Changeset f2ee099 in tol

Timestamp:

Mar 11, 2009, 3:48:39 PM (18 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

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

Children:

e433e42

Parents:

1884035

Message:

Simple reorganization

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@724 be4846ae-f051-483a-831f-b64e7d08527f

File:

• tol/stdlib/math/stat/models/bayesian/arima/_arma_process.tol (modified) (2 diffs)

tol/stdlib/math/stat/models/bayesian/arima/_arma_process.tol

@@ -175 +175 @@
     Real _.n = Max(_.p,_.q)+_.p+1;
   //Real _trc.6 = { WriteLn("TRACE FastCholeskiCovFactor _.n=" << _.n); 0 };
-    //Calculates de main minor of length _.n of joint ARMA covariance
-    VMatrix _.cov_arma_n = 
-      ARMAProcess::DoDrop(Pol2VMat(ARMATACov(_.ar,_.ma,_.n), _.n, _.n));
+
     //Calculates de main minor of length _.n of just pure AR covariance
     VMatrix _.cov_ar_n = 
@@ -193 +191 @@
       (ARMAProcess::ExtendBandedLowTriangToeplitz(_.Li_ar_n,_.m)+_.n^2)-_.n^2;
   //Real _trc.10 = { WriteLn("TRACE FastCholeskiCovFactor _.Li_ar=" << (Matrix VMat2Mat(_.Li_ar))); 0 };
+
+    //Calculates de main minor of length _.n of joint ARMA covariance
+    VMatrix _.cov_arma_n = 
+      ARMAProcess::DoDrop(Pol2VMat(ARMATACov(_.ar,_.ma,_.n), _.n, _.n));
     //Filters full ARMA covariance of AR factor 
     VMatrix _.cov_ma_n = (_.Li_ar_n*_.cov_arma_n*Tra(_.Li_ar_n)+_.n^2)-_.n^2;