Changeset 7046b67 in tol

Timestamp:

May 11, 2009, 3:11:56 PM (17 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

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

Children:

c02c817

Parents:

095a3b4

Message:

Fixes #691

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@992 be4846ae-f051-483a-831f-b64e7d08527f

File:

• tol/stdlib/math/stat/models/bayesian/arima/_arma_process.tol (modified) (3 diffs)

tol/stdlib/math/stat/models/bayesian/arima/_arma_process.tol

@@ -208 +208 @@
     VMatrix _.L_ma_sp = ARMAProcess::DoDrop(Convert(_.L_ma,"Cholmod.R.Sparse"));
     //Calculates de logarithm of determinant of _.m ARMA covarianze 
-    Real _.logDetCov = 2*(-VMatSum(Log(SubBand(_.Li_ar,0)))+
-                           VMatSum(Log(SubBand(_.L_ma_sp, 0))));
+    Real _.logDetCov = 2*(-VMatSum(Log(SubDiag(_.Li_ar,0)))+
+                           VMatSum(Log(SubDiag(_.L_ma_sp, 0))));
     //Filters a Matrix, VMatrix or Serie from inverse of Choleski factor of
     //_.m ARMA covarianze 
@@ -346 +346 @@
     VMatrix _.L_u_sp = ARMAProcess::DoDrop(Convert(_.L_u,"Cholmod.R.Sparse"));
   //Real _trc.5 = { WriteLn("TRACE Eval.Almagro Creating cov_G "+Time); 0 };
-    Real _.det_cov_u = 2*VMatSum(Log(SubBand(_.L_u_sp,0)));
+    Real _.det_cov_u = 2*VMatSum(Log(SubDiag(_.L_u_sp,0)));
     VMatrix _.H1 = ARMAProcess::DoDrop(Pol2VMat(F^_.p*(1-_.ar), _.m, _.p));
     VMatrix _.H2 = ARMAProcess::DoDrop(Pol2VMat(F^_.q*(_.ma-1), _.m, _.q));
@@ -358 +358 @@
   //Real _trc.7 = { WriteLn("TRACE Eval.Almagro Creating _.L_G_sp "+Time); 0 };
     VMatrix _.L_G_sp = ARMAProcess::DoDrop(Convert(_.L_G,"Cholmod.R.Sparse"));
-    Real _.det_cov_G = 2*VMatSum(Log(SubBand(_.L_G_sp,0)));
+    Real _.det_cov_G = 2*VMatSum(Log(SubDiag(_.L_G_sp,0)));
     Real _.det_cov_z = _.det_cov_u + _.det_cov_G;
     VMatrix _.pi_z = DifEq(_.ar/_.ma,_.z);