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Changes between Version 2 and Version 4 of Ticket #757


Ignore:
Timestamp:
Oct 12, 2009, 5:27:41 PM (16 years ago)
Author:
Víctor de Buen Remiro
Comment:

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  • Ticket #757

    • Property Status changed from accepted to closed
    • Property Resolution changed from to fixed

  • Ticket #757 – Description

    v2 v4  
    1313 1. {{{CovInvChol}}} : When we have precalculate the Choleski decomposition of inverse of covariance matrix.
    1414
     15In ASCII .bsr files these are all alternative ways to define covariance matrices and the corresponding method of NameBlock argument of Import API
     16
     17 1. '''Fixed diagonal'''.
     18{{{
     19   ASCII: (<sigma2_name> | <sigma2_constant>)
     20   Import: No method
     21}}}
     22 1. '''ARIMA covariance'''.
     23{{{
     24ASCII:
     25  (<sigma2_name> | <sigma2_constant>) * Cov = ArimaCovariance([[ARIMAStruct(...), ..., ARIMAStruct(...) ]])
     26
     27Import:
     28  Text Get.ARIMA.Size  (Real unused);
     29  Set  Get.ARIMA.Factor(Real f);
     30}}}
     31 1. '''Explicit covariance'''.
     32{{{
     33ASCII:
     34  (<sigma2_name> | <sigma2_constant>) * Cov = {$ <TOL simmetric positive definite VMatrix expression $}
     35
     36Import:
     37  Text Get.Cov(Real unused);
     38}}}
     39 1. '''Inverse of covariance'''.
     40{{{
     41ASCII:
     42  (<sigma2_name> | <sigma2_constant>) * CovInv = {$ <TOL simmetric positive definite VMatrix expression $}
     43
     44Import:
     45  Text Get.CovInv(Real unused);
     46}}}
     47 1. '''Choleski decomposition of covariance'''
     48{{{
     49ASCII:
     50  (<sigma2_name> | <sigma2_constant>) * CovChol = {$ <TOL regular triangular VMatrix expression $}
     51
     52Import:
     53  Text Get.CovChol(Real unused)
     54}}}
     55 1. '''Choleski decomposition of inverse of covariance'''.
     56{{{
     57ASCII:
     58  (<sigma2_name> | <sigma2_constant>) * CovInvChol = {$ <TOL regular triangular VMatrix expression $}
     59
     60Import:
     61  Text Get.CovInvChol(Real unused);
     62}}}
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