Changeset 3f1b1319 in tol

Timestamp:

Oct 3, 2012, 8:14:50 AM (14 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

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

Children:

0b95534

Parents:

265f3e2

Message:

Refs #1136
fixing bugs in ARMAPreliminaryEstimation

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@5187 be4846ae-f051-483a-831f-b64e7d08527f

File:

• tol/btol/bmodel/estim.cpp (modified) (2 diffs)

tol/btol/bmodel/estim.cpp

@@ -2479 +2479 @@
 DefExtOpr(1, BSetARMAPreliminaryEstimation, "ARMAPreliminaryEstimation", 
   4, 6, "Matrix Real Real Real Real Real",
-  "(Matrix ACVF, Real p, Real q, Real N [, Real maxIter=100*q, Real eps = 1/Sqrt(N))",
+  "(Matrix ACVF, Real p, Real q, Real N [, Real maxIter=100*q, Real eps = 0.1/Sqrt(N))",
   "Estimates a preliminary AR(p)MA(q) non seassonal model \n"
   "  \n"
@@ -2509 +2509 @@
   int maxIter = 100*q;
   //Tolerance stop criteria
-  BDat eps = 1.0/Sqrt(N);
+  BDat eps = 0.1/Sqrt(N);
   if(Arg(5)) { maxIter = (int)Abs(Real(Arg(5))); }
   if(Arg(6)) { eps = Dat(Arg(6)); }