Changeset f45f5fb in tol for tol_tests


Ignore:
Timestamp:
Apr 5, 2010, 5:53:49 PM (17 years ago)
Author:
Víctor de Buen <vdebuen@…>
Branches:
1941-docker-image-to-test, devel, master
Children:
3bd8adb0
Parents:
a5eaf3a
Message:

Checking arbitrary ARMA degrees

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@2079 be4846ae-f051-483a-831f-b64e7d08527f

Location:
tol_tests/tol/BSR/test_03
Files:
2 edited

Legend:

Unmodified
Added
Removed

  • tol_tests/tol/BSR/test_03/def.tol

    ra5eaf3a rf45f5fb  
    3939Real enableARMASeasonal = And(enableARMA,True);
    4040//Regular AR Degree
    41 Real p1 = enableARMA*IntRand(0,2);
     41Real p1 = enableARMA*IntRand(2,2);
    4242//Seasonal AR Degree
    43 Real pS = enableARMASeasonal*IntRand(0,2);
     43Real pS = enableARMASeasonal*IntRand(0,1);
    4444//Regular AR Degree
    4545Real q1 = enableARMA*IntRand(0,Max(0,1-p1));
    … …  
    144144  //Standard deviation
    145145  Real s = Rand(0.50,0.90);
     146/* * /
    146147  Polyn ar1 = If(p1,1-Rand(-0.95,0.95)*B,1);
    147148  Polyn arS = If(pS,1-Rand(-0.95,0.95)*B^S,1);
    148149  Polyn ma1 = If(q1,1-Rand(-0.95,0.95)*B,1);
    149150  Polyn maS = If(qS,1-Rand(-0.95,0.95)*B^S,1);
     151/* */ 
     152  Polyn ar1 = If(p1,RandStationary(p1,1),1);
     153  Polyn arS = If(pS,RandStationary(pS,S),1);
     154  Polyn ma1 = If(q1,RandStationary(q1,1),1);
     155  Polyn maS = If(qS,RandStationary(qS,S),1);
     156/* */
    150157  Polyn dif1 = (1-B)^If(Coef(ma1,1)<-0.9,1,0);
    151158  Polyn difS = (1-B^S)^If(Coef(maS,1)<-0.9,1,0);
    152  
    153159  Matrix pol2col(Polyn pol)
    154160  {

  • tol_tests/tol/BSR/test_03/test.tol

    ra5eaf3a rf45f5fb  
    3838  Real bsr.linBlk.MH.useAfterIter = 1/0;
    3939  Real bsr.arimaStoreInitialValues = True;
    40   Real do.resume = 0;
     40  Real do.resume = 1/0;
     41  Real do.report = True;
     42  Real do.eval = True;
     43  Real do.linear.effects = True;
     44  Real do.save.DBApi.Estim.Oza = True;
    4145  Real do.mcmc.profiler   = True
    4246]];
    … …  
    5862
    5963Real estim::Run(0);
    60 
     64/*
    6165Matrix U0.mcmc = cycler::_.sampler::_.arm.blk::_.U0.mcmc;
    6266Set U0.names = cycler::_.sampler::_.arm.blk::_.U0.names;
    … …  
    6670  bsr.config::GetReportConfig(0),
    6771  U0.mcmc);
     72*/
    6873
    6974Struct @CompareStruct
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