Changeset 9cf944e in tol for tol_pkg/BysVecLinReg/Multivariate.tol

Timestamp:

May 14, 2010, 7:34:56 AM (16 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

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

Children:

c3500f1

Parents:

55e49fa

Message:

La matriz base de la Wishart inversa debe partir de la matriz especificada en Minka (23)

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@2172 be4846ae-f051-483a-831f-b64e7d08527f

File:

• tol_pkg/BysVecLinReg/Multivariate.tol (modified) (2 diffs)

tol_pkg/BysVecLinReg/Multivariate.tol

@@ -248 +248 @@
     {
       VMatrix _.Y := Copy(Y); 
-      VMatrix _.YYt := MMtSqr(_.Y);
+      VMatrix _.YYt := _.Y*Tra(_.Y);
       VMatrix XYt =_.X*Tra(_.Y);
       VMatrix _.nu:=Tra(CholeskiSolve(_.X.Lf,XYt,"PtLLtP"));
@@ -318 +318 @@
   {
     VMatrix _.E := _.Y - _.A * _.X;
-    VMatrix S2 = MMtSqr(_.E);
+    //VMatrix S2 = MMtSqr(_.E);
+        VMatrix S2 = _.YYt -_.nuXYt;
     VMatrix W = S2 + _.W.V0*_.W.N0;
     Real freDeg = _.N+_.W.N0;