#688 closed enhancement (fixed)
New optional method marginalDraw in non linear filters
| Reported by: | Víctor de Buen Remiro | Owned by: | Víctor de Buen Remiro |
|---|---|---|---|
| Priority: | highest | Milestone: | BSR hierarchy and priors |
| Component: | Math | Version: | 1.1.7 |
| Severity: | blocker | Keywords: | BSR, non lineal filter |
| Cc: |
Description (last modified by )
It's needed a new optional method in non linear filters with next default behaviour
Matrix marginalDraw(Real unused)
{
SetCol(For(1,Card(_.colNames),Real(Real i) { ? })
};
This method will be called just before to call draw method of corresponding internal non linear block in order to select which parameters will be drawn. It will return a column matrix with marginal sampling in selected rows and ? in other ones that will be sampled by non linear block in the standard way.
You can use it to apply marginal simulation to some selected parameters. For example, in order to apply a mixed-discrete distribution with 10% of probability of zero for all parameters:
Matrix marginalDraw(Real unused)
{
SetCol(For(1,Card(_.colNames),Real(Real i)
{
If(Rand(0,1)<.10, 0, ?)
}))
};
Change History (6)
comment:1 Changed 16 years ago by
| Resolution: | → fixed |
|---|---|
| Status: | new → closed |
comment:3 Changed 16 years ago by
| Description: | modified (diff) |
|---|---|
| Summary: | New optional method selectDrawIndex in non linear filters → New optional method marginalDraw in non linear filters |
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(In [962]) Fixes #688