Changeset affe3b9 in tol for doc/modeling/BSR
- Timestamp:
- Dec 7, 2008, 10:03:32 AM (18 years ago)
- Branches:
- 1941-docker-image-to-test, devel, master
- Children:
- 69cdf03
- Parents:
- 9015f2b
- File:
-
- 1 edited
-
doc/modeling/BSR/BSR_P2_S1_BysMcmc.lyx (modified) (51 diffs)
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doc/modeling/BSR/BSR_P2_S1_BysMcmc.lyx
r9015f2b raffe3b9 1 #LyX 1. 5.3created this file. For more info see http://www.lyx.org/2 \lyxformat 2761 #LyX 1.6.0 created this file. For more info see http://www.lyx.org/ 2 \lyxformat 345 3 3 \begin_document 4 4 \begin_header … … 28 28 \hypersetup{urlbordercolor=0 0 0,pdfborder=0 0 1 [3 2]} 29 29 \end_preamble 30 \use_default_options false 31 \begin_modules 32 theorems-ams 33 \end_modules 30 34 \language spanish 31 35 \inputencoding auto … … 38 42 \font_sf_scale 100 39 43 \font_tt_scale 100 44 40 45 \graphics default 41 46 \paperfontsize default 42 47 \spacing single 48 \use_hyperref false 43 49 \papersize default 44 50 \use_geometry false … … 65 71 66 72 \begin_layout Chapter 67 \begin_inset LatexCommand label 73 \begin_inset CommandInset label 74 LatexCommand label 68 75 name "cha:BysMcmc" 69 76 … … 85 92 \begin_layout Standard 86 93 El fichero principal de este apartado es 87 \begin_inset LatexCommand htmlurl 88 target "http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayesian/bysMcmc/_bysMcmc.tol" 94 \begin_inset Flex URL 95 status collapsed 96 97 \begin_layout Plain Layout 98 99 http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayes 100 ian/bysMcmc/_bysMcmc.tol 101 \end_layout 89 102 90 103 \end_inset … … 120 133 121 134 \family typewriter 122 \begin_inset LatexCommand label 135 \begin_inset CommandInset label 136 LatexCommand label 123 137 name "sec:Opciones-del-sistema" 124 138 … … 143 157 status open 144 158 145 \begin_layout Standard159 \begin_layout Plain Layout 146 160 147 161 ////////////////////////////////////////////////////////////////////////////// 148 162 \end_layout 149 163 150 \begin_layout Standard164 \begin_layout Plain Layout 151 165 152 166 //Configuration default values over all BysMcmc related components 153 167 \end_layout 154 168 155 \begin_layout Standard169 \begin_layout Plain Layout 156 170 157 171 ////////////////////////////////////////////////////////////////////////////// 158 172 \end_layout 159 173 160 \begin_layout Standard174 \begin_layout Plain Layout 161 175 162 176 //Options used over all BysMcmc related components 163 177 \end_layout 164 178 165 \begin_layout Standard179 \begin_layout Plain Layout 166 180 167 181 NameBlock Options = 168 182 \end_layout 169 183 170 \begin_layout Standard184 \begin_layout Plain Layout 171 185 172 186 [[ 173 187 \end_layout 174 188 175 \begin_layout Standard189 \begin_layout Plain Layout 176 190 177 191 //Scalar samplers draws a univariant distribution given the logarithm … … 179 193 \end_layout 180 194 181 \begin_layout Standard195 \begin_layout Plain Layout 182 196 183 197 //density function and a domain interval 184 198 \end_layout 185 199 186 \begin_layout Standard200 \begin_layout Plain Layout 187 201 188 202 //The API of a scalar sampler is given by a function like this 189 203 \end_layout 190 204 191 \begin_layout Standard205 \begin_layout Plain Layout 192 206 193 207 // Real (Code logDens, Real x0, Real x1) 194 208 \end_layout 195 209 196 \begin_layout Standard210 \begin_layout Plain Layout 197 211 198 212 NameBlock Scalar.Sampler = 199 213 \end_layout 200 214 201 \begin_layout Standard215 \begin_layout Plain Layout 202 216 203 217 [[ 204 218 \end_layout 205 219 206 \begin_layout Standard220 \begin_layout Plain Layout 207 221 208 222 Real Arms(Code logDens, Real x0, Real x1) 209 223 \end_layout 210 224 211 \begin_layout Standard225 \begin_layout Plain Layout 212 226 213 227 { 214 228 \end_layout 215 229 216 \begin_layout Standard230 \begin_layout Plain Layout 217 231 218 232 ARMS(logDens, x0, x1) 219 233 \end_layout 220 234 221 \begin_layout Standard235 \begin_layout Plain Layout 222 236 223 237 }; 224 238 \end_layout 225 239 226 \begin_layout Standard240 \begin_layout Plain Layout 227 241 228 242 Real Slice(Code logDens, Real x0, Real x1) 229 243 \end_layout 230 244 231 \begin_layout Standard245 \begin_layout Plain Layout 232 246 233 247 { 234 248 \end_layout 235 249 236 \begin_layout Standard250 \begin_layout Plain Layout 237 251 238 252 MatDat(SliceSampler1D(logDens, x0, x1),1,1) 239 253 \end_layout 240 254 241 \begin_layout Standard255 \begin_layout Plain Layout 242 256 243 257 } 244 258 \end_layout 245 259 246 \begin_layout Standard260 \begin_layout Plain Layout 247 261 248 262 ]] 249 263 \end_layout 250 264 251 \begin_layout Standard265 \begin_layout Plain Layout 252 266 253 267 ]]; 254 268 \end_layout 255 269 256 \begin_layout Standard270 \begin_layout Plain Layout 257 271 258 272 ////////////////////////////////////////////////////////////////////////////// … … 280 294 status open 281 295 282 \begin_layout Standard296 \begin_layout Plain Layout 283 297 284 298 ////////////////////////////////////////////////////////////////////////////// 285 299 \end_layout 286 300 287 \begin_layout Standard301 \begin_layout Plain Layout 288 302 289 303 //Configuration default values over all BysMcmc related components 290 304 \end_layout 291 305 292 \begin_layout Standard306 \begin_layout Plain Layout 293 307 294 308 ////////////////////////////////////////////////////////////////////////////// 295 309 \end_layout 296 310 297 \begin_layout Standard311 \begin_layout Plain Layout 298 312 299 313 Set _config = 300 314 \end_layout 301 315 302 \begin_layout Standard316 \begin_layout Plain Layout 303 317 304 318 [[ 305 319 \end_layout 306 320 307 \begin_layout Standard321 \begin_layout Plain Layout 308 322 309 323 //MCMC dimensions 310 324 \end_layout 311 325 312 \begin_layout Standard326 \begin_layout Plain Layout 313 327 314 328 //The final number realizations that will remain after burnin 315 329 \end_layout 316 330 317 \begin_layout Standard331 \begin_layout Plain Layout 318 332 319 333 Real mcmc.sampleLength = 2000; 320 334 \end_layout 321 335 322 \begin_layout Standard336 \begin_layout Plain Layout 323 337 324 338 //The frequency of simulation notifying and chain cache updating 325 339 \end_layout 326 340 327 \begin_layout Standard341 \begin_layout Plain Layout 328 342 329 343 Real mcmc.cacheLength = 100; 330 344 \end_layout 331 345 332 \begin_layout Standard346 \begin_layout Plain Layout 333 347 334 348 //The number of first realizations that will be skiped at inference … … 336 350 \end_layout 337 351 338 \begin_layout Standard352 \begin_layout Plain Layout 339 353 340 354 //diagnostic time 341 355 \end_layout 342 356 343 \begin_layout Standard357 \begin_layout Plain Layout 344 358 345 359 Real mcmc.burnin = 100; 346 360 \end_layout 347 361 348 \begin_layout Standard362 \begin_layout Plain Layout 349 363 350 364 //Only one of each this number of simulations will be selected for 351 365 \end_layout 352 366 353 \begin_layout Standard367 \begin_layout Plain Layout 354 368 355 369 //inference and diagnostic 356 370 \end_layout 357 371 358 \begin_layout Standard372 \begin_layout Plain Layout 359 373 360 374 Real mcmc.thinning = 1; //thinningg 361 375 \end_layout 362 376 363 \begin_layout Standard377 \begin_layout Plain Layout 364 378 365 379 //Maximum of time in seconds dedicated to simulation 366 380 \end_layout 367 381 368 \begin_layout Standard382 \begin_layout Plain Layout 369 383 370 384 //Process will be stoped after mcmc.sampleLength + mcmc.burnin 371 385 \end_layout 372 386 373 \begin_layout Standard387 \begin_layout Plain Layout 374 388 375 389 //simulations or mcmc.maxTime seconds will be elapsed 376 390 \end_layout 377 391 378 \begin_layout Standard392 \begin_layout Plain Layout 379 393 380 394 Real mcmc.maxTime = 1/0; 381 395 \end_layout 382 396 383 \begin_layout Standard397 \begin_layout Plain Layout 384 398 385 399 //MLS step configuration 386 400 \end_layout 387 401 388 \begin_layout Standard402 \begin_layout Plain Layout 389 403 390 404 Text mls.method = Options::Mls.Method::None; 391 405 \end_layout 392 406 393 \begin_layout Standard407 \begin_layout Plain Layout 394 408 395 409 Real mls.maxIter = 100; 396 410 \end_layout 397 411 398 \begin_layout Standard412 \begin_layout Plain Layout 399 413 400 414 Real mls.tolerance = 0.01; 401 415 \end_layout 402 416 403 \begin_layout Standard417 \begin_layout Plain Layout 404 418 405 419 Real mls.FunnelGibbs.sigmaFactor = 0.01; 406 420 \end_layout 407 421 408 \begin_layout Standard422 \begin_layout Plain Layout 409 423 410 424 //Basic master configuration 411 425 \end_layout 412 426 413 \begin_layout Standard427 \begin_layout Plain Layout 414 428 415 429 //If solution error is great than this value a warning will be shown 416 430 \end_layout 417 431 418 \begin_layout Standard432 \begin_layout Plain Layout 419 433 420 434 Real bsr.cholesky.epsilon = 1.E-13; 421 435 \end_layout 422 436 423 \begin_layout Standard437 \begin_layout Plain Layout 424 438 425 439 //The notifying frequency of Cholesky warning 426 440 \end_layout 427 441 428 \begin_layout Standard442 \begin_layout Plain Layout 429 443 430 444 Real bsr.cholesky.warningFreq = 100; 431 445 \end_layout 432 446 433 \begin_layout Standard447 \begin_layout Plain Layout 434 448 435 449 //The number of burnin realizations in Gibbs drawing of truncated 436 450 \end_layout 437 451 438 \begin_layout Standard452 \begin_layout Plain Layout 439 453 440 454 //multinormal 441 455 \end_layout 442 456 443 \begin_layout Standard457 \begin_layout Plain Layout 444 458 445 459 Real bsr.truncMNormal.gibbsNumIter = 0; 446 460 \end_layout 447 461 448 \begin_layout Standard462 \begin_layout Plain Layout 449 463 450 464 //Scalar sampler used in ARMA block of basic BSR can be a member of … … 452 466 \end_layout 453 467 454 \begin_layout Standard468 \begin_layout Plain Layout 455 469 456 470 //BysMcmc::Options::Scalar.Sampler or an API equivalent function 457 471 \end_layout 458 472 459 \begin_layout Standard473 \begin_layout Plain Layout 460 474 461 475 Code bsr.scalarSampler.armaBlock = Options::Scalar.Sampler::Slice; 462 476 \end_layout 463 477 464 \begin_layout Standard478 \begin_layout Plain Layout 465 479 466 480 //Scalar sampler used in ARMA block of basic BSR can be a member of … … 468 482 \end_layout 469 483 470 \begin_layout Standard484 \begin_layout Plain Layout 471 485 472 486 //BysMcmc::Options::Scalar.Sampler or an API equivalent function 473 487 \end_layout 474 488 475 \begin_layout Standard489 \begin_layout Plain Layout 476 490 477 491 Code bsr.scalarSampler.nonLinBlock = Options::Scalar.Sampler::Slice; 478 492 \end_layout 479 493 480 \begin_layout Standard494 \begin_layout Plain Layout 481 495 482 496 //Arima filter method 483 497 \end_layout 484 498 485 \begin_layout Standard499 \begin_layout Plain Layout 486 500 487 501 Text bsr.arimaFilter = Options::Arima.Filter::FastChol; 488 502 \end_layout 489 503 490 \begin_layout Standard504 \begin_layout Plain Layout 491 505 492 506 //CODA and other diagnostic report configuration 493 507 \end_layout 494 508 495 \begin_layout Standard509 \begin_layout Plain Layout 496 510 497 511 //The quantile to be estimated in Raftery test 498 512 \end_layout 499 513 500 \begin_layout Standard514 \begin_layout Plain Layout 501 515 502 516 Real report.raftery.diag.q = 0.025; 503 517 \end_layout 504 518 505 \begin_layout Standard519 \begin_layout Plain Layout 506 520 507 521 //The desired margin of error of the estimate in Raftery test 508 522 \end_layout 509 523 510 \begin_layout Standard524 \begin_layout Plain Layout 511 525 512 526 Real report.raftery.diag.r = 0.007; 513 527 \end_layout 514 528 515 \begin_layout Standard529 \begin_layout Plain Layout 516 530 517 531 //The probability of obtaining an estimate in the interval (q-r,q+r) … … 519 533 \end_layout 520 534 521 \begin_layout Standard535 \begin_layout Plain Layout 522 536 523 537 //Raftery test 524 538 \end_layout 525 539 526 \begin_layout Standard540 \begin_layout Plain Layout 527 541 528 542 Real report.raftery.diag.s = 0.950; 529 543 \end_layout 530 544 531 \begin_layout Standard545 \begin_layout Plain Layout 532 546 533 547 //Precision required for estimate of time to convergence in Raftery … … 535 549 \end_layout 536 550 537 \begin_layout Standard551 \begin_layout Plain Layout 538 552 539 553 Real report.raftery.diag.eps = 0.001; 540 554 \end_layout 541 555 542 \begin_layout Standard556 \begin_layout Plain Layout 543 557 544 558 //Lag of AutoCorrelation Function 545 559 \end_layout 546 560 547 \begin_layout Standard561 \begin_layout Plain Layout 548 562 549 563 Real report.acf.lag= 20; 550 564 \end_layout 551 565 552 \begin_layout Standard566 \begin_layout Plain Layout 553 567 554 568 //Number of divisions in histograms 555 569 \end_layout 556 570 557 \begin_layout Standard571 \begin_layout Plain Layout 558 572 559 573 Real report.histogram.parts = 100; 560 574 \end_layout 561 575 562 \begin_layout Standard576 \begin_layout Plain Layout 563 577 564 578 //Number of divisions in kernel density aproximations 565 579 \end_layout 566 580 567 \begin_layout Standard581 \begin_layout Plain Layout 568 582 569 583 Real report.kerDens.points = 0; 570 584 \end_layout 571 585 572 \begin_layout Standard586 \begin_layout Plain Layout 573 587 574 588 //Generic flags 575 589 \end_layout 576 590 577 \begin_layout Standard591 \begin_layout Plain Layout 578 592 579 593 //If positive then is the number of existent realizations to be recovered … … 581 595 \end_layout 582 596 583 \begin_layout Standard597 \begin_layout Plain Layout 584 598 585 599 //from disk 586 600 \end_layout 587 601 588 \begin_layout Standard602 \begin_layout Plain Layout 589 603 590 604 //If negative then is the number of last existent realization to be 591 605 \end_layout 592 606 593 \begin_layout Standard607 \begin_layout Plain Layout 594 608 595 609 //skyped 596 610 \end_layout 597 611 598 \begin_layout Standard612 \begin_layout Plain Layout 599 613 600 614 //If zero then no resuming will be made and a new Markov chain will … … 602 616 \end_layout 603 617 604 \begin_layout Standard618 \begin_layout Plain Layout 605 619 606 620 //generated 607 621 \end_layout 608 622 609 \begin_layout Standard623 \begin_layout Plain Layout 610 624 611 625 Real do.resume = 0; 612 626 \end_layout 613 627 614 \begin_layout Standard628 \begin_layout Plain Layout 615 629 616 630 //Enables or disables CODA and other diagnostic reports 617 631 \end_layout 618 632 619 \begin_layout Standard633 \begin_layout Plain Layout 620 634 621 635 Real do.report = True; 622 636 \end_layout 623 637 624 \begin_layout Standard638 \begin_layout Plain Layout 625 639 626 640 //Enables or disables in-sample evaluation of forecasting, filter, noise, … … 628 642 \end_layout 629 643 630 \begin_layout Standard644 \begin_layout Plain Layout 631 645 632 646 //residuals, ... 633 647 \end_layout 634 648 635 \begin_layout Standard649 \begin_layout Plain Layout 636 650 637 651 Real do.eval = True; 638 652 \end_layout 639 653 640 \begin_layout Standard654 \begin_layout Plain Layout 641 655 642 656 //Enables or disables in-sample evaluation of individual linear effects 643 657 \end_layout 644 658 645 \begin_layout Standard659 \begin_layout Plain Layout 646 660 647 661 Real do.linear.effects = True 648 662 \end_layout 649 663 650 \begin_layout Standard664 \begin_layout Plain Layout 651 665 652 666 ]]; 653 667 \end_layout 654 668 655 \begin_layout Standard669 \begin_layout Plain Layout 656 670 657 671 ////////////////////////////////////////////////////////////////////////////// … … 678 692 status open 679 693 680 \begin_layout Standard694 \begin_layout Plain Layout 681 695 682 696 ////////////////////////////////////////////////////////////////////////////// 683 697 \end_layout 684 698 685 \begin_layout Standard699 \begin_layout Plain Layout 686 700 687 701 //Searches a parameter in the user defined configuration NameBlock and, … … 689 703 \end_layout 690 704 691 \begin_layout Standard705 \begin_layout Plain Layout 692 706 693 707 //not exists returns default value of BsyMcmc::Config 694 708 \end_layout 695 709 696 \begin_layout Standard710 \begin_layout Plain Layout 697 711 698 712 ////////////////////////////////////////////////////////////////////////////// 699 713 \end_layout 700 714 701 \begin_layout Standard715 \begin_layout Plain Layout 702 716 703 717 Anything GetCfgVal(NameBlock config, Text member) 704 718 \end_layout 705 719 706 \begin_layout Standard720 \begin_layout Plain Layout 707 721 708 722 { 709 723 \end_layout 710 724 711 \begin_layout Standard725 \begin_layout Plain Layout 712 726 713 727 StdLib::GetConfigValue(config,member,Eval("BysMcmc::Config::"+member)) 714 728 \end_layout 715 729 716 \begin_layout Standard730 \begin_layout Plain Layout 717 731 718 732 } 719 733 \end_layout 720 734 721 \begin_layout Standard735 \begin_layout Plain Layout 722 736 723 737 ////////////////////////////////////////////////////////////////////////////// … … 732 746 733 747 \family typewriter 734 \begin_inset LatexCommand label 748 \begin_inset CommandInset label 749 LatexCommand label 735 750 name "sub:Nameblock-BysMcmc::BuildCycler()" 736 751 … … 742 757 \begin_layout Standard 743 758 En 744 \begin_inset LatexCommand htmlurl 745 target "http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayesian/bysMcmc/_build.tol" 759 \begin_inset Flex URL 760 status collapsed 761 762 \begin_layout Plain Layout 763 764 http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayes 765 ian/bysMcmc/_build.tol 766 \end_layout 746 767 747 768 \end_inset … … 764 785 status open 765 786 766 \begin_layout Standard787 \begin_layout Plain Layout 767 788 768 789 ////////////////////////////////////////////////////////////////////////////// 769 790 \end_layout 770 791 771 \begin_layout Standard792 \begin_layout Plain Layout 772 793 773 794 //Identificador del modelo 774 795 \end_layout 775 796 776 \begin_layout Standard797 \begin_layout Plain Layout 777 798 778 799 Text get.name (Real unused) 779 800 \end_layout 780 801 781 \begin_layout Standard802 \begin_layout Plain Layout 782 803 783 804 //Identificador de la sesión de trabajo 784 805 \end_layout 785 806 786 \begin_layout Standard807 \begin_layout Plain Layout 787 808 788 809 Text get.session (Real unused) 789 810 \end_layout 790 811 791 \begin_layout Standard812 \begin_layout Plain Layout 792 813 793 814 //Camino donde se almacena la cadena de Markov en formato binario BBM 794 815 \end_layout 795 816 796 \begin_layout Standard817 \begin_layout Plain Layout 797 818 798 819 Text get.path (Real unused) 799 820 \end_layout 800 821 801 \begin_layout Standard822 \begin_layout Plain Layout 802 823 803 824 //Nombres de los parámetros de la cadena de Markov 804 825 \end_layout 805 826 806 \begin_layout Standard827 \begin_layout Plain Layout 807 828 808 829 Set get.colNames (Real unused) 809 830 \end_layout 810 831 811 \begin_layout Standard832 \begin_layout Plain Layout 812 833 813 834 //Simula una realización de la cadena de Markov 814 835 \end_layout 815 836 816 \begin_layout Standard837 \begin_layout Plain Layout 817 838 818 839 Matrix draw (Real numSim) 819 840 \end_layout 820 841 821 \begin_layout Standard842 \begin_layout Plain Layout 822 843 823 844 //Evalúa los componentes (filtro, ruido, residuos, previsión, ...) de cada … … 825 846 \end_layout 826 847 827 \begin_layout Standard848 \begin_layout Plain Layout 828 849 829 850 //segmento de la regresión para un vector concreto de parámetros. 830 851 \end_layout 831 852 832 \begin_layout Standard853 \begin_layout Plain Layout 833 854 834 855 //Este método no es necesario para la simulación pero sà es recomendable … … 836 857 \end_layout 837 858 838 \begin_layout Standard859 \begin_layout Plain Layout 839 860 840 861 //para su posterior diagnosis e inferencia. 841 862 \end_layout 842 863 843 \begin_layout Standard864 \begin_layout Plain Layout 844 865 845 866 Set eval(Matrix values) 846 867 \end_layout 847 868 848 \begin_layout Standard869 \begin_layout Plain Layout 849 870 850 871 ////////////////////////////////////////////////////////////////////////////// … … 872 893 status open 873 894 874 \begin_layout Standard895 \begin_layout Plain Layout 875 896 876 897 ////////////////////////////////////////////////////////////////////////////// 877 898 \end_layout 878 899 879 \begin_layout Standard900 \begin_layout Plain Layout 880 901 881 902 NameBlock my_config = 882 903 \end_layout 883 904 884 \begin_layout Standard905 \begin_layout Plain Layout 885 906 886 907 [[ 887 908 \end_layout 888 909 889 \begin_layout Standard910 \begin_layout Plain Layout 890 911 891 912 Real mcmc.burnin = 500; 892 913 \end_layout 893 914 894 \begin_layout Standard915 \begin_layout Plain Layout 895 916 896 917 Real mcmc.sampleLength = 5000 897 918 \end_layout 898 919 899 \begin_layout Standard920 \begin_layout Plain Layout 900 921 901 922 ]]; 902 923 \end_layout 903 924 904 \begin_layout Standard925 \begin_layout Plain Layout 905 926 906 927 ////////////////////////////////////////////////////////////////////////////// … … 927 948 \series default 928 949 de 929 \begin_inset LatexCommand htmlurl 930 target "http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.estim.tol" 950 \begin_inset Flex URL 951 status collapsed 952 953 \begin_layout Plain Layout 954 955 http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayes 956 ian/bysMcmc/bsr/dynhlm/_db_api.estim.tol 957 \end_layout 931 958 932 959 \end_inset … … 942 969 status open 943 970 944 \begin_layout Standard971 \begin_layout Plain Layout 945 972 946 973 ////////////////////////////////////////////////////////////////////////////// 947 974 \end_layout 948 975 949 \begin_layout Standard976 \begin_layout Plain Layout 950 977 951 978 //Notifica la inicialización de la cadena de Markov, 952 979 \end_layout 953 980 954 \begin_layout Standard981 \begin_layout Plain Layout 955 982 956 983 //informando del número de variables y el path de almacenamiento 957 984 \end_layout 958 985 959 \begin_layout Standard986 \begin_layout Plain Layout 960 987 961 988 Real initializing(Real numVar, Text path) 962 989 \end_layout 963 990 964 \begin_layout Standard991 \begin_layout Plain Layout 965 992 966 993 //Notifica que se está simulando la realización 967 994 \end_layout 968 995 969 \begin_layout Standard996 \begin_layout Plain Layout 970 997 971 998 //numSim de la cadena de Markov 972 999 \end_layout 973 1000 974 \begin_layout Standard1001 \begin_layout Plain Layout 975 1002 976 1003 Real simulating(Real numSim) 977 1004 \end_layout 978 1005 979 \begin_layout Standard1006 \begin_layout Plain Layout 980 1007 981 1008 /////////////////////////////////////////////////////////////////////////////// … … 1075 1102 \series default 1076 1103 devuelve un informe de diagnosis e inferencia básica (ver 1077 \begin_inset LatexCommand ref 1104 \begin_inset CommandInset ref 1105 LatexCommand ref 1078 1106 reference "sub:BysMcmc::Inference" 1079 1107 … … 1091 1119 \series default 1092 1120 que se puede ver en 1093 \begin_inset LatexCommand url 1094 target "http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayesian/bysMcmc/_structs.tol" 1121 \begin_inset Flex URL 1122 status collapsed 1123 1124 \begin_layout Plain Layout 1125 1126 http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayes 1127 ian/bysMcmc/_structs.tol 1128 \end_layout 1095 1129 1096 1130 \end_inset 1097 1131 1098 1132 y que se comentarán más adelante en 1099 \begin_inset LatexCommand ref 1133 \begin_inset CommandInset ref 1134 LatexCommand ref 1100 1135 reference "sub:BysMcmc::Inference" 1101 1136 … … 1130 1165 1131 1166 \family typewriter 1132 \begin_inset LatexCommand label 1167 \begin_inset CommandInset label 1168 LatexCommand label 1133 1169 name "sub:Nameblock-BysMcmc::DefineBlock()" 1134 1170 … … 1140 1176 \begin_layout Standard 1141 1177 En 1142 \begin_inset LatexCommand htmlurl 1143 target "http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayesian/bysMcmc/_defineBlock.tol" 1178 \begin_inset Flex URL 1179 status collapsed 1180 1181 \begin_layout Plain Layout 1182 1183 http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayes 1184 ian/bysMcmc/_defineBlock.tol 1185 \end_layout 1144 1186 1145 1187 \end_inset … … 1167 1209 1168 1210 \family typewriter 1169 \begin_inset LatexCommand label 1211 \begin_inset CommandInset label 1212 LatexCommand label 1170 1213 name "sub:BysMcmc::_.cmsg" 1171 1214 … … 1177 1220 \begin_layout Standard 1178 1221 En el fichero 1179 \begin_inset LatexCommand htmlurl 1180 target "http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayesian/bysMcmc/_cmsgs.tol" 1222 \begin_inset Flex URL 1223 status collapsed 1224 1225 \begin_layout Plain Layout 1226 1227 http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayes 1228 ian/bysMcmc/_cmsgs.tol 1229 \end_layout 1181 1230 1182 1231 \end_inset … … 1191 1240 \series default 1192 1241 implementado en 1193 \begin_inset LatexCommand htmlurl 1194 target "http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/general/system/cmsg/_coded.tol" 1242 \begin_inset Flex URL 1243 status collapsed 1244 1245 \begin_layout Plain Layout 1246 1247 http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/general/system/cmsg/_c 1248 oded.tol 1249 \end_layout 1195 1250 1196 1251 \end_inset … … 1223 1278 1224 1279 \family typewriter 1225 \begin_inset LatexCommand label 1280 \begin_inset CommandInset label 1281 LatexCommand label 1226 1282 name "sub:BysMcmc::Inference" 1227 1283 … … 1233 1289 \begin_layout Standard 1234 1290 En 1235 \begin_inset LatexCommand htmlurl 1236 target "http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayesian/bysMcmc/_inference.tol" 1291 \begin_inset Flex URL 1292 status collapsed 1293 1294 \begin_layout Plain Layout 1295 1296 http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayes 1297 ian/bysMcmc/_inference.tol 1298 \end_layout 1237 1299 1238 1300 \end_inset … … 1241 1303 bayesianas a partir de cadenas de Markov previamente simuladas definidos 1242 1304 en el fichero 1243 \begin_inset LatexCommand htmlurl 1244 target "http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayesian/bysMcmc/_inference_functions.tol" 1305 \begin_inset Flex URL 1306 status collapsed 1307 1308 \begin_layout Plain Layout 1309 1310 http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayes 1311 ian/bysMcmc/_inference_functions.tol 1312 \end_layout 1245 1313 1246 1314 \end_inset … … 1313 1381 \series default 1314 1382 : Una tabla con una fila para el resultado del test de Raftery de CODA 1315 \begin_inset LatexCommand cite 1383 \begin_inset CommandInset citation 1384 LatexCommand cite 1316 1385 key "CODA-Convergence-diagnosis-output-analysis" 1317 1386 … … 1323 1392 \series default 1324 1393 que se puede ver en 1325 \begin_inset LatexCommand url 1326 target "http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayesian/bysMcmc/_structs.tol" 1394 \begin_inset Flex URL 1395 status collapsed 1396 1397 \begin_layout Plain Layout 1398 1399 http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayes 1400 ian/bysMcmc/_structs.tol 1401 \end_layout 1327 1402 1328 1403 \end_inset … … 1347 1422 \series default 1348 1423 : Una tabla con una fila para el resultado del sumario CODA 1349 \begin_inset LatexCommand cite 1424 \begin_inset CommandInset citation 1425 LatexCommand cite 1350 1426 key "CODA-Convergence-diagnosis-output-analysis" 1351 1427 … … 1357 1433 \series default 1358 1434 que se puede ver en 1359 \begin_inset LatexCommand url 1360 target "http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayesian/bysMcmc/_structs.tol" 1435 \begin_inset Flex URL 1436 status collapsed 1437 1438 \begin_layout Plain Layout 1439 1440 http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayes 1441 ian/bysMcmc/_structs.tol 1442 \end_layout 1361 1443 1362 1444 \end_inset … … 1435 1517 1436 1518 \family typewriter 1437 \begin_inset LatexCommand label 1519 \begin_inset CommandInset label 1520 LatexCommand label 1438 1521 name "sub:BysMcmc::Bsr" 1439 1522 … … 1445 1528 \begin_layout Standard 1446 1529 En 1447 \begin_inset LatexCommand htmlurl 1448 target "http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayesian/bysMcmc/bsr/_bsr.tol" 1530 \begin_inset Flex URL 1531 status collapsed 1532 1533 \begin_layout Plain Layout 1534 1535 http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayes 1536 ian/bysMcmc/bsr/_bsr.tol 1537 \end_layout 1449 1538 1450 1539 \end_inset … … 1457 1546 \begin_layout Itemize 1458 1547 En 1459 \begin_inset LatexCommand htmlurl 1460 target "http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_gibbs.tol" 1548 \begin_inset Flex URL 1549 status collapsed 1550 1551 \begin_layout Plain Layout 1552 1553 http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayes 1554 ian/bysMcmc/bsr/gibbs/_gibbs.tol 1555 \end_layout 1461 1556 1462 1557 \end_inset … … 1468 1563 que incluye el simulador de Gibbs de BSR propiamente dicho que se explica 1469 1564 en detalle en 1470 \begin_inset LatexCommand ref 1565 \begin_inset CommandInset ref 1566 LatexCommand ref 1471 1567 reference "cha:BysMcmc::Bsr::Gibbs" 1472 1568 … … 1478 1574 \begin_layout Itemize 1479 1575 En 1480 \begin_inset LatexCommand htmlurl 1481 target "http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayesian/bysMcmc/bsr/_import.tol" 1576 \begin_inset Flex URL 1577 status collapsed 1578 1579 \begin_layout Plain Layout 1580 1581 http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayes 1582 ian/bysMcmc/bsr/_import.tol 1583 \end_layout 1482 1584 1483 1585 \end_inset … … 1489 1591 que contiene la API genérica de definición de modelos de BSR cuya descripción 1490 1592 se encuentra en 1491 \begin_inset LatexCommand ref 1593 \begin_inset CommandInset ref 1594 LatexCommand ref 1492 1595 reference "cha:BysMcmc::Bsr::Import" 1493 1596 … … 1499 1602 \begin_layout Itemize 1500 1603 En 1501 \begin_inset LatexCommand htmlurl 1502 target "http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_dynhlm.tol" 1604 \begin_inset Flex URL 1605 status collapsed 1606 1607 \begin_layout Plain Layout 1608 1609 http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayes 1610 ian/bysMcmc/bsr/dynhlm/_dynhlm.tol 1611 \end_layout 1503 1612 1504 1613 \end_inset … … 1512 1621 ocurren en el tiempo. 1513 1622 Para un estudio en profundidad de este tema ver 1514 \begin_inset LatexCommand ref 1623 \begin_inset CommandInset ref 1624 LatexCommand ref 1515 1625 reference "cha:BysMcmc::Bsr::DynHlm" 1516 1626 … … 1518 1628 1519 1629 1630 \end_layout 1631 1632 \begin_layout Itemize 1633 En 1634 \begin_inset Flex URL 1635 status collapsed 1636 1637 \begin_layout Plain Layout 1638 1639 http://cvs.tol-project.org/viewcvs.cgi/*checkout*/tol/stdlib/math/stat/models/bayes 1640 ian/bysMcmc/bsr/_oneNode.tol 1641 \end_layout 1642 1643 \end_inset 1644 1645 se define el miembro 1646 \series bold 1647 NameBlock BysMcmc::Bsr::OneNode 1648 \series default 1649 que contiene una API simplificada que construye directamente un BSR.ModelDef 1650 a partir de un NameBlock con una estructura bastante sencilla para el caso 1651 de un modelo BSR con un solo nodo observacional. 1652 En estos casos no se necesita crear un archivo BSR ASCII ni mucho menos 1653 almacenar información alguna en la base de datos. 1520 1654 \end_layout 1521 1655 … … 1524 1658 ficheros de datos ASCII con formato .bsr, el cual está implementado en la 1525 1659 función built-in C++ de TOL Bsr.Parse que se describe en 1526 \begin_inset LatexCommand ref 1660 \begin_inset CommandInset ref 1661 LatexCommand ref 1527 1662 reference "cha:El-formato-ASCII-BSR" 1528 1663
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