Changeset b925b0b in tol

Timestamp:

Feb 11, 2010, 9:24:17 AM (17 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

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

Children:

f83fac1

Parents:

d6a7fad

Message:

Fixes #867

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@2010 be4846ae-f051-483a-831f-b64e7d08527f

File:

• tol/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_basicMaster.tol (modified) (3 diffs)

tol/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_basicMaster.tol

@@ -459 +459 @@
       Matrix filter = IfMat(filter.mis_,RProd(filter_,?),filter_);
       Matrix filter.mis  = IfMat(filter.mis_,filter.mis_,RProd(filter.mis_,?));
-      Matrix noise = VMat2Mat(SubRow(fullNoise,segment->EquIdx));
+      VMatrix noise.v = SubRow(fullNoise,segment->EquIdx);
+      Matrix noise = VMat2Mat(noise.v);
     //WriteLn("TRACE"+_MID+" eval 7["<<k+"].2.2 segment->SigmaIndex="<<segment->SigmaIndex);
       Real L.det = 
@@ -465 +466 @@
         //The determinant of a triangular matrix is the product of its diagonal
         VMatrix L.diag = SubRow(Tra(SubDiag(segment->L,0)),segment->EquIdx);
-        Exp(VMatSum(Log(L.diag)))^(1/Card(segment->EquIdx))
+        Exp(VMatAvr(Log(L.diag)))
       };
-      Real sigma  = L.det*If(segment->SigmaIndex<=0, 1,
+      Real sigma  = If(segment->SigmaIndex<=0, 1,
        Sqrt(VMatDat(_.sig.blk::_.store,segment->SigmaIndex,1)));
     //WriteLn("TRACE"+_MID+" eval 7["<<k+"].2.3");
@@ -476 +477 @@
 
       Matrix difNoise = noise;
-      Matrix residuals = noise;
+      VMatrix Li = SubRow(SubCol(segment->Li,segment->EquIdx),segment->EquIdx);
+      Matrix residuals = VMat2Mat(Li * noise.v);
       Matrix forecast = output.full - noise;
       Real difDeg = 0;