Changeset eccb6ce in tol

Timestamp:

Nov 27, 2012, 6:21:43 PM (14 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

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

Children:

6c5493b

Parents:

bab7ea7

Message:

New function ACVF_ARFilter used in Box-Jenkins regular ARMA initial approximation

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@5402 be4846ae-f051-483a-831f-b64e7d08527f

File:

• tol/btol/bmodel/estim.cpp (modified) (1 diff)

tol/btol/bmodel/estim.cpp

@@ -2498 +2498 @@
 
 //--------------------------------------------------------------------
+DeclareContensClass(BMat, BMatTemporary, BMatARMA_ACVF_ARFilter);
+DefExtOpr(1, BMatARMA_ACVF_ARFilter, "ARMA_ACVF_ARFilter", 
+  2, 2, "Matrix Polyn",
+  "(Matrix ACVF, Polyn phi)",
+  "",
+  BOperClassify::Sthocastic_);
+//--------------------------------------------------------------------
+void BMatARMA_ACVF_ARFilter::CalcContens()
+//--------------------------------------------------------------------
+{
+  BMatrix<BDat>& acvf = Mat(Arg(1));
+  BPolyn<BDat>& phi = Pol(Arg(2));
+  contens_.Alloc(acvf.Rows()-phi.Degree(),1);
+  BARIMA::ACVF_ARFilter(acvf.Data(), phi, contens_.GetData());
+}
+
+//--------------------------------------------------------------------
 DeclareContensClass(BSet, BSetTemporary, BSetARMAPreliminaryEstimation);
 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 = 0.1/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"