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Opened 16 years ago

Closed 15 years ago

#681 closed enhancement (fixed)

BSR Fixing and reloading partially for ARIMA, Sigma and non linear blocks

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, partial simulation
Cc:

Description

ARIMA, Sigma and non linear blocks have a natural division due they are formed by sub-blocks affecting to just one segment of BSR regression.

Sampling methods are scalar based in these cases, so we could apply arbitrary partial simulation to them in a very easy way, but it has no sense to try partial simulation inside these sub-blocks because filtering methos could become too complicated and expected gain is very small.

Change History (3)

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

Status: new → assigned

comment:2 Changed 15 years ago by Víctor de Buen Remiro

Status: assigned → accepted

This feature has been added for ARIMA, Sigma at release v2.0.1 b.0.14.alpha
Non linear blocks are not handled yet

comment:3 Changed 15 years ago by Víctor de Buen Remiro

Resolution: → fixed
Status: accepted → closed

Non linear blocks refers allways to just one segment of regression and so is trivial to fully fix or reload one of them.

However partial simulation inside certain non linear block is too difficult to implement, specially when the filter have a methos called custom.partial.draw

Afterwords, it doesn't very easy that variables will be independent ones from others and then is not very recommended partial simulation.

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