| 1 | [[PageOutline]] |
| 2 | = NameBlock = |
| 3 | Funciones que devuelven NameBlock[[BR]] |
| 4 | == Función '''SetToNameBlock''' == |
| 5 | * Declaración: |
| 6 | {{{ |
| 7 | NameBlock SetToNameBlock(Set set) |
| 8 | }}} |
| 9 | * Descripción: |
| 10 | {{{ |
| 11 | Convierte un Set en un NameBlock |
| 12 | }}} |
| 13 | * Lenguaje:C++ |
| 14 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/tol/btol/bgrammar/nameblock.cpp tol/btol/bgrammar/nameblock.cpp] |
| 15 | |
| 16 | == Función '''StdLib::ARMAProcess::Eval.Almagro''' == |
| 17 | * Declaración: |
| 18 | {{{ |
| 19 | NameBlock StdLib::ARMAProcess::Eval.Almagro(Polyn ar, Polyn ma, VMatrix z_, Real sigma) |
| 20 | }}} |
| 21 | * Descripción: |
| 22 | {{{ |
| 23 | Given an ARMA process ar(B)*z[t] = ma(B)*a[t] builds these methods: |
| 24 | Draw.U_cond_Z: generate random initial values conditioned to noise |
| 25 | LogLH.Z_cond_U: conditional likelihood of noise conditioned to given initial values |
| 26 | . |
| 27 | }}} |
| 28 | * Lenguaje:TOL |
| 29 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/arima/_arma_process.tol stdlib/tol/math/stat/models/bayesian/arima/_arma_process.tol] |
| 30 | |
| 31 | == Función '''StdLib::ARMAProcess::FastCholeskiCovFactor''' == |
| 32 | * Declaración: |
| 33 | {{{ |
| 34 | NameBlock StdLib::ARMAProcess::FastCholeskiCovFactor(Polyn ar_, Polyn ma_, Real m_) |
| 35 | }}} |
| 36 | * Descripción: |
| 37 | {{{ |
| 38 | |
| 39 | }}} |
| 40 | * Lenguaje:TOL |
| 41 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/arima/_arma_process.tol stdlib/tol/math/stat/models/bayesian/arima/_arma_process.tol] |
| 42 | |
| 43 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Lat.Homog''' == |
| 44 | * Declaración: |
| 45 | {{{ |
| 46 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Lat.Homog(Text name, Real initValue, Real sigma, Real lowerBound, Real upperBound, Set lowLevelParam, NameBlock constraints) |
| 47 | }}} |
| 48 | * Descripción: |
| 49 | {{{ |
| 50 | |
| 51 | }}} |
| 52 | * Lenguaje:TOL |
| 53 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.lat.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.lat.tol] |
| 54 | |
| 55 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs''' == |
| 56 | * Declaración: |
| 57 | {{{ |
| 58 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs(NameBlock output, Set input, Set transFun, Set input.missing.labels, NameBlock constraints, Real forceZeroInputCoef) |
| 59 | }}} |
| 60 | * Descripción: |
| 61 | {{{ |
| 62 | |
| 63 | }}} |
| 64 | * Lenguaje:TOL |
| 65 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol] |
| 66 | |
| 67 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.Data.Info''' == |
| 68 | * Declaración: |
| 69 | {{{ |
| 70 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.Data.Info(Text id_node, Text name, Anything serie, Real numIniVal, Date first, Date last, Text missing.label, Real missing.sigmaFactor, Real missing.lowerBound, Real missing.upperBound) |
| 71 | }}} |
| 72 | * Descripción: |
| 73 | {{{ |
| 74 | |
| 75 | }}} |
| 76 | * Lenguaje:TOL |
| 77 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol] |
| 78 | |
| 79 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.Input''' == |
| 80 | * Declaración: |
| 81 | {{{ |
| 82 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.Input(Text id_parameter, NameBlock serie.info, Real initValue, Real param.lowerBound, Real param.upperBound) |
| 83 | }}} |
| 84 | * Descripción: |
| 85 | {{{ |
| 86 | |
| 87 | }}} |
| 88 | * Lenguaje:TOL |
| 89 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol] |
| 90 | |
| 91 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.Output''' == |
| 92 | * Declaración: |
| 93 | {{{ |
| 94 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.Output(NameBlock serie.info, Real sigma, Real sigmaPriorWeight, Set arima) |
| 95 | }}} |
| 96 | * Descripción: |
| 97 | {{{ |
| 98 | |
| 99 | }}} |
| 100 | * Lenguaje:TOL |
| 101 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol] |
| 102 | |
| 103 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.Serie.Info''' == |
| 104 | * Declaración: |
| 105 | {{{ |
| 106 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.Serie.Info(Text id_node, Text name, Serie serie, Real numIniVal, Date first, Date last, Text missing.label, Real missing.sigmaFactor, Real missing.lowerBound, Real missing.upperBound) |
| 107 | }}} |
| 108 | * Descripción: |
| 109 | {{{ |
| 110 | |
| 111 | }}} |
| 112 | * Lenguaje:TOL |
| 113 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol] |
| 114 | |
| 115 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.TransFun''' == |
| 116 | * Declaración: |
| 117 | {{{ |
| 118 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.TransFun(Text id_node, Text id_transferFunction, Text te_omega, Text te_delta, NameBlock serie.info, Real initValue, Real param.lowerBound, Real param.upperBound) |
| 119 | }}} |
| 120 | * Descripción: |
| 121 | {{{ |
| 122 | |
| 123 | }}} |
| 124 | * Lenguaje:TOL |
| 125 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol] |
| 126 | |
| 127 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.Vector.Info''' == |
| 128 | * Declaración: |
| 129 | {{{ |
| 130 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.Vector.Info(Text id_node, Text name, Matrix serie, Text missing.label, Real missing.sigmaFactor, Real missing.lowerBound, Real missing.upperBound) |
| 131 | }}} |
| 132 | * Descripción: |
| 133 | {{{ |
| 134 | |
| 135 | }}} |
| 136 | * Lenguaje:TOL |
| 137 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol] |
| 138 | |
| 139 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Pri.Homog''' == |
| 140 | * Declaración: |
| 141 | {{{ |
| 142 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Pri.Homog(Text name, Real average, Real sigma, Set lowLevelParam) |
| 143 | }}} |
| 144 | * Descripción: |
| 145 | {{{ |
| 146 | |
| 147 | }}} |
| 148 | * Lenguaje:TOL |
| 149 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.pri.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.pri.tol] |
| 150 | |
| 151 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::DBApi::CreateSeriesHandler''' == |
| 152 | * Declaración: |
| 153 | {{{ |
| 154 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::DBApi::CreateSeriesHandler(Set obs.node.handlers) |
| 155 | }}} |
| 156 | * Descripción: |
| 157 | {{{ |
| 158 | |
| 159 | }}} |
| 160 | * Lenguaje:TOL |
| 161 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol] |
| 162 | |
| 163 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::DBApi::LoadLatNode''' == |
| 164 | * Declaración: |
| 165 | {{{ |
| 166 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::DBApi::LoadLatNode(Text dbName, Text model, Text session, Text id_node) |
| 167 | }}} |
| 168 | * Descripción: |
| 169 | {{{ |
| 170 | |
| 171 | }}} |
| 172 | * Lenguaje:TOL |
| 173 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol] |
| 174 | |
| 175 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::DBApi::LoadModelDef''' == |
| 176 | * Declaración: |
| 177 | {{{ |
| 178 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::DBApi::LoadModelDef(Text dbName, Text model, Text session, Text resultRootPath, NameBlock modelHandler) |
| 179 | }}} |
| 180 | * Descripción: |
| 181 | {{{ |
| 182 | |
| 183 | }}} |
| 184 | * Lenguaje:TOL |
| 185 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol] |
| 186 | |
| 187 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::DBApi::LoadNodeConstraints''' == |
| 188 | * Declaración: |
| 189 | {{{ |
| 190 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::DBApi::LoadNodeConstraints(Text dbName, Text model, Text session, Text id_node) |
| 191 | }}} |
| 192 | * Descripción: |
| 193 | {{{ |
| 194 | |
| 195 | }}} |
| 196 | * Lenguaje:TOL |
| 197 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol] |
| 198 | |
| 199 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::DBApi::LoadObsNode''' == |
| 200 | * Declaración: |
| 201 | {{{ |
| 202 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::DBApi::LoadObsNode(Text dbName, Text model, Text session, Text id_node, NameBlock modelHandler, Set input.missing.labels) |
| 203 | }}} |
| 204 | * Descripción: |
| 205 | {{{ |
| 206 | |
| 207 | }}} |
| 208 | * Lenguaje:TOL |
| 209 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol] |
| 210 | |
| 211 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::DBApi::LoadPriNode''' == |
| 212 | * Declaración: |
| 213 | {{{ |
| 214 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::DBApi::LoadPriNode(Text dbName, Text model, Text session, Text id_node) |
| 215 | }}} |
| 216 | * Descripción: |
| 217 | {{{ |
| 218 | |
| 219 | }}} |
| 220 | * Lenguaje:TOL |
| 221 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol] |
| 222 | |
| 223 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::DBApi::ModSes.Lat.Child.Param.Def''' == |
| 224 | * Declaración: |
| 225 | {{{ |
| 226 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::DBApi::ModSes.Lat.Child.Param.Def(Text id_node, Text id_parameter, Real sigma_factor) |
| 227 | }}} |
| 228 | * Descripción: |
| 229 | {{{ |
| 230 | |
| 231 | }}} |
| 232 | * Lenguaje:TOL |
| 233 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.tools.modses.lat.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.tools.modses.lat.tol] |
| 234 | |
| 235 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::DBApi::ModSes.Lat.Father.Param.Def''' == |
| 236 | * Declaración: |
| 237 | {{{ |
| 238 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::DBApi::ModSes.Lat.Father.Param.Def(Text id_parameter, Real init_value, Real min, Real max) |
| 239 | }}} |
| 240 | * Descripción: |
| 241 | {{{ |
| 242 | |
| 243 | }}} |
| 244 | * Lenguaje:TOL |
| 245 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.tools.modses.lat.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.tools.modses.lat.tol] |
| 246 | |
| 247 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::ArimaBlock''' == |
| 248 | * Declaración: |
| 249 | {{{ |
| 250 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::ArimaBlock(Text name, Set NoiseDistrib, Real numBlock, Real firstCol, NameBlock config) |
| 251 | }}} |
| 252 | * Descripción: |
| 253 | {{{ |
| 254 | |
| 255 | }}} |
| 256 | * Lenguaje:TOL |
| 257 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_arimaBlock.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_arimaBlock.tol] |
| 258 | |
| 259 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::BasicMaster''' == |
| 260 | * Declaración: |
| 261 | {{{ |
| 262 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::BasicMaster(Set modelDef, NameBlock config) |
| 263 | }}} |
| 264 | * Descripción: |
| 265 | {{{ |
| 266 | Builds a NameBlock that can draw a Gibbs sample of a Bayesian Sparse Regression model by passing it to method BysMcmc::BuildCycler |
| 267 | }}} |
| 268 | * Lenguaje:TOL |
| 269 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_basicMaster.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_basicMaster.tol] |
| 270 | |
| 271 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::BsrAsBlock''' == |
| 272 | * Declaración: |
| 273 | {{{ |
| 274 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::BsrAsBlock(NameBlock bsrInstance, Real numBlock, Real firstCol, NameBlock config) |
| 275 | }}} |
| 276 | * Descripción: |
| 277 | {{{ |
| 278 | |
| 279 | }}} |
| 280 | * Lenguaje:TOL |
| 281 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_bsrAsBlock.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_bsrAsBlock.tol] |
| 282 | |
| 283 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::DeltaTransfer''' == |
| 284 | * Declaración: |
| 285 | {{{ |
| 286 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::DeltaTransfer(Text segmentName, Text inputName, Set linBlkNames, Polyn omega, Polyn delta, Matrix x0, Matrix x) |
| 287 | }}} |
| 288 | * Descripción: |
| 289 | {{{ |
| 290 | |
| 291 | }}} |
| 292 | * Lenguaje:TOL |
| 293 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_deltaTransfer.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_deltaTransfer.tol] |
| 294 | |
| 295 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::InputMissingBlock''' == |
| 296 | * Declaración: |
| 297 | {{{ |
| 298 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::InputMissingBlock(Text name, Set inputMissingBlock, Real numBlock, Real firstCol, NameBlock config) |
| 299 | }}} |
| 300 | * Descripción: |
| 301 | {{{ |
| 302 | |
| 303 | }}} |
| 304 | * Lenguaje:TOL |
| 305 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_inputMissingBlock.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_inputMissingBlock.tol] |
| 306 | |
| 307 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::NoNotifier''' == |
| 308 | * Declaración: |
| 309 | {{{ |
| 310 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::NoNotifier(Real 0) |
| 311 | }}} |
| 312 | * Descripción: |
| 313 | {{{ |
| 314 | |
| 315 | }}} |
| 316 | * Lenguaje:TOL |
| 317 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_estim.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_estim.tol] |
| 318 | |
| 319 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::NonLinBlock''' == |
| 320 | * Declaración: |
| 321 | {{{ |
| 322 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::NonLinBlock(NameBlock filterEval, NameBlock bsr, Real numBlock, Real firstCol, NameBlock config) |
| 323 | }}} |
| 324 | * Descripción: |
| 325 | {{{ |
| 326 | |
| 327 | }}} |
| 328 | * Lenguaje:TOL |
| 329 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_nonLinBlock.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_nonLinBlock.tol] |
| 330 | |
| 331 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::NonLinMaster''' == |
| 332 | * Declaración: |
| 333 | {{{ |
| 334 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::NonLinMaster(Set modelDef, Set nonLinFilter, NameBlock config) |
| 335 | }}} |
| 336 | * Descripción: |
| 337 | {{{ |
| 338 | Builds a NameBlock that can draw a Gibbs sample of a Bayesian Sparse Regression model with non linear blocks by passing it to method BysMcmc::BuildCycler |
| 339 | }}} |
| 340 | * Lenguaje:TOL |
| 341 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_nonLinMaster.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_nonLinMaster.tol] |
| 342 | |
| 343 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::OutputMissingBlock''' == |
| 344 | * Declaración: |
| 345 | {{{ |
| 346 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::OutputMissingBlock(Text name, Set outputMissingBlock, Real numBlock, Real firstCol, NameBlock config) |
| 347 | }}} |
| 348 | * Descripción: |
| 349 | {{{ |
| 350 | |
| 351 | }}} |
| 352 | * Lenguaje:TOL |
| 353 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_outputMissingBlock.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_outputMissingBlock.tol] |
| 354 | |
| 355 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::ProbitFilter''' == |
| 356 | * Declaración: |
| 357 | {{{ |
| 358 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::ProbitFilter(Real enabled, Text segmentName, Anything origOutput, Date firstDate, Date lastDate) |
| 359 | }}} |
| 360 | * Descripción: |
| 361 | {{{ |
| 362 | |
| 363 | }}} |
| 364 | * Lenguaje:TOL |
| 365 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_probitFilter.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_probitFilter.tol] |
| 366 | |
| 367 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::SigmaBlock''' == |
| 368 | * Declaración: |
| 369 | {{{ |
| 370 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::SigmaBlock(Text name, Set NoiseDistrib, Real numBlock, Real firstCol, NameBlock config) |
| 371 | }}} |
| 372 | * Descripción: |
| 373 | {{{ |
| 374 | |
| 375 | }}} |
| 376 | * Lenguaje:TOL |
| 377 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_sigmaBlock.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_sigmaBlock.tol] |
| 378 | |
| 379 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::StdLinearBlock''' == |
| 380 | * Declaración: |
| 381 | {{{ |
| 382 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::StdLinearBlock(Text name, Set colNames, Real numBlock, Real firstCol, NameBlock config) |
| 383 | }}} |
| 384 | * Descripción: |
| 385 | {{{ |
| 386 | |
| 387 | }}} |
| 388 | * Lenguaje:TOL |
| 389 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_stdLinearBlock.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_stdLinearBlock.tol] |
| 390 | |
| 391 | == Función '''StdLib::BysMcmc::Bsr::Import::Constraints''' == |
| 392 | * Declaración: |
| 393 | {{{ |
| 394 | NameBlock StdLib::BysMcmc::Bsr::Import::Constraints(Set order.relations, Set generic.constraints, Set explicit.constraints) |
| 395 | }}} |
| 396 | * Descripción: |
| 397 | {{{ |
| 398 | |
| 399 | }}} |
| 400 | * Lenguaje:TOL |
| 401 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/_import.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/_import.tol] |
| 402 | |
| 403 | == Función '''StdLib::BysMcmc::Bsr::Import::Explicit.Constraints''' == |
| 404 | * Declaración: |
| 405 | {{{ |
| 406 | NameBlock StdLib::BysMcmc::Bsr::Import::Explicit.Constraints(Set explicit.constraints) |
| 407 | }}} |
| 408 | * Descripción: |
| 409 | {{{ |
| 410 | |
| 411 | }}} |
| 412 | * Lenguaje:TOL |
| 413 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/_import.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/_import.tol] |
| 414 | |
| 415 | == Función '''StdLib::BysMcmc::Bsr::Import::Generic.Constraints''' == |
| 416 | * Declaración: |
| 417 | {{{ |
| 418 | NameBlock StdLib::BysMcmc::Bsr::Import::Generic.Constraints(Set generic.constraints) |
| 419 | }}} |
| 420 | * Descripción: |
| 421 | {{{ |
| 422 | |
| 423 | }}} |
| 424 | * Lenguaje:TOL |
| 425 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/_import.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/_import.tol] |
| 426 | |
| 427 | == Función '''StdLib::BysMcmc::Bsr::Import::Order.Relations''' == |
| 428 | * Declaración: |
| 429 | {{{ |
| 430 | NameBlock StdLib::BysMcmc::Bsr::Import::Order.Relations(Set order.relations) |
| 431 | }}} |
| 432 | * Descripción: |
| 433 | {{{ |
| 434 | |
| 435 | }}} |
| 436 | * Lenguaje:TOL |
| 437 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/_import.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/_import.tol] |
| 438 | |
| 439 | == Función '''StdLib::BysMcmc::Bsr::Import::Unconstrained''' == |
| 440 | * Declaración: |
| 441 | {{{ |
| 442 | NameBlock StdLib::BysMcmc::Bsr::Import::Unconstrained(Real unused) |
| 443 | }}} |
| 444 | * Descripción: |
| 445 | {{{ |
| 446 | |
| 447 | }}} |
| 448 | * Lenguaje:TOL |
| 449 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/_import.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/_import.tol] |
| 450 | |
| 451 | == Función '''StdLib::BysMcmc::Bsr::OneNode::EstimProbit''' == |
| 452 | * Declaración: |
| 453 | {{{ |
| 454 | NameBlock StdLib::BysMcmc::Bsr::OneNode::EstimProbit(NameBlock data, NameBlock config_) |
| 455 | }}} |
| 456 | * Descripción: |
| 457 | {{{ |
| 458 | Estimates a probit model with just one node, usually observational and dense.Model is defined as a BSR basic and an non linear ProbitFilter.BSR will be built from simplified data argument matching the same API used by BysMcmc::Bsr::Gibbs::EstimOneNode, fixing _.sigma to 1NameBlock data = |
| 459 | [[ |
| 460 | //Mandatory members |
| 461 | Set _.docInfo //BSR.DocInfo |
| 462 | Text _.segmentName; //Node name |
| 463 | Set _.linearParamInfo; //Set of Bsr.OneNode.LinearParamInfo |
| 464 | Anything _.Y; //Output data (Matrix or VMatrix) |
| 465 | Anything _.X; //Input data (Matrix or VMatrix) |
| 466 | Real _.sigma = 1; //Sigma value or ? to simulate it |
| 467 | //Optional members |
| 468 | Set _.orderRelation; //Set of Bsr.OrderRelation.Info |
| 469 | Set _.arima; //Set of ARIMAStruct |
| 470 | Set _.timeInfo; //Set of BSR.NoiseTimeInfo |
| 471 | ]]; |
| 472 | |
| 473 | }}} |
| 474 | * Lenguaje:TOL |
| 475 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/_oneNode.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/_oneNode.tol] |
| 476 | |
| 477 | == Función '''StdLib::BysMcmc::BuildCycler''' == |
| 478 | * Declaración: |
| 479 | {{{ |
| 480 | NameBlock StdLib::BysMcmc::BuildCycler(NameBlock modelSampler, NameBlock config, NameBlock notifier) |
| 481 | }}} |
| 482 | * Descripción: |
| 483 | {{{ |
| 484 | Builds a NameBlock that is able to generate a Markov Chain of a model by cycling calls of a given individual drawer and gives a set of tools to make Bayesian Inference about it. |
| 485 | NameBlock modelSampler is a handler of the model to be simulated and must have at least these public methods: |
| 486 | Text get.name (Real unused); //Model name |
| 487 | Text get.session (Real unused); //Session tag name |
| 488 | Text get.path (Real unused); //Path to store Markov Chain as BBM |
| 489 | Set get.colNames (Real unused); //Names of Markov Chain variables |
| 490 | Matrix draw (Real numSim); //Draws a simulation of Markov Chain |
| 491 | |
| 492 | }}} |
| 493 | * Lenguaje:TOL |
| 494 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/_build.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/_build.tol] |
| 495 | |
| 496 | == Función '''StdLib::BysMcmc::BuildFullConfig''' == |
| 497 | * Declaración: |
| 498 | {{{ |
| 499 | NameBlock StdLib::BysMcmc::BuildFullConfig(NameBlock config) |
| 500 | }}} |
| 501 | * Descripción: |
| 502 | {{{ |
| 503 | |
| 504 | }}} |
| 505 | * Lenguaje:TOL |
| 506 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/_bysMcmc.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/_bysMcmc.tol] |
| 507 | |
| 508 | == Función '''StdLib::BysMcmc::DefineBlock''' == |
| 509 | * Declaración: |
| 510 | {{{ |
| 511 | NameBlock StdLib::BysMcmc::DefineBlock(Text name, Set colNames, Real numBlock, Real firstCol, NameBlock config) |
| 512 | }}} |
| 513 | * Descripción: |
| 514 | {{{ |
| 515 | |
| 516 | }}} |
| 517 | * Lenguaje:TOL |
| 518 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/_defineBlock.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/_defineBlock.tol] |
| 519 | |
| 520 | == Función '''StdLib::BysMcmc::Get.Recover''' == |
| 521 | * Declaración: |
| 522 | {{{ |
| 523 | NameBlock StdLib::BysMcmc::Get.Recover(Text rootPath, Text id_model, Text id_session) |
| 524 | }}} |
| 525 | * Descripción: |
| 526 | {{{ |
| 527 | |
| 528 | }}} |
| 529 | * Lenguaje:TOL |
| 530 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/_build.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/_build.tol] |
| 531 | |
| 532 | == Función '''StdLib::DBConnect::Create''' == |
| 533 | * Declaración: |
| 534 | {{{ |
| 535 | NameBlock StdLib::DBConnect::Create(Text alias, Text user, Text password, Text driver, Text defaultDataBase, Text server, Text purpose) |
| 536 | }}} |
| 537 | * Descripción: |
| 538 | {{{ |
| 539 | |
| 540 | }}} |
| 541 | * Lenguaje:TOL |
| 542 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/data/db/_db_connect.tol stdlib/tol/data/db/_db_connect.tol] |
| 543 | |
| 544 | == Función '''StdLib::SolvePrecondSym''' == |
| 545 | * Declaración: |
| 546 | {{{ |
| 547 | NameBlock StdLib::SolvePrecondSym(VMatrix M, Real do.normalize) |
| 548 | }}} |
| 549 | * Descripción: |
| 550 | {{{ |
| 551 | Soves a symmetric linear system, that could be large, sparse and ill-conditioned, in a robust and fast way by applying diagonal additive preconditioner of previously normalized system foilowing these steps: |
| 552 | 1. Original symmetric system M*z = y is previously normalized by non null elements of root squares of diagonal elements of M that will called D: |
| 553 | S*u = v where S=Di*M*Di; Di=D^-1; u=D*x; v=Di*y |
| 554 | Then |
| 555 | Di*M*Di*D*x = Di*y <=> M*x=y |
| 556 | 2. A digonal preconditioner (S+c*I)^-1 will be built to be (S+c*I)^-1*S close to identity and number c is found to be the lesser than S+c*I admits Choleski decomposition S+c*I = L*L'. |
| 557 | 3. Preconditioned system is solved by Lanczos iterative method with partial reorthogonalization MinimumResidualsSolve. Preconditioner is stored as a Code operator using just sparse matrix L to avoid store ((S+c*I)^-1)*S that is not neccessary so sparse as S nor L. |
| 558 | 4. Solution is denormalized to solve original problem. |
| 559 | Normalization is an optional task that is specified by argument do.normalize |
| 560 | If M is numerically definite positive (c=0) then CholeskiSolve will be used directly if argument forze.lanczos of Solve method is true. |
| 561 | Using instructions to solve M*x=y : |
| 562 | //Builds preconditioning handler with normalization |
| 563 | NameBlock SPDP = SymPosDefPrecond(H, True); |
| 564 | //Finds optimal preconditioner |
| 565 | Real SPDP::ScaleOptimize(1.E-7); |
| 566 | //Solves the system |
| 567 | NameBlock solution = SPDP::Solve(y,1.E-10,True); |
| 568 | //Takes the solution matrix |
| 569 | VMatrix x = solution::_.x; |
| 570 | |
| 571 | |
| 572 | }}} |
| 573 | * Lenguaje:TOL |
| 574 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/linalg/_solve_precond_sym.tol stdlib/tol/math/linalg/_solve_precond_sym.tol] |
| 575 | |
| 576 | == Función '''StdLib::SolvePrecondUnsym''' == |
| 577 | * Declaración: |
| 578 | {{{ |
| 579 | NameBlock StdLib::SolvePrecondUnsym(VMatrix M, Real do.normalize) |
| 580 | }}} |
| 581 | * Descripción: |
| 582 | {{{ |
| 583 | Soves an unsymmetric overdetermined linear system, that could be large, sparse and ill-conditioned, in a robust and fast way by applying diagonal additive preconditioner of previously normalized system foilowing these steps: |
| 584 | 1. Original unsymmetric system M*z = y is previously normalized by non null elements of root squares of diagonal elements of M'M that will called D: |
| 585 | H*u = y where H=M*Di; Di=D^-1; u=D*x; |
| 586 | 2. A digonal expansion preconditioner Hc=(H<<c*I)^-1 will be built to be |
| 587 | Hc'*Hc=(S+c*I)^-1*S; where S=H'*H |
| 588 | close to identity and number c is found to be the lesser than H<<c*I admits Choleski decomposition S+c*I = Lc*Lc'. |
| 589 | 3. Preconditioned system is solved by Lanczos iterative method with partial reorthogonalization MinimumResidualsSolve. Preconditioner is stored as a Code operator using just sparse matrix Lc to avoid store ((S+c*I)^-1)*S that is not neccessary so sparse as S nor L. |
| 590 | 4. Solution is denormalized to solve original problem. |
| 591 | Using instructions to solve M*x=y : |
| 592 | //Builds preconditioning handler |
| 593 | NameBlock SPDP = SymPosDefPrecond(H); |
| 594 | //Finds optimal preconditioner |
| 595 | Real SPDP::ScaleOptimize(1.E-7); |
| 596 | //Solves the system |
| 597 | NameBlock solution = SPDP::Solve(y,1.E-10); |
| 598 | //Takes the solution matrix |
| 599 | VMatrix x = solution::_.x; |
| 600 | |
| 601 | |
| 602 | }}} |
| 603 | * Lenguaje:TOL |
| 604 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/linalg/_solve_precond_unsym.tol stdlib/tol/math/linalg/_solve_precond_unsym.tol] |
| 605 | |
| 606 | == Función '''StdLib::Timer::Start''' == |
| 607 | * Declaración: |
| 608 | {{{ |
| 609 | NameBlock StdLib::Timer::Start(Text msg) |
| 610 | }}} |
| 611 | * Descripción: |
| 612 | {{{ |
| 613 | |
| 614 | }}} |
| 615 | * Lenguaje:TOL |
| 616 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/general/various/_timer.tol stdlib/tol/general/various/_timer.tol] |
| 617 | |