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Changes between Initial Version and Version 3 of Ticket #688


Ignore:
Timestamp:
Apr 28, 2009, 3:47:20 PM (16 years ago)
Author:
Víctor de Buen Remiro
Comment:

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  • Ticket #688

    • Property Status changed from new to closed
    • Property Resolution changed from to fixed
    • Property Summary changed from New optional method selectDrawIndex in non linear filters to New optional method marginalDraw in non linear filters

  • Ticket #688 – Description

    initial v3  
    22
    33{{{
    4   Set selectDrawIndex(Real unused)
     4  Matrix marginalDraw(Real unused)
    55  {
    6     Range(1,Card(_.colNames),1)
     6    SetCol(For(1,Card(_.colNames),Real(Real i) { ? })
    77  };
    88}}}
    99
    10 This method will be called just before to call draw method of corresponding internal non linear block in order to select which parameters will be drawn. Rest of parameters must be set inside of method selectDrawIndex.
     10This method will be called just before to call draw method of corresponding internal non linear block in order to select which parameters will be drawn. It will return a column matrix with marginal sampling in selected rows and {{{?}}} in other ones that will be sampled by non linear block in the standard way.
    1111
     12You can use it to apply marginal simulation to some selected parameters. For example, in order to apply a mixed-discrete distribution with 10% of probability of zero for all parameters:
    1213
    13 You can use it to apply marginal simulation to some
     14{{{
     15  Matrix marginalDraw(Real unused)
     16  {
     17    SetCol(For(1,Card(_.colNames),Real(Real i)
     18    {
     19      If(Rand(0,1)<.10, 0, ?)
     20    }))
     21  };
     22}}}