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Opened 16 years ago

Closed 16 years ago

#667 closed enhancement (fixed)

BSR Reestimation by partial simulation

Reported by: Víctor de Buen Remiro Owned by: Víctor de Buen Remiro
Priority: high Milestone: BSR reestimation
Component: Math Version: 2.0.1
Severity: major Keywords: BSR, reestimation, partial simulation
Cc:

Description (last modified by Víctor de Buen Remiro)

By means of partial simulation user can perform fast model reestimation from an old stored MCMC.

BSR should provide an automated an easy to use way of selecting which variables must be fixed or reloaded in order to get the faster partial sampling handler BysMcmc::McmcPartialHandler

Change History (3)

comment:1 Changed 16 years ago by Víctor de Buen Remiro

Description: modified (diff)
Keywords: forecast inference removed
Status: new → assigned
Summary: BSR Reloading partial Markov Chain → BSR Reestimation by partial simulation

comment:2 Changed 16 years ago by Víctor de Buen Remiro

Priority: highest → high

comment:3 Changed 16 years ago by Víctor de Buen Remiro

Resolution: → fixed
Status: assigned → closed

Reestimation is now available by means of partial simulation

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