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Changes between Version 2 and Version 3 of Ticket #664


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Timestamp:
Mar 23, 2009, 2:29:12 PM (16 years ago)
Author:
Víctor de Buen Remiro
Comment:

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  • Ticket #664 – Description

    v2 v3  
    2828 1. ARIMA noise for current system becomes simply [[BR]][[LatexEquation(z_t = \frac{\theta\left(B\right)}{\phi\left(B\right)} e_t $$)]]
    2929 1. Then, we can solve sparse linear system [[BR]][[LatexEquation(Y = X \beta + z $$)]]
    30  1. If resulting vector doesn' match constraining inequations [[BR]] [[LatexEquation(A \beta <= a $$)]][[BR]] density will be toggled to [[LatexEquation(A -\infty $$)]] in order to force rejection.
     30 1. If resulting vector doesn' match constraining inequations [[BR]] [[LatexEquation(A \beta <= a $$)]][[BR]] density will be toggled to [[LatexEquation(-\infty $$)]] in order to force rejection.
    3131
    3232The number of internal Metropolis-Hastings non rejected iterations must be a parameter of user configuration.