Changeset ea1b10f in tol

Timestamp:

Nov 9, 2009, 1:57:04 PM (17 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

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

Children:

e7af41b

Parents:

176aa3e

Message:

Making standard package

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@1655 be4846ae-f051-483a-831f-b64e7d08527f

Location:

tol_pkg/MhCnstrLinRegArima

Files:

• _MhCnstrLinRegArima.tol (modified) (12 diffs)
• test/test_0001/test_01.tol (modified) (3 diffs)
• test/test_0001/test_bsr.tol (modified) (1 diff)

tol_pkg/MhCnstrLinRegArima/_MhCnstrLinRegArima.tol

@@ -1 +1 @@
 /////////////////////////////////////////////////////////////////////////////
 // FILE: _mhCnstrLinRegArima.tol
-// PURPOSE: Metropolis-Hastings simulation of a linear regression with ARIMA 
-// noise and linear inequality constraints
 /////////////////////////////////////////////////////////////////////////////
 
 
+NameBlock MhCnstrLinRegArima = [[
+Text _.autodoc.description = "Metropolis-Hastings "
+"simulation of a linear regression with ARIMA noise and linear inequality "
+"constraints:\n"
+"\n"
+"\n  Y = X*b + z"
+"\n  A*b <= a"
+"\n  Ar(B)*Dif(B):z = Ma(B):e"
+"\n  e ~ N(0, s^2)"
+"\n\n"
+"The tarjet of this package is just to serve as example and test for "
+"some constrained Metropolis-Hastings simulation methods and related "
+"functions as Gelman diagnosis.\n"
+"For more details see mhCnstrLinRegArima.pdf (Sorry only spanish doc).";
+
+Text _.autodoc.keywords = "MCMC,Markov,Bayesian,Metropolis,Hastings,"
+  "linear,regression,ARIMA,inequality,constraints,polytope";
+
 //////////////////////////////////////////////////////////////////////////////
-Class @MhCnstrLinRegArima
+Class @Simulator
 //////////////////////////////////////////////////////////////////////////////
 {
-  Static Text _.autodoc.description = "Basic class for Metropolis-Hastings "
-  "simulation of a linear regression with ARIMA noise and linear inequality "
-  "constraints:\n"
-  "\n"
-  "\n  Y = X*b + z"
-  "\n  A*b <= a"
-  "\n  Ar(B)*Dif(B):z = Ma(B):e"
-  "\n  e ~ N(0, s^2)"
-  "\n"
-  "\nFor more details see mhCnstrLinRegArima.pdf (Sorry only spanish doc).";
-
   ////////////////////////////////////////////////////////////////////////////
   //Definition members
@@ -86 +91 @@
 
   ////////////////////////////////////////////////////////////////////////////
-  //Creates an instance of @MhCnstrLinRegArima
-  Static @MhCnstrLinRegArima New(
+  //Creates an instance of @Simulator
+  Static @Simulator New(
     VMatrix Y,      //Output matrix
     VMatrix X,      //Input matrix
@@ -99 +104 @@
   ////////////////////////////////////////////////////////////////////////////
   {
-    @MhCnstrLinRegArima aux = 
+    @Simulator aux = 
     [[
       VMatrix _.Y = Y;
@@ -121 +126 @@
   ////////////////////////////////////////////////////////////////////////////
   {
-    Text _MID = "@MhCnstrLinRegArima::initialize ";
+    Text _MID = "@Simulator::initialize ";
 
     Real ok = Case(
@@ -220 +225 @@
   ////////////////////////////////////////////////////////////////////////////
   {
-    Text _MID = "@MhCnstrLinRegArima::new.candidate ";
+    Text _MID = "@Simulator::new.candidate ";
     If(!_.r,
     {
@@ -287 +292 @@
   ////////////////////////////////////////////////////////////////////////////
   {
-    Text _MID = "@MhCnstrLinRegArima::maxLikelihoodStep ";
+    Text _MID = "@Simulator::maxLikelihoodStep ";
     Real iter = 1;
     Real advance = False;
@@ -315 +320 @@
   ////////////////////////////////////////////////////////////////////////////
   {
-    Text _MID = "@MhCnstrLinRegArima::try ";
+    Text _MID = "@Simulator::try ";
     Real _.tryNumber := _.tryNumber + 1;
     VMatrix c = new.candidate(0);
@@ -394 +399 @@
   }
   
-};
-
-
+}
+
+/*
 //VBR: UNDER CONSTRUCTION
 ////////////////////////////////////////////////////////////////////////////
-Class @MhCnstrLinRegArimaStd : @MhCnstrLinRegArima
+Class @Simulator.Std : @Simulator
 ////////////////////////////////////////////////////////////////////////////
 {
@@ -407 +412 @@
 
   //////////////////////////////////////////////////////////////////////////
-  Static @MhCnstrLinRegArimaStd New(@MhCnstrLinRegArima reg)
+  Static @Simulator.Std New(@Simulator reg)
   //////////////////////////////////////////////////////////////////////////
   {
@@ -432 +437 @@
     VMatrix Dix = Eye(n,n,0,Mat2VMat(dxi));
 
-    @MhCnstrLinRegArimaStd aux = 
+    @Simulator.Std aux = 
     [[
       VMatrix _.Y = Y;
@@ -467 +472 @@
   }
 
-};
+}
+*/
+
+]];
 
 
@@ -476 +484 @@
   ////////////////////////////////////////////////////////////////////////////
   {
-    Text _MID = "@MhCnstrLinRegArima::try ";
+    Text _MID = "@Simulator::try ";
     Real _.tryNumber := _.tryNumber + 1;
     Set c = For(1, length, new.candidate);

tol_pkg/MhCnstrLinRegArima/test/test_0001/test_01.tol

@@ -1 +1 @@
 /////////////////////////////////////////////////////////////////////////////
 // FILE: test_01.tol
-// PURPOSE: Checking class @MhCnstrLinRegArima
+// PURPOSE: Checking class MhCnstrLinRegArima::@Simulator
 /////////////////////////////////////////////////////////////////////////////
 
-#Embed "_mhCnstrLinRegArima.tol";
 
 /////////////////////////////////////////////////////////////////////////////
@@ -14 +13 @@
 Real rndSeed = GetRandomSeed(0);
 WriteLn("Current Random Seed = "<<rndSeed);
+
+#Embed "../../_MhCnstrLinRegArima.tol";
 
 /////////////////////////////////////////////////////////////////////////////
@@ -132 +133 @@
 
 //Simulation handler
-@MhCnstrLinRegArima mclra = @MhCnstrLinRegArima::New(
+MhCnstrLinRegArima::@Simulator mclra = 
+  MhCnstrLinRegArima::@Simulator::New(
     VMatrix Y,      //Output matrix
     VMatrix X,      //Input matrix

tol_pkg/MhCnstrLinRegArima/test/test_0001/test_bsr.tol

@@ -1 +1 @@
 /////////////////////////////////////////////////////////////////////////////
 // FILE: test_bsr.tol
-// PURPOSE: Checking class @MhCnstrLinRegArima
+// PURPOSE: Checking class MhCnstrLinRegArima::@Simulator
 /////////////////////////////////////////////////////////////////////////////