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Opened 16 years ago

Closed 16 years ago

Last modified 16 years ago

#678 closed enhancement (fixed)

BSR Adusting frequency of sampling refresh by block

Reported by: Víctor de Buen Remiro Owned by: Víctor de Buen Remiro
Priority: highest Milestone: BSR reestimation
Component: Math Version: 2.0.1
Severity: blocker Keywords: BSR, refresh
Cc:

Description

Some times not all BSR blocks have the same importance in inference and user could want to adjust frequence of sampling refresh that is set to 1 by default.

Change History (2)

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

Resolution: → fixed
Status: new → closed
Summary: BSR Adusting frequence of sampling refresh by block → BSR Adusting frequency of sampling refresh by block
Version: → 2.0.1

Now BSR estimation process is broken in various steps.

  1. Building a BysMcmc::Cycler cycler by calling BysMcmc::Bsr::Gibbs::GetCycler, BysMcmc::Bsr::DynHlm::DBApi::GetCycler, BysMcmc::Bsr::OneNode::GetCycler, BysMcmc::Bsr::OneNode::GetCyclerProbit, etc.
  2. Touching internal configuration parameters of cycler::_.sampler. For example you can reduce to 25% frequency of sampling refresh for ARIMA block with this sentence Real cycler::_.sampler::_.arm.blk::refreshFrequency := 0.25; . You can even to fix initial values by setting Real cycler::_.sampler::_.arm.blk::refreshFrequency := 0;
  3. Calling the generic estimation method BysMcmc::Estimation estim = BysMcmc::Estim(cycler);

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

Type: defect → enhancement
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