Opened 18 years ago

Last modified 17 years ago

#635 closed task

Hierarquical structure over BSR missing block variables — at Version 5

Reported by: Víctor de Buen Remiro Owned by: Víctor de Buen Remiro
Priority: highest Milestone: BSR hierarchy and priors
Component: Math Version: 2.0.1
Severity: blocker Keywords: BSR, missing, hierarquical
Cc:

Description (last modified by Víctor de Buen Remiro)

User should be able to define latent, prior and generic constraints over missing block variables.

A tipical situation is that an input or output is non stationary, so scalar truncated normal distributions are no too apropriate.

For example, if the original series requires a regular difference to be stationary, then user could write something like this

  knownValue[n-1] = missingresidual[n] + missingVariable[n] 

if n-th datum is unknown but (n-1)-th is known, or

  0 = missingResidual[n] + missingVariable[n] - missingVariable[n-1]

if both n-th and (n-1)-th data are unknown.

Change History (5)

comment:1 Changed 18 years ago by Víctor de Buen Remiro

Component: Database → Math
Owner: changed from Jorge to Víctor de Buen Remiro
Priority: highest → normal
Severity: blocker → normal
Type: defect → task

comment:2 Changed 18 years ago by Víctor de Buen Remiro

Milestone: → BSR hierarchy and priors
Version: → 2.0.1

comment:3 Changed 17 years ago by Víctor de Buen Remiro

Priority: normal → highest
Severity: normal → blocker

comment:4 Changed 17 years ago by Víctor de Buen Remiro

Description: modified (diff)
Status: new → accepted

comment:5 Changed 17 years ago by Víctor de Buen Remiro

Description: modified (diff)
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