Changeset bb6d61b in tol
- Timestamp:
- Nov 11, 2009, 10:25:11 AM (17 years ago)
- Branches:
- 1941-docker-image-to-test, devel, master
- Children:
- 314a6ad
- Parents:
- 1b685f9
- File:
-
- 1 edited
-
tol_pkg/MhCnstrLinRegArima/MhCnstrLinRegArima.tol (modified) (1 diff)
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tol_pkg/MhCnstrLinRegArima/MhCnstrLinRegArima.tol
r1b685f9 rbb6d61b 7 7 Text _.autodoc.description = "Metropolis-Hastings " 8 8 "simulation of a linear regression with ARIMA noise and linear inequality " 9 "constraints:\n"+ 9 "constraints:\n"+ReadFile("doc/LatexEquation_01.wiki")+ 10 10 //Y = X*b + z 11 11 //A*b <= a 12 12 //Ar(B)*Dif(B):z = Ma(B):e 13 13 //e ~ N(0, s^2) 14 "\n[[LatexEquation(Y=X\cdot\beta+Z)]] [[BR]]"15 "\n[[LatexEquation(A\cdot\beta\leq a)]] [[BR]] "16 "\n[[LatexEquation(\phi\left(B\right)\triangle\left(B\right)Z_{t}="17 "\theta\left(B\right)E_{t})]] [[BR]]"18 "\n[[LatexEquation(E\sim N\left(0,\sigma^{2}I\right))]] [[BR]]"19 "\n[[LatexEquation(Y,Z,E\in\mathbb{R}^{m}; X\in\mathbb{R}^{m\times n}; "20 "a\in\mathbb{R}^{r}\wedge A\in\mathbb{R}^{r\times n};rank\left(X\right)"21 "=n; m>n>0; r\geq0; n,m,r\in\mathbb{N})]] [[BR]]"22 14 "The tarjet of this package is just to serve as example and test for " 23 15 "some constrained Metropolis-Hastings simulation methods and related "
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