Index: doc/modeling/BSR/BSR_P2_S3_Formato_ASCII_BSR.lyx =================================================================== --- doc/modeling/BSR/BSR_P2_S3_Formato_ASCII_BSR.lyx (revision b60446ed86f8f51f048a6dd0b8e471a279817520) +++ doc/modeling/BSR/BSR_P2_S3_Formato_ASCII_BSR.lyx (revision 2fa3a271b3fb877023f228846218d84cfdf0752d) @@ -1,4 +1,4 @@ -#LyX 1.5.3 created this file. For more info see http://www.lyx.org/ -\lyxformat 276 +#LyX 1.6.0 created this file. For more info see http://www.lyx.org/ +\lyxformat 345 \begin_document \begin_header @@ -28,4 +28,8 @@ \hypersetup{urlbordercolor=0 0 0,pdfborder=0 0 1 [3 2]} \end_preamble +\use_default_options false +\begin_modules +theorems-ams +\end_modules \language spanish \inputencoding auto @@ -38,7 +42,9 @@ \font_sf_scale 100 \font_tt_scale 100 + \graphics default \paperfontsize default \spacing single +\use_hyperref false \papersize default \use_geometry false @@ -65,5 +71,6 @@ \begin_layout Chapter -\begin_inset LatexCommand label +\begin_inset CommandInset label +LatexCommand label name "cha:El-formato-ASCII-BSR" @@ -84,5 +91,6 @@ \begin_layout Standard La estructura de datos que deine un modelo básico BSR explicada en -\begin_inset LatexCommand ref +\begin_inset CommandInset ref +LatexCommand ref reference "sec:Método-BysMcmc::Bsr::Gibbs::BasicMaster()" @@ -110,6 +118,12 @@ \begin_layout Standard En los directorios test_01, test_02 y test_03 disponibles en -\begin_inset LatexCommand htmlurl -target "http://cvs.tol-project.org/viewcvs.cgi/tol/stdlib/math/stat/models/bayesian/bysMcmc/" +\begin_inset Flex URL +status collapsed + +\begin_layout Plain Layout + +http://cvs.tol-project.org/viewcvs.cgi/tol/stdlib/math/stat/models/bayesian/bysMcmc +/ +\end_layout \end_inset @@ -134,34 +148,43 @@ status open -\begin_layout Standard - -//////////////////////////////////////////////////////////////////////////////// -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +/////////////////////////////////////////////////////////////////////////////// +\end_layout + +\begin_layout Plain Layout // Bayesian Sparsed Regression \end_layout -\begin_layout Standard - -//////////////////////////////////////////////////////////////////////////////// -\end_layout - -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +/////////////////////////////////////////////////////////////////////////////// +\end_layout + +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout + +$BEGIN +\end_layout + +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Model.Name = "bysMcmc.test_03"; \end_layout -\begin_layout Standard +\begin_layout Plain Layout Model.Description = \end_layout -\begin_layout Standard +\begin_layout Plain Layout "Randomly generation of a hierarchycal lineal model with these simple @@ -170,5 +193,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout "structure: @@ -177,5 +200,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout " 1: a set of K1 observational nodes with the same number n of variables @@ -184,5 +207,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout " and data length m @@ -191,5 +214,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout " 2: a set of n latent nodes with one central parameter for each distinct @@ -198,5 +221,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout " observational variable with specified standard deviation @@ -205,5 +228,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout " 3: a central prior equation for each latent variable with specified @@ -212,5 +235,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout " standard deviation @@ -219,5 +242,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout " 4: a set of sparse linear inequalities over the observational variables @@ -226,131 +249,131 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout ""; \end_layout -\begin_layout Standard +\begin_layout Plain Layout Session.Name = "RS_1483339472"; \end_layout -\begin_layout Standard +\begin_layout Plain Layout Session.Description = \end_layout -\begin_layout Standard +\begin_layout Plain Layout "Random seed=1483339472"; \end_layout -\begin_layout Standard +\begin_layout Plain Layout Session.Authors = "vdebuen@tol-project.org"; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout //////////////////////////////////////////////////////////////////////////////// \end_layout -\begin_layout Standard +\begin_layout Plain Layout // Regression Variables Declarations with initial values \end_layout -\begin_layout Standard +\begin_layout Plain Layout //////////////////////////////////////////////////////////////////////////////// \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout NodeObs.1_Var.1 <- +0.53803037013858557; \end_layout -\begin_layout Standard +\begin_layout Plain Layout NodeObs.1_Var.2 <- +0.46934376657009125; \end_layout -\begin_layout Standard +\begin_layout Plain Layout NodeObs.1_Var.3 <- -0.22560517396777868; \end_layout -\begin_layout Standard +\begin_layout Plain Layout NodeObs.2_Var.1 <- +0.86625403119251132; \end_layout -\begin_layout Standard +\begin_layout Plain Layout NodeObs.2_Var.2 <- -0.15567512763664126; \end_layout -\begin_layout Standard +\begin_layout Plain Layout NodeObs.2_Var.3 <- -0.075121806003153324; \end_layout -\begin_layout Standard +\begin_layout Plain Layout NodeLat.1_Var.nu <- +0.15836594998836517; \end_layout -\begin_layout Standard +\begin_layout Plain Layout NodeLat.2_Var.nu <- -0.85943601280450821; \end_layout -\begin_layout Standard +\begin_layout Plain Layout NodeLat.3_Var.nu <- +0.18600673880428076; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout //////////////////////////////////////////////////////////////////////////////// \end_layout -\begin_layout Standard +\begin_layout Plain Layout // Regression Missing Input Declarations \end_layout -\begin_layout Standard +\begin_layout Plain Layout //////////////////////////////////////////////////////////////////////////////// \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout MissInp.NodeObs.3.13 ? ~ Normal(0.896203693933785,0.2007952652551403); \end_layout -\begin_layout Standard +\begin_layout Plain Layout MissInp.NodeObs.6.30 ? ~ Normal(0.6046165255829692,0.09139028575200531); \end_layout -\begin_layout Standard +\begin_layout Plain Layout MissInp.NodeObs.3.2 ? ~ TruncatedNormal(0.9820013050921261,0.2410816408006598,0,9.8200 @@ -358,66 +381,66 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout MissInp.NodeObs.5.40 ? ~ Normal(-0.7318465355783701,0.1338998379095156); \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout //////////////////////////////////////////////////////////////////////////////// \end_layout -\begin_layout Standard +\begin_layout Plain Layout // Regression Missing Output Declarations \end_layout -\begin_layout Standard +\begin_layout Plain Layout //////////////////////////////////////////////////////////////////////////////// \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout MissOut.NodeObs.31 ? <- -0.4157893265383703; \end_layout -\begin_layout Standard +\begin_layout Plain Layout MissOut.NodeObs.40 ? <- -0.3029720514576624; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout //////////////////////////////////////////////////////////////////////////////// \end_layout -\begin_layout Standard +\begin_layout Plain Layout // Regression Residuals Declarations Normal(0,sigma^2) \end_layout -\begin_layout Standard +\begin_layout Plain Layout //////////////////////////////////////////////////////////////////////////////// \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout NodeObs.1_Residuals[20 dating Daily from y2008m08d09 until y2008m08d28] ~ @@ -426,5 +449,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout NodeObs.2_Residuals[20 dating Daily from y2008m08d09 until y2008m08d28] ~ @@ -433,53 +456,53 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout NodeLat.1_Residuals[2] ~ Normal(0,0.03276045051869933); \end_layout -\begin_layout Standard +\begin_layout Plain Layout NodeLat.2_Residuals[2] ~ Normal(0,0.030080604978733022); \end_layout -\begin_layout Standard +\begin_layout Plain Layout NodeLat.3_Residuals[2] ~ Normal(0,0.010264774427016805); \end_layout -\begin_layout Standard +\begin_layout Plain Layout NodePri.1_Residuals[3] ~ Normal(0,0.011844979275860658); \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout //////////////////////////////////////////////////////////////////////////////// \end_layout -\begin_layout Standard +\begin_layout Plain Layout // Regression equations \end_layout -\begin_layout Standard +\begin_layout Plain Layout //////////////////////////////////////////////////////////////////////////////// \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout +5.2435581658297865 == NodeObs.1_Residuals[1]; //Reg.Equ.1 \end_layout -\begin_layout Standard +\begin_layout Plain Layout +2.1913126132131682 == NodeObs.1_Residuals[2]+MissInp.NodeObs.3.2*NodeObs.1_Var.3 @@ -487,5 +510,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout +0.12304427448649291 == NodeObs.1_Residuals[3]+0.63090779585763812*NodeObs.1_Var.1 @@ -493,5 +516,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout -2.6088045980742529 == NodeObs.1_Residuals[4]-0.66879721963778138*NodeObs.1_Var.2 @@ -499,10 +522,10 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout -6.0452993628906073 == NodeObs.1_Residuals[5]; //Reg.Equ.5 \end_layout -\begin_layout Standard +\begin_layout Plain Layout -6.3822864805891921 == NodeObs.1_Residuals[6]+0.95094704767689109*NodeObs.1_Var.1 @@ -510,5 +533,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout -6.6295145939371594 == NodeObs.1_Residuals[7]+0.93608348118141294*NodeObs.1_Var.1 @@ -516,5 +539,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout -5.5561393799341996 == NodeObs.1_Residuals[8]+0.7666153940372169*NodeObs.1_Var.2 @@ -522,5 +545,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout -3.1295982695386888 == NodeObs.1_Residuals[9]-0.56221867958083749*NodeObs.1_Var.1 @@ -528,10 +551,10 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout +0.76951244117245921 == NodeObs.1_Residuals[10]; //Reg.Equ.10 \end_layout -\begin_layout Standard +\begin_layout Plain Layout +2.9132946114405867 == NodeObs.1_Residuals[11]+0.95396953029558063*NodeObs.1_Var.3 @@ -539,5 +562,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout +5.7416648977148181 == NodeObs.1_Residuals[12]-0.95996885281056166*NodeObs.1_Var.3 @@ -545,5 +568,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout +6.3831794474164543 == NodeObs.1_Residuals[13]-0.64427804760634899*NodeObs.1_Var.2 @@ -551,5 +574,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout +4.0282180180201248 == NodeObs.1_Residuals[14]-0.90212121233344078*NodeObs.1_Var.1 @@ -557,5 +580,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout +4.3505297967804113 == NodeObs.1_Residuals[15]+0.85422466974705458*NodeObs.1_Var.1 @@ -563,5 +586,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout -1.8762849597824245 == NodeObs.1_Residuals[16]-0.71285796910524368*NodeObs.1_Var.1 @@ -569,5 +592,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout -5.6888365292228968 == NodeObs.1_Residuals[17]+0.98112034006044269*NodeObs.1_Var.2 @@ -575,10 +598,10 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout -8.3673617279440613 == NodeObs.1_Residuals[18]; //Reg.Equ.18 \end_layout -\begin_layout Standard +\begin_layout Plain Layout -8.0537960538725955 == NodeObs.1_Residuals[19]+0.52584361424669623*NodeObs.1_Var.2 @@ -586,5 +609,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout -5.9263487197705214 == NodeObs.1_Residuals[20]-0.96396565064787865*NodeObs.1_Var.2 @@ -592,5 +615,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout -0.6068887599917272 == NodeObs.2_Residuals[1]+0.56295138271525502*NodeObs.2_Var.2 @@ -598,5 +621,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout +2.0939562031264218 == NodeObs.2_Residuals[2]+0.65345998154953122*NodeObs.2_Var.1 @@ -604,5 +627,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout +0.60038804953399949 == NodeObs.2_Residuals[3]-0.84704046417027712*NodeObs.2_Var.2 @@ -610,5 +633,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout -1.0713915154528588 == NodeObs.2_Residuals[4]-0.93844964541494846*NodeObs.2_Var.1 @@ -616,5 +639,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout -0.32125826101136556 == NodeObs.2_Residuals[5]+0.51997147314250469*NodeObs.2_Var.1 @@ -622,5 +645,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout -0.54762880703286565 == NodeObs.2_Residuals[6]-0.50578109361231327*NodeObs.2_Var.1 @@ -628,5 +651,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout +2.4653275135908528 == NodeObs.2_Residuals[7]+0.54335346445441246*NodeObs.2_Var.1 @@ -635,5 +658,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout +0.52714812684114365 == NodeObs.2_Residuals[8]+0.95070930058136582*NodeObs.2_Var.1 @@ -641,5 +664,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout -1.0270370273766312 == NodeObs.2_Residuals[9]-0.88577614538371563*NodeObs.2_Var.1 @@ -647,5 +670,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout +0.25652362241255156 == NodeObs.2_Residuals[10]-0.61568234255537391*NodeObs.2_Var.2 @@ -653,5 +676,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout +MissOut.NodeObs.31 == NodeObs.2_Residuals[11]-0.73601436568424106*NodeObs.2_Var.3 @@ -659,10 +682,10 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout +0.38486138593475 == NodeObs.2_Residuals[12]; //Reg.Equ.32 \end_layout -\begin_layout Standard +\begin_layout Plain Layout -0.1153939096162494 == NodeObs.2_Residuals[13]-0.52979899849742651*NodeObs.2_Var.1 @@ -670,10 +693,10 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout +0.20153337099189605 == NodeObs.2_Residuals[14]; //Reg.Equ.34 \end_layout -\begin_layout Standard +\begin_layout Plain Layout -0.60618407368998284 == NodeObs.2_Residuals[15]-0.61933115171268582*NodeObs.2_Var.1 @@ -681,5 +704,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout +1.0049067997452399 == NodeObs.2_Residuals[16]+0.86020477814599872*NodeObs.2_Var.2 @@ -687,5 +710,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout -0.72396483131240752 == NodeObs.2_Residuals[17]+0.87632823176681995*NodeObs.2_Var.3 @@ -693,10 +716,10 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout +0.27870237026751166 == NodeObs.2_Residuals[18]; //Reg.Equ.38 \end_layout -\begin_layout Standard +\begin_layout Plain Layout -0.74122059405715657 == NodeObs.2_Residuals[19]-0.75435957591980696*NodeObs.2_Var.1 @@ -704,5 +727,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout +MissOut.NodeObs.40 == NodeObs.2_Residuals[20]-0.72136184806004167*NodeObs.2_Var.1 @@ -710,134 +733,1029 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout 0 == NodeLat.1_Residuals[1]-NodeObs.1_Var.1 +NodeLat.1_Var.nu ; //Reg.Equ.41 \end_layout -\begin_layout Standard +\begin_layout Plain Layout 0 == NodeLat.1_Residuals[2]-NodeObs.2_Var.1 +NodeLat.1_Var.nu ; //Reg.Equ.42 \end_layout -\begin_layout Standard +\begin_layout Plain Layout 0 == NodeLat.2_Residuals[1]-NodeObs.1_Var.2 +NodeLat.2_Var.nu ; //Reg.Equ.43 \end_layout -\begin_layout Standard +\begin_layout Plain Layout 0 == NodeLat.2_Residuals[2]-NodeObs.2_Var.2 +NodeLat.2_Var.nu ; //Reg.Equ.44 \end_layout -\begin_layout Standard +\begin_layout Plain Layout 0 == NodeLat.3_Residuals[1]-NodeObs.1_Var.3 +NodeLat.3_Var.nu ; //Reg.Equ.45 \end_layout -\begin_layout Standard +\begin_layout Plain Layout 0 == NodeLat.3_Residuals[2]-NodeObs.2_Var.3 +NodeLat.3_Var.nu ; //Reg.Equ.46 \end_layout -\begin_layout Standard +\begin_layout Plain Layout -0.6096816505305469 == NodePri.1_Residuals[1]-NodeLat.1_Var.nu ; //Reg.Equ.47 \end_layout -\begin_layout Standard +\begin_layout Plain Layout +0.66229855222627521 == NodePri.1_Residuals[2]-NodeLat.2_Var.nu ; //Reg.Equ.48 \end_layout -\begin_layout Standard +\begin_layout Plain Layout +0.46403526607900858 == NodePri.1_Residuals[3]-NodeLat.3_Var.nu ; //Reg.Equ.49 \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout //////////////////////////////////////////////////////////////////////////////// \end_layout -\begin_layout Standard +\begin_layout Plain Layout // Restriction inequations \end_layout -\begin_layout Standard +\begin_layout Plain Layout //////////////////////////////////////////////////////////////////////////////// \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout +1.1888731951872438 >= +NodeObs.1_Var.1 ; \end_layout -\begin_layout Standard +\begin_layout Plain Layout +0.50465998947620394 >= +NodeObs.1_Var.2 ; \end_layout -\begin_layout Standard +\begin_layout Plain Layout -0.21083058095071464 >= +NodeObs.1_Var.3 ; \end_layout -\begin_layout Standard +\begin_layout Plain Layout +0.9361133812088519 >= +NodeObs.2_Var.1 ; \end_layout -\begin_layout Standard +\begin_layout Plain Layout -0.13837098166579381 >= +NodeObs.2_Var.2 ; \end_layout -\begin_layout Standard +\begin_layout Plain Layout -0.0033603257639333584 >= +NodeObs.2_Var.3 ; \end_layout -\begin_layout Standard +\begin_layout Plain Layout +1.1404310412146701 >= +NodeObs.1_Var.1 ; \end_layout -\begin_layout Standard +\begin_layout Plain Layout +0.52799691481748601 >= +NodeObs.1_Var.2 ; \end_layout -\begin_layout Standard +\begin_layout Plain Layout -0.73132390667684377 >= -NodeObs.1_Var.1 +NodeObs.1_Var.3 ; \end_layout -\begin_layout Standard +\begin_layout Plain Layout +1.3114740782628398 >= -NodeObs.1_Var.2 +NodeObs.2_Var.1 ; \end_layout -\begin_layout Standard +\begin_layout Plain Layout +0.13644857598003002 >= -NodeObs.1_Var.3 +NodeObs.2_Var.2 ; \end_layout -\begin_layout Standard +\begin_layout Plain Layout -0.86476675785612311 >= -NodeObs.2_Var.1 +NodeObs.2_Var.3 ; \end_layout -\begin_layout Standard - +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout + +$END +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Section +API modular +\begin_inset CommandInset label +LatexCommand label +name "sec:API-modular" + +\end_inset + + +\end_layout + +\begin_layout Standard +Desde la versión 2.0.1 de TOL es posible definir un modelo BSR de forma modular + para resolver tres problemas fundamentales: +\end_layout + +\begin_layout Enumerate +Por una parte, escribir explícitamente las ecuaciones de nodos observacionales + densos y grandes es demasiado lento. + (Ver ticket #634) +\end_layout + +\begin_layout Enumerate +Por otra parte, los modelos masivos con multitud de nodos requieren demasiados + recursos si se intentan cargar monolíticamente. + (Ver ticket #628) +\end_layout + +\begin_layout Enumerate +Además, la sintaxis actual no incorpora los filtros no lineales por loque + los medelos están inclompletos y no pueden ser ejecutados en sesiones TOL + ulteriores. +\end_layout + +\begin_layout Standard +Para resolver estos problemas se plantea un nuevo esquema en el que la idea + inicial será tener tres tipos de módulos o archivos ASCII-BSR: +\end_layout + +\begin_layout Enumerate + +\emph on +primary +\emph default +: los módulos primarios son capaces de leer un sólo segmento de regresión + (nodo en el argot jerárquico) basándose en código TOL para la construcción + de la matriz. + Normalmente lo usaremos para nodos densos observacionales pero eso a BSR + no le importa en absoluto, pues no sabe qué cosa es observacional ni latente + ni nada. + En esos módulos sólo cabe pues un nodo, con su declaración de variables + lineales y missing, estructura de la varianza (sigma-ARIMA), sus filtros + no lineales y sus restricciones de desigualdad internas, es decir, todo + aquello que no afecta a ningún otro. + Un módulo primario puede funcionar de forma autónoma, por ejemplo cuando + queremos simular un nodo observacional por sí mismo, sin tener en cuenta + estructuras jerárquicas, a priori, ni nada por el estilo, aunque eso no + creo que se dé muy a menudo, pues lo normal es que la menos haya información + a priori. + +\end_layout + +\begin_layout Enumerate + +\emph on +joint +\emph default +: los módulos de mezcla serían los actualmente permitidos, llamados así + por su capacidad de mezclar variables de varios segmentos de regresión. + Pueden funcionar autónomamente como hasta ahora, definiendo todas las variables + y ecuaciones de forma explícita, o bien integrarse dentro de un módulo + máster que se encargue de cargar previamente las variables de las que depende. + +\end_layout + +\begin_layout Enumerate + +\emph on +master +\emph default +: los módulos maestros simplemente incluyen a otros módulos de cualquier + tipo, incluidos otros maestros, si se desea tener los modelos estructurados + en varios niveles, de forma que en cada nivel cada uno de los sub-master + podría ser ejecutado autónomamente. +\end_layout + +\begin_layout Subsection +Estructura del módulo primario +\end_layout + +\begin_layout Standard +Un módulos primario se definirá del siguiente modo: +\end_layout + +\begin_layout Enumerate +En primer lugar se incluye una cláusula que indique el tipo de módulo que + se va a definir +\begin_inset listings +inline false +status open + +\begin_layout Plain Layout + +Module.Type = primary; +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Enumerate +Las variables del bloque lineal se definen con la misma sintaxis que rige + actualmente para el módulo joint. +\end_layout + +\begin_layout Enumerate +El segmento de regresión es único pero se define con la misma sintaxis que + en el módulo joint. + En ambos casos hay una novedad: la posibilidad de introducir los filtros + no lineales si los hay en la propia definición del ruido. + La estructura del campo +\family typewriter +NoiseDistrib +\family default + será distinta a la actual +\family typewriter +BSR.NoiseDistrib +\family default + para que pueda incluir un nuevo campo en el que almacenar los filtros no + lineales. + +\end_layout + +\begin_layout Enumerate +Luego se introducirán la matriz de output y la de input. + El orden de definición de las variables del bloque lineal debe coincidir + con el orden de las columnas en la matriz de inputs. +\end_layout + +\begin_layout Enumerate +Después se introducirán si las hay, las variables de omitidos con una sintaxis + simular a la de los módulos joint pero añadiéndoles la información de su + ubicación en las matrices de input u output, las cuales deberían tener + un valor omitido en la celda correspondiente, cosa que debe por tanto comprobar +se. + +\end_layout + +\begin_layout Enumerate +Por último se añadirán si las hay, las restricciones de desigualdad sobre + las variables del bloque lineal. +\end_layout + +\begin_layout Standard +Obviamente el Import deberá saber que está escribiendo un módulo primario + y pedir las matrices en lugar de los coeficientes así como la ubicación + de los omitidos. +\end_layout + +\begin_layout Standard +A continuación se presenta una plantilla de cómo podría quedar el fichero + ASCII de un módulo primario. +\end_layout + +\begin_layout Standard +\begin_inset listings +lstparams "basicstyle={\tiny\ttfamily},breaklines=true,extendedchars=true,numbers=left,numberstyle={\tiny}" +inline false +status open + +\begin_layout Plain Layout +\align left + +///////////////////////////////////////////////////////////////////////////// +\end_layout + +\begin_layout Plain Layout +\align left + +// Bayesian Sparse Regression +\end_layout + +\begin_layout Plain Layout +\align left + +///////////////////////////////////////////////////////////////////////////// +\end_layout + +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout +\align left + +$BEGIN +\end_layout + +\begin_layout Plain Layout +\align left + +\end_layout + +\begin_layout Plain Layout +\align left + +Module.Type = primary; +\end_layout + +\begin_layout Plain Layout +\align left + +\end_layout + +\begin_layout Plain Layout +\align left + +Model.Name = "..."; +\end_layout + +\begin_layout Plain Layout +\align left + +Model.Description = "..."; +\end_layout + +\begin_layout Plain Layout +\align left + +Session.Name = "..."; +\end_layout + +\begin_layout Plain Layout +\align left + +Session.Description = "..."; +\end_layout + +\begin_layout Plain Layout +\align left + +Session.Authors = "..."; +\end_layout + +\begin_layout Plain Layout +\align left + +\end_layout + +\begin_layout Plain Layout +\align left + +///////////////////////////////////////////////////////////////////////////// +\end_layout + +\begin_layout Plain Layout +\align left + +// Defining header of Regression Variables +\end_layout + +\begin_layout Plain Layout +\align left + +///////////////////////////////////////////////////////////////////////////// +\end_layout + +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout +\align left + +LinearBlk::::::Coef <- +\end_layout + +\begin_layout Plain Layout +\align left + + {+ or -}; +\end_layout + +\begin_layout Plain Layout +\align left + +... +\end_layout + +\begin_layout Plain Layout +\align left + +LinearBlk::::::Coef <- +\end_layout + +\begin_layout Plain Layout +\align left + + {+ or -}; +\end_layout + +\begin_layout Plain Layout +\align left + +\end_layout + +\begin_layout Plain Layout +\align left + +///////////////////////////////////////////////////////////////////////////// +\end_layout + +\begin_layout Plain Layout +\align left + +// Defining header of Noise Distribution +\end_layout + +\begin_layout Plain Layout +\align left + +///////////////////////////////////////////////////////////////////////////// +\end_layout + +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout +\align left + +::Noise [length and optional time info] +\end_layout + +\begin_layout Plain Layout +\align left + +~ +\end_layout + +\begin_layout Plain Layout +\align left + +// Optional defininition of Non Linear Filters +\end_layout + +\begin_layout Plain Layout +\align left + +with non linear flters {'Set of NameBlock's expresion'}; +\end_layout + +\begin_layout Plain Layout +\align left + +\end_layout + +\begin_layout Plain Layout +\align left + +///////////////////////////////////////////////////////////////////////////// +\end_layout + +\begin_layout Plain Layout +\align left + +// Defining Regression Equations +\end_layout + +\begin_layout Plain Layout +\align left + +///////////////////////////////////////////////////////////////////////////// +\end_layout + +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout +\align left + +Output = {'Matrix or VMatrix expresion'}; +\end_layout + +\begin_layout Plain Layout +\align left + +Input = {'Matrix or VMatrix expresion'}; +\end_layout + +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout +\align left + +///////////////////////////////////////////////////////////////////////////// +\end_layout + +\begin_layout Plain Layout +\align left + +// Optional defininition of Ouput Missing Variables +\end_layout + +\begin_layout Plain Layout +\align left + +///////////////////////////////////////////////////////////////////////////// +\end_layout + +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout +\align left + +MissingBlk:::: ? +\end_layout + +\begin_layout Plain Layout +\align left + + at row for output +\end_layout + +\begin_layout Plain Layout +\align left + + ~ ; +\end_layout + +\begin_layout Plain Layout +\align left + +... +\end_layout + +\begin_layout Plain Layout +\align left + +MissingBlk:::: ? +\end_layout + +\begin_layout Plain Layout +\align left + + at row for output +\end_layout + +\begin_layout Plain Layout +\align left + + ~ ; +\end_layout + +\begin_layout Plain Layout +\align left + +\end_layout + +\begin_layout Plain Layout +\align left + +///////////////////////////////////////////////////////////////////////////// +\end_layout + +\begin_layout Plain Layout +\align left + +// Defining defininition of Input Missing Variables +\end_layout + +\begin_layout Plain Layout +\align left + +///////////////////////////////////////////////////////////////////////////// +\end_layout + +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout +\align left + +MissingBlk:::: ? +\end_layout + +\begin_layout Plain Layout +\align left + + at row for input +\end_layout + +\begin_layout Plain Layout +\align left + + ~ ; +\end_layout + +\begin_layout Plain Layout +\align left + +... + +\end_layout + +\begin_layout Plain Layout +\align left + +MissingBlk:::: ? +\end_layout + +\begin_layout Plain Layout +\align left + + at row for input +\end_layout + +\begin_layout Plain Layout +\align left + + ~ ; +\end_layout + +\begin_layout Plain Layout +\align left + +\end_layout + +\begin_layout Plain Layout +\align left + +///////////////////////////////////////////////////////////////////////////// +\end_layout + +\begin_layout Plain Layout +\align left + +// Defining Parameter Constraints +\end_layout + +\begin_layout Plain Layout +\align left + +///////////////////////////////////////////////////////////////////////////// +\end_layout + +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout +\align left + +{+|-} {<=|>=} +\end_layout + +\begin_layout Plain Layout +\align left + + {+|-}*LinearBlk::::::Coef +\end_layout + +\begin_layout Plain Layout +\align left + + ... + +\end_layout + +\begin_layout Plain Layout +\align left + + {+|-}*LinearBlk::::::Coef; +\end_layout + +\begin_layout Plain Layout +\align left + +... +\end_layout + +\begin_layout Plain Layout +\align left + +\end_layout + +\begin_layout Plain Layout +\align left + +$END +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Subsection +Cambios en la estructura del módulo joint +\end_layout + +\begin_layout Standard +El módulo joint se queda prácticamente como está con estas salvedades: +\end_layout + +\begin_layout Enumerate +Es posible, aunque no obligatorio por compatibilidad hacia atrás, especificar + el tipo de módulo en la cabecera del archivo: +\begin_inset listings +inline false +status open + +\begin_layout Plain Layout + +Module.Type = joint; +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Enumerate +En un módulo joint puede aparecer una referencia a una variable que ha sido + definida en otro módulo previo. + El reconocedor sintáctico permitirá pues que aparezcan en las ecuaciones + e inecuaciones variables no definidas. + En la estructura BSR.LinearBlock se añade un campo Real Extern cuyo valor + será puesto a TRUE en estos casos para que puedan resolverse más tarde + las referencias. +\end_layout + +\begin_layout Subsection +Mezcla de módulos en el master +\end_layout + +\begin_layout Standard +El master debe ocuparse de mezclar los modelos o submodelos resultantes + de de los módulos en un solo modelo BSR. + El modo de hacerlo depende del mecanismo de generación que se vaya a seguir, + que puede ser de dos formas +\end_layout + +\begin_layout Subsubsection +Mecanismo de generación monofase +\end_layout + +\begin_layout Standard +Es el único mecanismo de generación implementado actualmente, en el que + todos los segmentos y variables lineales se aúnan en un solo sistema lineal + de ecuaciones sparse. +\end_layout + +\begin_layout Standard +En este caso los BSR.ModelDef que resultan de cada módulo se deben agregar + en un sólo BSR.ModelDef que defina el modelo completo siguiendo los isguientes + pasos con sumo cuidado. + Se indicará al principio del módulo máster mediante la sintaxis +\begin_inset listings +inline false +status open + +\begin_layout Plain Layout + +Modular.Schema = monophasic; +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Enumerate +La información documental (campo DocInfo) que prevalece es la del módulo + master mientras que la de los sub-módulos simplemente se olvida. + +\end_layout + +\begin_layout Enumerate +Se obtiene la lista conjunta de variables (campo {{{LinearBlock}}}) del + bloque lineal de cada uno de los módulos sin repeticiones. + +\end_layout + +\begin_layout Enumerate +Se reubican las posiciones de las variables en cada uno de los módulos 1. + Se modifica el número de columnas y las posiciones de las columnas de la + matriz X de inputs para hacerlas coincidir con la posición de las variables + en la lista global. + +\end_layout + +\begin_layout Enumerate +Se modifica el número de columnas y las posiciones de las columnas de la + matriz A de las inecuaciones para hacerlas coincidir con la posición de + las variables en la lista global. + +\end_layout + +\begin_layout Enumerate +Se modifica el campo Col de los registros BSR.MissingBlock de definición + de omitidos del input en cada módulo 1. + Se modifica el número de filas y columnas de las matrices Cov, L y Li de + cada registro BSR.NoiseDistrib correspondiente a cada segmento, así como + el conjunto de índices EquIdx de las filas a las que correponde. + +\end_layout + +\begin_layout Enumerate +Se concatenan las filas de las matrices Y[k], X[k], a[k], A[k] de todos + los módulos en las correspondientes Y, X, a, A conjuntas. + +\end_layout + +\begin_layout Enumerate +Se concatenan los conjuntos de omitidos del input (campo InputMissingBlock) + y el output (campo OutputMissingBlock) +\end_layout + +\begin_layout Enumerate +Se concatenan los conjuntos de segmentos de regresión (campo NoiseDistrib) +\end_layout + +\begin_layout Standard +Intentar hacer todas estas operaciones mientras se está leyendo un BSR actual + es algo extremadamente complicado de implementar, pues algunas cosas aún + no existen y otras están a medias, no se conocen algunas dimensiones, etc. + Precisamente por esta razón propongo todo este tema de la modularización + de la sintaxis de los ficheros ASCII-BSR. +\end_layout + +\begin_layout Subsubsection +Mecanismo de generación multifase +\end_layout + +\begin_layout Standard +En este caso cada módulo se generará condicionalmente al resto de módulos, + bien secuencialmente, bien en paralelo cuando tal cosa sea posible. + Esto no es necesario que se implemente en una primera versión pero se puede + ir adelantando algo del diseño. + Se indicará al principio del módulo máster mediante la sintaxis +\end_layout + +\begin_layout Standard +\begin_inset listings +inline false +status open + +\begin_layout Plain Layout + + Modular.Schema = sequential; +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Standard +ó bien +\end_layout + +\begin_layout Standard +\begin_inset listings +inline false +status open + +\begin_layout Plain Layout + + Modular.Schema = parallel; +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Standard +según sea el caso. +\end_layout + +\begin_layout Standard +En ambos casos la mezcla de módulos es distinta al caso de generación monofase, + pues en realildad no se hace agregación física de los módulos sino que + simplemente se enlazarán las dependencias de variables entre ellos para + que luego BSR pueda actualizar sus valores en las sucesivas simulaciones + condicionadas, de forma similar a como lo ahcía el antiguo HLM, del cual + se podrán tomar bastantes ideas. +\end_layout + +\begin_layout Subsubsection +Plantilla de un módulo master +\end_layout + +\begin_layout Standard +Aunque cada módulo internamente especifica con la cláusula Module.Type de + que tipo de módulo se trata es conveniente repetir esa información en la + sentencia de inclusión del módulo hijo en el módulo master para llamar + directamente al parser adecuado, ya que en realidad lo que habrá es 3 parsers + distintos, el de módulos primarios, el de los joint, que es básicamente + el actual y el de los masters. + La cláusula Module.Type puede usarse como mecanismo de control para evitar + posibles errores de diseño del modelo. + Así podría quedar la sintaxis de los módulos master +\end_layout + +\begin_layout Standard +\begin_inset listings +lstparams "basicstyle={\tiny\ttfamily},breaklines=true,extendedchars=true,numbers=left,numberstyle={\tiny}" +inline false +status open + +\begin_layout Plain Layout + +///////////////////////////////////////////////////////////////////////////// +\end_layout + +\begin_layout Plain Layout + +// Bayesian Sparse Regression +\end_layout + +\begin_layout Plain Layout + +///////////////////////////////////////////////////////////////////////////// +\end_layout + +\begin_layout Plain Layout + +$BEGIN +\end_layout + +\begin_layout Plain Layout + +Module.Type = master; +\end_layout + +\begin_layout Plain Layout + +Model.Name = "..."; +\end_layout + +\begin_layout Plain Layout + +Model.Description = "..."; +\end_layout + +\begin_layout Plain Layout + +Session.Name = "..."; +\end_layout + +\begin_layout Plain Layout + +Session.Description = "..."; +\end_layout + +\begin_layout Plain Layout + +Session.Authors = "..."; +\end_layout + +\begin_layout Plain Layout + +Modular.Schema = { monophasic, sequential or parallel } ; +\end_layout + +\begin_layout Plain Layout + +Include { primary, joint or master } module "file_relative_path.bsr" ; ... + Include { primary, joint or master } module "file_relative_path.bsr" ; +\end_layout + +\begin_layout Plain Layout + +$END \end_layout Index: doc/modeling/BSR/BSR_P2_S4_Import.lyx =================================================================== --- doc/modeling/BSR/BSR_P2_S4_Import.lyx (revision b60446ed86f8f51f048a6dd0b8e471a279817520) +++ doc/modeling/BSR/BSR_P2_S4_Import.lyx (revision 2fa3a271b3fb877023f228846218d84cfdf0752d) @@ -1,4 +1,4 @@ -#LyX 1.5.3 created this file. For more info see http://www.lyx.org/ -\lyxformat 276 +#LyX 1.6.0 created this file. For more info see http://www.lyx.org/ +\lyxformat 345 \begin_document \begin_header @@ -28,4 +28,8 @@ \hypersetup{urlbordercolor=0 0 0,pdfborder=0 0 1 [3 2]} \end_preamble +\use_default_options false +\begin_modules +theorems-ams +\end_modules \language spanish \inputencoding auto @@ -38,7 +42,9 @@ \font_sf_scale 100 \font_tt_scale 100 + \graphics default \paperfontsize default \spacing single +\use_hyperref false \papersize default \use_geometry false @@ -65,5 +71,6 @@ \begin_layout Chapter -\begin_inset LatexCommand label +\begin_inset CommandInset label +LatexCommand label name "cha:BysMcmc::Bsr::Import" @@ -103,5 +110,6 @@ Semánticamente esta orientado a los conceptos ya definidos en la sección -\begin_inset LatexCommand ref +\begin_inset CommandInset ref +LatexCommand ref reference "sec:clase_modelos_BSR" @@ -252,5 +260,6 @@ -\begin_inset LatexCommand label +\begin_inset CommandInset label +LatexCommand label name "eq:mod_exa_bsr" @@ -272,20 +281,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Text Get.Doc.Model.Name(Real void) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Text "BSRExample" \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -308,20 +317,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Text Get.Doc.Model.Description(Real void) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Text "Modelo simple ARMA(2,1)" \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -355,20 +364,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Text Get.Doc.Session.Name(Real void) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Text _.session.id \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -392,25 +401,25 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Text Get.Doc.Session.Description(Real void) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Text "Session "+_.session.id+" para el modelo: " + \end_layout -\begin_layout Standard +\begin_layout Plain Layout Get.Doc.Model.Name(0) + " " + Get.Doc.Model.Description(0) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -434,20 +443,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Text Get.Doc.Session.Authors(Real void) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Text "user@bayesforecast.com" \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -472,20 +481,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Text Get.Doc.Path(Real void) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Text _.path.out \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -509,25 +518,25 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Real Get.LinReg.Size(Real void) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout // para el ejemplo actual solo tenemos un segmento de regresión \end_layout -\begin_layout Standard +\begin_layout Plain Layout Real 1 \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -558,5 +567,6 @@ \family default lo describimos en la sección -\begin_inset LatexCommand ref +\begin_inset CommandInset ref +LatexCommand ref reference "sec:API-segmento-BSR" @@ -570,35 +580,35 @@ status open -\begin_layout Standard +\begin_layout Plain Layout NameBlock Get.LinReg.Segment(Real iS) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout // en este caso retornamos el NameBlock para el único segmento \end_layout -\begin_layout Standard +\begin_layout Plain Layout // que se modela para mas de un segmento de regresión se suele \end_layout -\begin_layout Standard +\begin_layout Plain Layout // usar un Set que es indexado por iS: _bsr.blocks[iS] \end_layout -\begin_layout Standard +\begin_layout Plain Layout NameBlock _.bsr.ARMA.2_1 \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -622,5 +632,6 @@ parametros de diferentes segmentos. En la sección -\begin_inset LatexCommand ref +\begin_inset CommandInset ref +LatexCommand ref reference "sec:Restricciones-en-BSR" @@ -637,30 +648,30 @@ status open -\begin_layout Standard +\begin_layout Plain Layout NameBlock Get.Constraints.Handler(Real void) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout // retornamos un NameBlock predefinido para el caso \end_layout -\begin_layout Standard +\begin_layout Plain Layout // no restringido \end_layout -\begin_layout Standard +\begin_layout Plain Layout NameBlock BysMcmc::Bsr::Import::Unconstrained(0) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -683,65 +694,65 @@ status open -\begin_layout Standard +\begin_layout Plain Layout NameBlock Build.Example.BSR(Text path.out, Text session.id, \end_layout -\begin_layout Standard +\begin_layout Plain Layout Serie Y, Set X) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout NameBlock [[ \end_layout -\begin_layout Standard +\begin_layout Plain Layout Text _.path.out = path.out; \end_layout -\begin_layout Standard +\begin_layout Plain Layout Text _.session.id = session.id; \end_layout -\begin_layout Standard +\begin_layout Plain Layout NameBlock _.bsr.ARMA.2_1 = [[ \end_layout -\begin_layout Standard +\begin_layout Plain Layout Text _.dating.name = DatingName(Y); \end_layout -\begin_layout Standard +\begin_layout Plain Layout Date _.first = First(Y); \end_layout -\begin_layout Standard +\begin_layout Plain Layout Date _.last = Last(Y), \end_layout -\begin_layout Standard +\begin_layout Plain Layout Matrix _.Y = SerMat(Y); \end_layout -\begin_layout Standard +\begin_layout Plain Layout Matrix _.X = SerSetMat(X); \end_layout -\begin_layout Standard +\begin_layout Plain Layout /* ... @@ -749,271 +760,271 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout /* aquí implementamos el NameBlock para el nodo de observación */ \end_layout -\begin_layout Standard +\begin_layout Plain Layout ]]; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Text Get.Doc.Model.Name(Real void) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout Text "BSRExample" \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Text Get.Doc.Model.Description(Real void) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout Text "Modelo simple ARMA(3,1)" \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Text Get.Doc.Session.Name(Real void) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout Text _.session.id \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Text Get.Doc.Session.Description(Real void) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout Text "Session "+_.session.id+" para el modelo: " + \end_layout -\begin_layout Standard +\begin_layout Plain Layout Get.Doc.Model.Name(0) + " " + Get.Doc.Model.Description(0) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Text Get.Doc.Session.Authors(Real void) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout Text "user@bayesforecast.com" \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Text Get.Doc.Path(Real void) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout Text _.path.output \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Real Get.LinReg.Size(Real void) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout // para el ejemplo actual solo tenemos un segmento de regresión \end_layout -\begin_layout Standard +\begin_layout Plain Layout Real 1 \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout NameBlock Get.LinReg.Segment(Real iS) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout // en este caso retornamos el NameBlock para el único segmento \end_layout -\begin_layout Standard +\begin_layout Plain Layout // que se modela para mas de un segmento de regresión se suele \end_layout -\begin_layout Standard +\begin_layout Plain Layout // usar un Set que es indexado por iS: _bsr.blocks[iS] \end_layout -\begin_layout Standard +\begin_layout Plain Layout NameBlock _.bsr.ARMA.2_1 \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout NameBlock Get.Constraints.Handler(Real void) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout // retornamos un NameBlock predefinido para el caso \end_layout -\begin_layout Standard +\begin_layout Plain Layout // no restringido \end_layout -\begin_layout Standard +\begin_layout Plain Layout NameBlock BysMcmc::Bsr::Import::Unconstrained(0) \end_layout -\begin_layout Standard +\begin_layout Plain Layout } \end_layout -\begin_layout Standard +\begin_layout Plain Layout ]] \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -1027,5 +1038,6 @@ \begin_layout Section API del segmento BSR -\begin_inset LatexCommand label +\begin_inset CommandInset label +LatexCommand label name "sec:API-segmento-BSR" @@ -1053,20 +1065,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Text Get.Name(Real void) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Text "ObsY" \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -1121,20 +1133,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Text Get.Sigma2(Real void) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Text "sigma2" \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -1158,20 +1170,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Set Get.TimeInfo(Real void) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Set BSR.NoiseTimeInfo(TimeSet Eval(_.dating.name), _.first, _.last) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -1191,30 +1203,30 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Struct BSR.NoiseTimeInfo \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout TimeSet Dating, \end_layout -\begin_layout Standard +\begin_layout Plain Layout Date FirstDate, \end_layout -\begin_layout Standard +\begin_layout Plain Layout Date LastDate \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -1250,5 +1262,6 @@ de grado 2 ó 1. Para el modelo -\begin_inset LatexCommand ref +\begin_inset CommandInset ref +LatexCommand ref reference "eq:mod_exa_bsr" @@ -1262,20 +1275,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Real Get.ARIMA.Size(Real void) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Real 1 \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -1316,35 +1329,35 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Struct ARIMAStruct \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Real Periodicity, \end_layout -\begin_layout Standard +\begin_layout Plain Layout Polyn AR, \end_layout -\begin_layout Standard +\begin_layout Plain Layout Polyn MA, \end_layout -\begin_layout Standard +\begin_layout Plain Layout Polyn DIF \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -1354,5 +1367,6 @@ Para el modelo -\begin_inset LatexCommand ref +\begin_inset CommandInset ref +LatexCommand ref reference "eq:mod_exa_bsr" @@ -1365,20 +1379,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Set Get.ARIMA.Factor(Real f) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Set ARIMAStruct(1, 1-0.1*B-0.1*B^2, 1-0.1*B, 1) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -1406,20 +1420,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Real Get.Param.Size(Real void) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Real Rows(_.X) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -1464,25 +1478,25 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Struct Bsr.Param.Info \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Text Name, // identificador único del parámetro \end_layout -\begin_layout Standard +\begin_layout Plain Layout Real InitValue, // valor inicial conocido o ? \end_layout -\begin_layout Standard +\begin_layout Plain Layout Real Prior.LowerBound, // cota inf. @@ -1490,5 +1504,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout Real Prior.UpperBound // cota sup. @@ -1496,5 +1510,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -1521,20 +1535,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Set Get.Param(Real iP) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Set Bsr.Param.Info("beta_"+IntText(iP), Real Rand(0,1), -1/0, 1/0) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -1559,20 +1573,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Real Get.Missing.Size(Real void) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Real 0 \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -1611,30 +1625,30 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Struct Bsr.Missing.Info \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Text Name, // identificador único para el valor missing \end_layout -\begin_layout Standard +\begin_layout Plain Layout Real Prior.Average, // prior media or initial value \end_layout -\begin_layout Standard +\begin_layout Plain Layout Real Prior.Sigma, // sigma del prior or +1/0 si no inf. \end_layout -\begin_layout Standard +\begin_layout Plain Layout Real Prior.LowerBound, // límite inf. @@ -1642,5 +1656,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout Real Prior.UpperBound // límite sup. @@ -1648,5 +1662,5 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -1661,20 +1675,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Set Get.Missing(Real iP) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Set Empty \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -1701,25 +1715,25 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Real Get.Equation.Size(Real void) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout // _.X e _.Y están dispuestas por filas \end_layout -\begin_layout Standard +\begin_layout Plain Layout Real Columns(_.X); \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -1776,20 +1790,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Real Get.Equation.Output(Real iE) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Real MatDat(_.Y,1,iE) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -1831,20 +1845,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Real Get.Equation.Input.Size(Real iE) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Real Rows(_.X) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -1914,20 +1928,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Real Get.Equation.Input.Coef(Real iE, Real iT) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Real MatDat(_.X, iT,iE) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -1962,20 +1976,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Text Get.Equation.Input.Param(Real iE, Real iT) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Text "beta_"+IntText(iT) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -2003,5 +2017,6 @@ parametros de este segmentos. En la sección -\begin_inset LatexCommand ref +\begin_inset CommandInset ref +LatexCommand ref reference "sec:Restricciones-en-BSR" @@ -2010,5 +2025,6 @@ se describe el API que debe satisfacerse. En el modelo planetado en -\begin_inset LatexCommand ref +\begin_inset CommandInset ref +LatexCommand ref reference "eq:mod_exa_bsr" @@ -2025,20 +2041,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout NameBlock Get.Constraints.Handler(Real void) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout NameBlock Explicit.Constraints([["0>=-beta_1+beta_2"]]) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -2052,5 +2068,6 @@ \begin_layout Section Restricciones en BSR -\begin_inset LatexCommand label +\begin_inset CommandInset label +LatexCommand label name "sec:Restricciones-en-BSR" @@ -2089,40 +2106,40 @@ status open -\begin_layout Standard +\begin_layout Plain Layout //////////////////////////////////////////////////////////////////// \end_layout -\begin_layout Standard +\begin_layout Plain Layout // Lower <= Upper \end_layout -\begin_layout Standard +\begin_layout Plain Layout //////////////////////////////////////////////////////////////////// \end_layout -\begin_layout Standard +\begin_layout Plain Layout Struct Bsr.OrderRelation.Info \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Text Lower, //Left parameter \end_layout -\begin_layout Standard +\begin_layout Plain Layout Text Upper //Right parameter \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -2148,5 +2165,5 @@ status open -\begin_layout Standard +\begin_layout Plain Layout \family typewriter @@ -2183,40 +2200,40 @@ status open -\begin_layout Standard +\begin_layout Plain Layout /////////////////////////////////////////////////////////////////// \end_layout -\begin_layout Standard +\begin_layout Plain Layout // Coefficient * Parameter \end_layout -\begin_layout Standard +\begin_layout Plain Layout ////////////////////////////////////////////////////////////////// \end_layout -\begin_layout Standard +\begin_layout Plain Layout Struct Bsr.LinearCombTerm \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Real Coefficient, \end_layout -\begin_layout Standard +\begin_layout Plain Layout Text Parameter \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -2237,10 +2254,10 @@ status open -\begin_layout Standard +\begin_layout Plain Layout /////////////////////////////////////////////////////////////////// \end_layout -\begin_layout Standard +\begin_layout Plain Layout // LowerBound <= c_1*alfa_1 + ... @@ -2248,35 +2265,35 @@ \end_layout -\begin_layout Standard +\begin_layout Plain Layout /////////////////////////////////////////////////////////////////// \end_layout -\begin_layout Standard +\begin_layout Plain Layout Struct Bsr.GenericConstraint.Info \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Real LowerBound, // cota inferior de la combinación lineal o -1/0 \end_layout -\begin_layout Standard +\begin_layout Plain Layout Set LinearComb, // un conjutno de Bsr.LinearCombTerm \end_layout -\begin_layout Standard +\begin_layout Plain Layout Real UpperBound // cota superior de la combinación lineal o +1/0 \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -2313,20 +2330,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Real Get.OrderRelation.Size (Real void) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Real 1 \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -2364,20 +2381,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Set Get.OrderRelation (Real r) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Set Bsr.OrdeRelation.Info("beta_2","beta_1") \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -2407,20 +2424,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Real Get.GenericConstraint.Size (Real void) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Real 0 \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -2467,40 +2484,40 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Set Get.GenericConstraint (Real r) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Set Bsr.GenericConstraint.Info \end_layout -\begin_layout Standard +\begin_layout Plain Layout ( 0.0, \end_layout -\begin_layout Standard +\begin_layout Plain Layout [[Set Bsr.LinearCombTerm(1.0, "beta_1"), \end_layout -\begin_layout Standard +\begin_layout Plain Layout Set Bsr.LinearCombTerm(-1.0, "beta_2")]], \end_layout -\begin_layout Standard +\begin_layout Plain Layout +1/0 ) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -2531,20 +2548,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Real Get.ExplicitConstraint.Size(Real void) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Real 0 \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -2567,20 +2584,20 @@ status open -\begin_layout Standard +\begin_layout Plain Layout Text Get.ExplicitConstraint(Real r) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Text "" \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; @@ -2621,5 +2638,5 @@ status open -\begin_layout Standard +\begin_layout Plain Layout NameBlock Order.Relations([[Bsr.OrdeRelation.Info("beta_2","beta_1")]]) @@ -2651,50 +2668,50 @@ status open -\begin_layout Standard +\begin_layout Plain Layout NameBlock Generic.Constraints \end_layout -\begin_layout Standard +\begin_layout Plain Layout ( \end_layout -\begin_layout Standard +\begin_layout Plain Layout [[ \end_layout -\begin_layout Standard +\begin_layout Plain Layout Bsr.GenericConstraint.Info \end_layout -\begin_layout Standard +\begin_layout Plain Layout ( 0.0, \end_layout -\begin_layout Standard +\begin_layout Plain Layout [[Set Bsr.LinearCombTerm(1.0, "beta_1"), \end_layout -\begin_layout Standard +\begin_layout Plain Layout Set Bsr.LinearCombTerm(-1.0, "beta_2")]], \end_layout -\begin_layout Standard +\begin_layout Plain Layout +1/0 ) \end_layout -\begin_layout Standard +\begin_layout Plain Layout ]] \end_layout -\begin_layout Standard +\begin_layout Plain Layout ) @@ -2722,5 +2739,5 @@ status open -\begin_layout Standard +\begin_layout Plain Layout NameBlock Explicit.Constraints([["0<=+beta_1-beta_2"]]) @@ -2749,5 +2766,5 @@ status open -\begin_layout Standard +\begin_layout Plain Layout NameBlock Constraints(Empty,Empty,[["0<=+beta_1-beta_2"]]) @@ -2775,5 +2792,5 @@ status open -\begin_layout Standard +\begin_layout Plain Layout NameBlock Unconstrained(0) @@ -2791,5 +2808,6 @@ \begin_layout Standard El código completo para el ejemplo dado en las ecuaciones -\begin_inset LatexCommand ref +\begin_inset CommandInset ref +LatexCommand ref reference "eq:mod_exa_bsr" @@ -2805,440 +2823,440 @@ status open -\begin_layout Standard +\begin_layout Plain Layout NameBlock Build.Example.BSR(Text path.out, Text session.id, \end_layout -\begin_layout Standard +\begin_layout Plain Layout Serie Y, Set X) \end_layout -\begin_layout Standard - -{ -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +{ +\end_layout + +\begin_layout Plain Layout Real beta1 = Rand(-1,1); \end_layout -\begin_layout Standard +\begin_layout Plain Layout Real beta2 = Rand(-1,beta1); \end_layout -\begin_layout Standard +\begin_layout Plain Layout NameBlock [[ \end_layout -\begin_layout Standard +\begin_layout Plain Layout Text _.path.out = path.out; \end_layout -\begin_layout Standard +\begin_layout Plain Layout Text _.session.id = session.id; \end_layout -\begin_layout Standard +\begin_layout Plain Layout NameBlock _.bsr.ARMA.2_1 = [[ \end_layout -\begin_layout Standard +\begin_layout Plain Layout Text _.dating.name = DatingName(Y); \end_layout -\begin_layout Standard +\begin_layout Plain Layout _.first = First(Y); \end_layout -\begin_layout Standard +\begin_layout Plain Layout _.last = Last(Y), \end_layout -\begin_layout Standard +\begin_layout Plain Layout Matrix _.Y = SerMat(Y); \end_layout -\begin_layout Standard +\begin_layout Plain Layout Matrix _.X = SerSetMat(X); \end_layout -\begin_layout Standard +\begin_layout Plain Layout Set _.beta.ini = [[beta1, beta2]]; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Text Get.Name(Real void) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout Text "ObsY" \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Text Get.Sigma2(Real void) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout Text "sigma2" \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Set Get.TimeInfo(Real void) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout Set BSR.NoiseTimeInfo(TimeSet Eval(_.dating.name), _.first, _.last) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Real Get.ARIMA.Size(Real void) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout Real 1 \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Set Get.ARIMA.Factor(Real f) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout Set ARIMAStruct(1, 1-0.1*B-0.1*B^2, 1-0.1*B, 1) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Real Get.Param.Size(Real void) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout Real Rows(_.X) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Set Get.Param(Real iP) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout Real value = If(iP>2,Real Rand(-1,1),_.beta.ini[iP]); \end_layout -\begin_layout Standard +\begin_layout Plain Layout Set Bsr.Param.Info("beta_"+IntText(iP), value, -1/0, 1/0) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Real Get.Missing.Size(Real void) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout Real 0 \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Set Get.Missing(Real iP) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout Set Empty \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Real Get.Equation.Size(Real void) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout // _.X e _.Y están dispuestas por filas \end_layout -\begin_layout Standard +\begin_layout Plain Layout Real Columns(_.X) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Real Get.Equation.Output(Real iE) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout Real MatDat(_.Y,1,iE) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Real Get.Equation.Input.Size(Real iE) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout Real Rows(_.X) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Real Get.Equation.Input.Coef(Real iE, Real iT) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout Real MatDat(_.X, iT,iE) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout Text Get.Equation.Input.Param(Real iE, Real iT) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout Text "beta_"+IntText(iT) \end_layout -\begin_layout Standard +\begin_layout Plain Layout }; \end_layout -\begin_layout Standard - -\end_layout - -\begin_layout Standard +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout NameBlock Get.Constraints.Handler(Real void) \end_layout -\begin_layout Standard +\begin_layout Plain Layout { \end_layout -\begin_layout Standard +\begin_layout Plain Layout NameBlock BysMcmc::Bsr::Import::Explicit.Constraints([["0>=-beta1+beta2"] @@ -3246,273 +3264,517 @@ \end_layout +\begin_layout Plain Layout + + } +\end_layout + +\begin_layout Plain Layout + + ]]; +\end_layout + +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout + + Text Get.Doc.Model.Name(Real void) +\end_layout + +\begin_layout Plain Layout + + { +\end_layout + +\begin_layout Plain Layout + + Text "BSRExample" +\end_layout + +\begin_layout Plain Layout + + }; +\end_layout + +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout + + Text Get.Doc.Model.Description(Real void) +\end_layout + +\begin_layout Plain Layout + + { +\end_layout + +\begin_layout Plain Layout + + Text "Modelo simple ARMA(2,1)" +\end_layout + +\begin_layout Plain Layout + + }; +\end_layout + +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout + + Text Get.Doc.Session.Name(Real void) +\end_layout + +\begin_layout Plain Layout + + { +\end_layout + +\begin_layout Plain Layout + + Text _.session.id +\end_layout + +\begin_layout Plain Layout + + }; +\end_layout + +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout + + Text Get.Doc.Session.Description(Real void) +\end_layout + +\begin_layout Plain Layout + + { +\end_layout + +\begin_layout Plain Layout + + Text "Session "+_.session.id+" para el modelo: " + +\end_layout + +\begin_layout Plain Layout + + Get.Doc.Model.Name(0) + " " + Get.Doc.Model.Description(0) +\end_layout + +\begin_layout Plain Layout + + }; +\end_layout + +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout + + Text Get.Doc.Session.Authors(Real void) +\end_layout + +\begin_layout Plain Layout + + { +\end_layout + +\begin_layout Plain Layout + + Text "user@bayesforecast.com" +\end_layout + +\begin_layout Plain Layout + + }; +\end_layout + +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout + + Text Get.Doc.Path(Real void) +\end_layout + +\begin_layout Plain Layout + + { +\end_layout + +\begin_layout Plain Layout + + Text _.path.out +\end_layout + +\begin_layout Plain Layout + + }; +\end_layout + +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout + + Real Get.LinReg.Size(Real void) +\end_layout + +\begin_layout Plain Layout + + { +\end_layout + +\begin_layout Plain Layout + + // para el ejemplo actual solo tenemos un segmento de regresión +\end_layout + +\begin_layout Plain Layout + + Real 1 +\end_layout + +\begin_layout Plain Layout + + }; +\end_layout + +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout + + NameBlock Get.LinReg.Segment(Real iS) +\end_layout + +\begin_layout Plain Layout + + { +\end_layout + +\begin_layout Plain Layout + + // en este caso retornamos el NameBlock para el único segmento +\end_layout + +\begin_layout Plain Layout + + // que se modela para mas de un segmento de regresión se suele +\end_layout + +\begin_layout Plain Layout + + // usar un Set que es indexado por iS: _bsr.blocks[iS] +\end_layout + +\begin_layout Plain Layout + + NameBlock _.bsr.ARMA.2_1 +\end_layout + +\begin_layout Plain Layout + + }; +\end_layout + +\begin_layout Plain Layout + +\end_layout + +\begin_layout Plain Layout + + NameBlock Get.Constraints.Handler(Real void) +\end_layout + +\begin_layout Plain Layout + + { +\end_layout + +\begin_layout Plain Layout + + // retornamos un NameBlock predefinido para el caso +\end_layout + +\begin_layout Plain Layout + + // no restringido +\end_layout + +\begin_layout Plain Layout + + NameBlock BysMcmc::Bsr::Import::Unconstrained(0) +\end_layout + +\begin_layout Plain Layout + + } +\end_layout + +\begin_layout Plain Layout + + ]] +\end_layout + +\begin_layout Plain Layout + +}; +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Section +API modular +\end_layout + \begin_layout Standard - - } +Como se ha visto anteriormente +\begin_inset CommandInset ref +LatexCommand ref +reference "sec:API-modular" + +\end_inset + +, desde la versión 2.0.1 de TOL es posible definir un modelo BSR de forma + modular. + Para que el Import sea capaz de crear este tipo de expresión de modeos + se le han añadido una serie métodos que entrarán en acción si el NameBlock + de definición del usuario implementa a su vez los siguientes métodos opcionales +\end_layout + +\begin_layout Description +Get.ModuleType retorna el tipo de módulo que puede ser +\begin_inset Quotes eld +\end_inset + +primary +\begin_inset Quotes erd +\end_inset + +, +\begin_inset Quotes erd +\end_inset + +joint +\begin_inset Quotes erd +\end_inset + + o +\begin_inset Quotes eld +\end_inset + +master +\begin_inset Quotes erd +\end_inset + +. + Si no existe método se sobreentiende +\begin_inset Quotes eld +\end_inset + +joint +\begin_inset Quotes erd +\end_inset + + para guardar compatibilidad hacia atrás +\begin_inset listings +lstparams "basicstyle={\small\ttfamily}" +inline false +status open + +\begin_layout Plain Layout + +Text Get.ModuleType(Real unused) +\end_layout + +\end_inset + + \end_layout \begin_layout Standard - - ]]; +Si se trata de un módulo de tipo +\begin_inset Quotes eld +\end_inset + +master +\begin_inset Quotes erd +\end_inset + +, entonces deberá implementar estos métodos en lugar de los definidos en + la sección anterior y que corresponden al actual +\begin_inset Quotes eld +\end_inset + +joint +\begin_inset Quotes erd +\end_inset + + +\end_layout + +\begin_layout Description +Get.Modular.Schema retorna el esquema modular o modo en el que se resolverán + las simulaciones que puede ser +\begin_inset Quotes eld +\end_inset + +monophasic +\begin_inset Quotes erd +\end_inset + +, +\begin_inset Quotes eld +\end_inset + +sequential +\begin_inset Quotes erd +\end_inset + + ó +\begin_inset Quotes eld +\end_inset + +parallel +\begin_inset Quotes erd +\end_inset + + +\begin_inset listings +lstparams "basicstyle={\small\ttfamily}" +inline false +status open + +\begin_layout Plain Layout + +Text Get.Modular.Schema(Real unused) +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Description +Get.Modules retorna el conjunto de módulos, cada uno de los cuales es un + NameBlock utilizable a su vez por el Import de forma recursiva +\begin_inset listings +lstparams "basicstyle={\small\ttfamily}" +inline false +status open + +\begin_layout Plain Layout + +Set Get.Modules(Real unused) +\end_layout + +\end_inset + + \end_layout \begin_layout Standard +Si se trata de un módulo de tipo +\begin_inset Quotes eld +\end_inset + +primary +\begin_inset Quotes erd +\end_inset + +, entonces sólo puede tener un segmento el cual debe tener estos métodos + en lugar de los descritos en la sección Get.Equation.Output, Get.Equation.Input.Size +, Get.Equation.Input.Coef y Get.Equation.Input.Param +\end_layout + +\begin_layout Description +Get.OutputVMatrix devuelve la matriz de output del segmento de regresión + +\begin_inset listings +lstparams "basicstyle={\small\ttfamily}" +inline false +status open + +\begin_layout Plain Layout + +VMatrix Get.OutputVMatrix(Real unused) +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Description +Get.InputVMatrix devuelve la matriz de input del segmento de regresión +\begin_inset listings +lstparams "basicstyle={\small\ttfamily}" +inline false +status open + +\begin_layout Plain Layout + +VMatrix Get.InputVMatrix(Real unused) +\end_layout + +\end_inset + \end_layout \begin_layout Standard - - Text Get.Doc.Model.Name(Real void) +El método Get.Equation.Size se mantiene porque el reconocedor sintáctico no + va a caragr la matriz y desconoce por tanto sus dimensiones. \end_layout \begin_layout Standard - - { -\end_layout - -\begin_layout Standard - - Text "BSRExample" -\end_layout - -\begin_layout Standard - - }; -\end_layout - -\begin_layout Standard - -\end_layout - -\begin_layout Standard - - Text Get.Doc.Model.Description(Real void) -\end_layout - -\begin_layout Standard - - { -\end_layout - -\begin_layout Standard - - Text "Modelo simple ARMA(2,1)" -\end_layout - -\begin_layout Standard - - }; -\end_layout - -\begin_layout Standard - -\end_layout - -\begin_layout Standard - - Text Get.Doc.Session.Name(Real void) -\end_layout - -\begin_layout Standard - - { -\end_layout - -\begin_layout Standard - - Text _.session.id -\end_layout - -\begin_layout Standard - - }; -\end_layout - -\begin_layout Standard - -\end_layout - -\begin_layout Standard - - Text Get.Doc.Session.Description(Real void) -\end_layout - -\begin_layout Standard - - { -\end_layout - -\begin_layout Standard - - Text "Session "+_.session.id+" para el modelo: " + -\end_layout - -\begin_layout Standard - - Get.Doc.Model.Name(0) + " " + Get.Doc.Model.Description(0) -\end_layout - -\begin_layout Standard - - }; -\end_layout - -\begin_layout Standard - -\end_layout - -\begin_layout Standard - - Text Get.Doc.Session.Authors(Real void) -\end_layout - -\begin_layout Standard - - { -\end_layout - -\begin_layout Standard - - Text "user@bayesforecast.com" -\end_layout - -\begin_layout Standard - - }; -\end_layout - -\begin_layout Standard - -\end_layout - -\begin_layout Standard - - Text Get.Doc.Path(Real void) -\end_layout - -\begin_layout Standard - - { -\end_layout - -\begin_layout Standard - - Text _.path.out -\end_layout - -\begin_layout Standard - - }; -\end_layout - -\begin_layout Standard - -\end_layout - -\begin_layout Standard - - Real Get.LinReg.Size(Real void) -\end_layout - -\begin_layout Standard - - { -\end_layout - -\begin_layout Standard - - // para el ejemplo actual solo tenemos un segmento de regresión -\end_layout - -\begin_layout Standard - - Real 1 -\end_layout - -\begin_layout Standard - - }; -\end_layout - -\begin_layout Standard - -\end_layout - -\begin_layout Standard - - NameBlock Get.LinReg.Segment(Real iS) -\end_layout - -\begin_layout Standard - - { -\end_layout - -\begin_layout Standard - - // en este caso retornamos el NameBlock para el único segmento -\end_layout - -\begin_layout Standard - - // que se modela para mas de un segmento de regresión se suele -\end_layout - -\begin_layout Standard - - // usar un Set que es indexado por iS: _bsr.blocks[iS] -\end_layout - -\begin_layout Standard - - NameBlock _.bsr.ARMA.2_1 -\end_layout - -\begin_layout Standard - - }; -\end_layout - -\begin_layout Standard - -\end_layout - -\begin_layout Standard - - NameBlock Get.Constraints.Handler(Real void) -\end_layout - -\begin_layout Standard - - { -\end_layout - -\begin_layout Standard - - // retornamos un NameBlock predefinido para el caso -\end_layout - -\begin_layout Standard - - // no restringido -\end_layout - -\begin_layout Standard - - NameBlock BysMcmc::Bsr::Import::Unconstrained(0) -\end_layout - -\begin_layout Standard - - } -\end_layout - -\begin_layout Standard - - ]] -\end_layout - -\begin_layout Standard - -}; +Tanto en los módulos +\begin_inset Quotes eld +\end_inset + +primary +\begin_inset Quotes erd +\end_inset + + como en los +\begin_inset Quotes eld +\end_inset + +joint +\begin_inset Quotes erd +\end_inset + + los segmentos pueden ahora añadir la información referida a los fitrosno + lineales que antes se introducían a BSR de forma externa. + Para ello se deberá definir el método +\end_layout + +\begin_layout Description +Get.NonLinearFilters Devuelve un conjunto de NameBlock's cada uno de los + cuales define un filtro no lineal sobre el mismo segmento +\begin_inset listings +lstparams "basicstyle={\small\ttfamily}" +inline false +status open + +\begin_layout Plain Layout + +Set Get.NonLinearFilters(Real unused) \end_layout