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Opened 17 years ago

Closed 17 years ago

Last modified 17 years ago

#642 closed enhancement (fixed)

BSR Fixing and reloading full blocks

Reported by: Víctor de Buen Remiro Owned by: Víctor de Buen Remiro
Priority: high Milestone: BSR reestimation
Component: Math Version: 2.0.1
Severity: critical Keywords: BSR, reestimation, forecast, inference, partial simulation
Cc:

Description (last modified by Víctor de Buen Remiro)

Fixing and reloading full blocks is the fast way and easy to implement way for partial simulation that could be used in faster reestimation and forecasting methods

Change History (8)

comment:1 Changed 17 years ago by Víctor de Buen Remiro

Status: new → assigned

comment:2 Changed 17 years ago by Víctor de Buen Remiro

Priority: highest → high
Version: → 2.0.1

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

Description: modified (diff)
Milestone: → BSR reestimation
Summary: Partial BSR simulation and reestimation → Fixing full blocks

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

Summary: Fixing full blocks → BSR Fixing full blocks

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

Description: modified (diff)
Summary: BSR Fixing full blocks → BSR Fixing and reloading full blocks

comment:6 Changed 17 years ago by Víctor de Buen Remiro

Resolution: → fixed
Status: assigned → closed

(In [950]) Fixed #642

comment:7 Changed 17 years ago by Víctor de Buen Remiro

In ​https://www.tol-project.org/browser/tolp/trunk/tol_tests/tol/BSR/test_13/test.tol test_13 you can view an example of fast forecasting by partial simulation

BysMcmc::McmcRecover recover = BysMcmc::Get.Recover(
  "../test_11/", "Test11", "Test11.01", 
  bsr.config);

Set fixedParam = Copy(Empty);
VMatrix fixedValues = Rand(0,1,0,0);
Set reloadParam = recover::_.colNames;

BysMcmc::McmcPartialHandler partialHandler = 
BysMcmc::McmcPartialHandler.Build(
  fixedParam,
  fixedValues,
  reloadParam,
  recover
);

comment:8 Changed 17 years ago by Víctor de Buen Remiro

Type: task → enhancement
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