Changeset fd471ab in tol
- Timestamp:
- May 11, 2010, 1:26:54 PM (16 years ago)
- Branches:
- 1941-docker-image-to-test, devel, master
- Children:
- 412906e
- Parents:
- 12b1cd7
- Location:
- tol_pkg/BysVecLinReg/test
- Files:
-
- 1 added
- 2 edited
-
gen_multivariant_linear_regression.tol (modified) (1 diff)
-
test_0001/test.tol (modified) (3 diffs)
-
test_0002/test.tol (added)
Legend:
- Unmodified
- Added
- Removed
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tol_pkg/BysVecLinReg/test/gen_multivariant_linear_regression.tol
r12b1cd7 rfd471ab 2 2 ////////////////////////////////////////////////////////////////////////////// 3 3 // FILE : gen_multivariant_linear_regression.tol 4 // PURPOSE : generates a random multivaria ntlinear regression model4 // PURPOSE : generates a random multivariate linear regression model 5 5 ////////////////////////////////////////////////////////////////////////////// 6 6 -
tol_pkg/BysVecLinReg/test/test_0001/test.tol
r12b1cd7 rfd471ab 8 8 Text link_ = ""; 9 9 Text summary_ = 10 "test_0001 multivaria ntlinear model with known covariance matrix" ;10 "test_0001 multivariate linear model with known covariance matrix" ; 11 11 12 12 Real numErr0 = Copy(NError); … … 14 14 #Embed "../gen_multivariant_linear_regression.tol"; 15 15 16 BysVecLinReg::@Multivariant MV = { BysVecLinReg::@Multivariant::New(17 Text desc = summary_,18 Set outputNames = For(1,d,Text(Real i) { "Output_"<<i }),19 Set inputNames = For(1,d,Text(Real i) { "Input_"<<i }),20 Y,X21 )};22 16 17 BysVecLinReg::@Multivariate MV = [[ 18 Text _.desc = "Modelo lineal multivariante para ventas de Fanta en Turquía", 19 Set _.outputNames = For(1,d,Text(Real i) { "Output_"<<i }), 20 Set _.inputNames = For(1,m,Text(Real i) { "Input_"<<i }) 21 ]]; 22 23 Real MV::set.outputInput(Y,X); 23 24 Real MV::change.V(V); 24 25 … … 38 39 39 40 VMatrix vec.A_ = Tra(Constant(1,sampleLength,1/sampleLength)*mcmc); 40 VMatrix vec.A = BysVecLinReg::@Multivaria nt::vmatrix2vec(A);41 VMatrix vec.A = BysVecLinReg::@Multivariate::vmatrix2vec(A); 41 42 VMatrix cmp.A = vec.A | vec.A_; 42 43 43 VMatrix A_ = BysVecLinReg::@Multivaria nt::vec2vmatrix(vec.A_,A);44 VMatrix A_ = BysVecLinReg::@Multivariate::vec2vmatrix(vec.A_,A); 44 45 VMatrix E_ = Y - A_*X; 45 46 VMatrix E01_ = CholeskiSolve(V.L,E_,"PtLLtP"); 46 VMatrix cmpE01 = BysVecLinReg::@Multivaria nt::vmatrix2vec(E01) |47 BysVecLinReg::@Multivaria nt::vmatrix2vec(E01_);47 VMatrix cmpE01 = BysVecLinReg::@Multivariate::vmatrix2vec(E01) | 48 BysVecLinReg::@Multivariate::vmatrix2vec(E01_); 48 49 49 50 Real stdErr = VMatAvr(E01 ^2);
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