Changeset 73baeb7 in tol
- Timestamp:
- Feb 3, 2009, 9:17:47 AM (18 years ago)
- Branches:
- 1941-docker-image-to-test, devel, master
- Children:
- c27d3e3
- Parents:
- 44e5e09
- File:
-
- 1 edited
Legend:
- Unmodified
- Added
- Removed
-
tol/stdlib/math/stat/models/bayesian/arima/_arma_process.tol
r44e5e09 r73baeb7 157 157 //Does Choleski factorization of pure AR 158 158 //Real _trc.7 = { WriteLn("TRACE _.cov_ar_n=" << (Matrix VMat2Mat(_.cov_ar_n))); 0 }; 159 VMatrix _.L_ar_n = CholeskiFactor(_.cov_ar_n,"X" );159 VMatrix _.L_ar_n = CholeskiFactor(_.cov_ar_n,"X", True); 160 160 //Real _trc.8 = { WriteLn("TRACE _.L_ar_n=" << (Matrix VMat2Mat(_.L_ar_n))); 0 }; 161 161 //Calculates the inverse of Choleski factorization of pure AR … … 176 176 //Real _trc.12 = { WriteLn("TRACE _.cov_ma_m=" << (Matrix VMat2Mat(_.cov_ma_m))); 0 }; 177 177 //Does Choleski factorization of pseudo MA factor 178 VMatrix _.L_ma = CholeskiFactor(_.cov_ma_m,"X" );178 VMatrix _.L_ma = CholeskiFactor(_.cov_ma_m,"X",True); 179 179 //Converts to Cholmod.R.Sparse 180 180 VMatrix _.L_ma_sp = Convert(_.L_ma,"Cholmod.R.Sparse"); … … 262 262 //////////////////////////////////////////////////////////////////////////// 263 263 { 264 CholeskiFactor(cov,"X" )264 CholeskiFactor(cov,"X",True) 265 265 }; 266 266 ////////////////////////////////////////////////////////////////////////////
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