Changeset 3cf31c1 in tol

Timestamp:

Sep 26, 2012, 10:29:02 AM (14 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

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

Children:

e8d85c2

Parents:

369ee3d

Message:

Refs #1136
New methods to handle with conditioned least squares estimation and stationarity probability calculation

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@5146 be4846ae-f051-483a-831f-b64e7d08527f

File:

• tol/btol/bmodel/moddiag.cpp (modified) (2 diffs)

tol/btol/bmodel/moddiag.cpp

@@ -564 +564 @@
   if(necessary)
   {
+/*
     x=0;
     if(!paramCor_.Rows() || !paramCor_.Columns())
@@ -629 +630 @@
       if(x<unarys[j]) { x = unarys[j]; }
     }
+*/
+  BARIMACondLeastSqr condEst(&arma_);
+  condEst.Marquardt(); 
+  x = condEst.StationarityProb(1000); 
   /*
     Std(BText("\nRegular  AR unary rooots probability = ")+unarys[0].Name());