Changeset acdac1ce in tol

Timestamp:

Mar 31, 2010, 4:04:46 PM (17 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

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

Children:

b5c1666

Parents:

8879ea8

Message:

Extending StationarityBounds to handle with order great than 2

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@2076 be4846ae-f051-483a-831f-b64e7d08527f

File:

• tol/stdlib/math/stat/models/bayesian/arima/_arma_process.tol (modified) (1 diff)

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

@@ -41 +41 @@
     {
       Real d = degree/periodicity;
+      Real b = n-d+1;
       Case
       (
-        d==1, ARMAProcess::StationarityBounds.2.1(pol, periodicity),
-        d==2, ARMAProcess::StationarityBounds.2.2(pol, periodicity)
+        And(n<=2,d==1), ARMAProcess::StationarityBounds.2.1(pol, periodicity),
+        And(n<=2,d==2), ARMAProcess::StationarityBounds.2.2(pol, periodicity),
+        d>=3, SetOfReal(-b*periodicity,b*periodicity)
       )
     })