Changeset 1a17e39 in tol

Timestamp:

Mar 20, 2009, 1:43:22 PM (18 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

1941-docker-image-to-test, devel, master

Children:

095f68d

Parents:

9fc2160

Message:

New configuration parameters
Drops linear block matrix to force maximum sparsity
Real bsr.linBlk.X.drop = 1.E-16;
Enables/disbales precondidioning for linear blocks of BSR
Real bsr.linBlk.usePreconditioning = False;

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@783 be4846ae-f051-483a-831f-b64e7d08527f

File:

• tol/stdlib/math/stat/models/bayesian/bysMcmc/_bysMcmc.tol (modified) (5 diffs)

tol/stdlib/math/stat/models/bayesian/bysMcmc/_bysMcmc.tol

@@ -62 +62 @@
     NameBlock Arima.Filter =
     [[
-      Text FastChol    = "FastChol",
+      //Exact method. Requires a Cholesky decomposition that is built in a 
+      //fast and complex way.
+      Text FastChol = "FastChol",
+      //Approximated method valid and faster than FastChol when there are two 
+      //or more distinct periods and one is much larger than the others.
       Text FastCholSea = "FastCholSea",
-      Text DifEq       = "DifEq"
+      //Approximated method valid and faster than FastChol and FastCholSea when
+      //the data length is very large
+      Text DifEq = "DifEq"
     ]]
   ]];
 
   //Configuration default values over all BysMcmc related components
-  Set ConfigSet =
+  Set _config =
   [[
   //MCMC dimensions
@@ -107 +113 @@
     //multinormal
     Real bsr.truncMNormal.gibbsNumIter = 0;
+    //Drops linear block matrix to force maximum sparsity
+    Real bsr.linBlk.X.drop = 1.E-16;
+    //Enables/disbales precondidioning for linear blocks of BSR
+    Real bsr.linBlk.usePreconditioning = False;
     //Scalar sampler used in ARMA block of basic BSR can be a member of 
     //BysMcmc::Options::Scalar.Sampler or an API equivalent function
@@ -159 +169 @@
   NameBlock Config = 
   {
-    Real SetIndexByName(ConfigSet);
-    SetToNameBlock(ConfigSet)
+    Real SetIndexByName(_config);
+    SetToNameBlock(_config)
   };
 
@@ -173 +183 @@
   NameBlock BuildFullConfig(NameBlock config)
   {
-  //WriteLn("BuildFullConfig ");
-    Set _cfg = EvalSet(BysMcmc::ConfigSet, Anything(Anything member)
+    Set _cfg = EvalSet(_config, Anything(Anything member)
     {
-    //WriteLn(" GetCfgVal "+Name(member));
       GetCfgVal(config, Name(member))
     });
@@ -189 +197 @@
 
 
-