig.blk::_.store,segment->SigmaIndex,1)));
+      Real L.det = 
+      {
+        //The determinant of a triangular matrix is the product of its diagonal
+        VMatrix L.diag = SubRow(Tra(SubDiag(segment->L,0)),segment->EquIdx);
+        Exp(VMatSum(Log(L.diag)))^(1/Card(segment->EquIdx))
+      };
+      Real sigma  = L.det*If(segment->SigmaIndex<=0, 1,
+       Sqrt(VMatDat(_.sig.blk::_.store,segment->SigmaIndex,1)));
     //WriteLn("TRACE"+_MID+" eval 7["<<k+"].2.3");
       Set ti = If(useTimeInfo, segment->TimeInfo, Copy(Empty));