close Warning: Can't synchronize with repository "(default)" (/var/svn/tolp does not appear to be a Subversion repository.). Look in the Trac log for more information.

Opened 12 years ago

Closed 12 years ago

Last modified 12 years ago

#1629 closed defect (fixed)

[BSR] Fallo en el filtrado ARIMA de tipo FastChol y FastCholSea

Reported by: Víctor de Buen Remiro Owned by: Víctor de Buen Remiro
Priority: highest Milestone: Mantainance
Component: BSR Version: 3.1
Severity: blocker Keywords:
Cc:

Description

Al usar BSR con filtrado ARIMA exacto (FastChol) o de aproximación factorial (FastCholSea) se observa un problema de convergencia que desaparece con el filtrado condicional (DifEq)

Change History (5)

comment:1 Changed 12 years ago by Víctor de Buen Remiro

Resolution: → fixed
Status: new → closed

(In [5518]) New release BysMcmc.7.1

  • Fixes #1629: Setting Real _covDecompAll.done := False; at each new draw of ARMA block in order to force recalculation of FastChol and FastCholSea decompositions.
  • ARMA log-density method is now configurable as Almagro or Levinson

comment:2 Changed 12 years ago by Víctor de Buen Remiro

Resolution: fixed
Status: closed → reopened

Perdón, ha habido un conflicto y he subido algo a medias.

comment:3 Changed 12 years ago by Víctor de Buen Remiro

Resolution: → fixed
Status: reopened → closed

(In [5520]) Fixes #1629 comptible with tol 3.1

comment:4 Changed 12 years ago by Víctor de Buen Remiro

(In [5702]) Refs #1629
SigmaPrior is not mandatory

comment:5 Changed 12 years ago by Víctor de Buen Remiro

(In [5703]) Refs #1629
SigmaPrior is not mandatory
Setting version 7.2

Note: See TracTickets for help on using tickets.