| | 1 | [[PageOutline]] |
| | 2 | = NameBlock = |
| | 3 | Funciones que devuelven NameBlock[[BR]] |
| | 4 | == Función '''SetToNameBlock''' == |
| | 5 | * Declaración: |
| | 6 | {{{ |
| | 7 | NameBlock SetToNameBlock(Set set) |
| | 8 | }}} |
| | 9 | * Descripción: |
| | 10 | {{{ |
| | 11 | Convierte un Set en un NameBlock |
| | 12 | }}} |
| | 13 | * Lenguaje:C++ |
| | 14 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/tol/btol/bgrammar/nameblock.cpp tol/btol/bgrammar/nameblock.cpp] |
| | 15 | |
| | 16 | == Función '''StdLib::ARMAProcess::Eval.Almagro''' == |
| | 17 | * Declaración: |
| | 18 | {{{ |
| | 19 | NameBlock StdLib::ARMAProcess::Eval.Almagro(Polyn ar, Polyn ma, VMatrix z_, Real sigma) |
| | 20 | }}} |
| | 21 | * Descripción: |
| | 22 | {{{ |
| | 23 | Given an ARMA process ar(B)*z[t] = ma(B)*a[t] builds these methods: |
| | 24 | Draw.U_cond_Z: generate random initial values conditioned to noise |
| | 25 | LogLH.Z_cond_U: conditional likelihood of noise conditioned to given initial values |
| | 26 | . |
| | 27 | }}} |
| | 28 | * Lenguaje:TOL |
| | 29 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/arima/_arma_process.tol stdlib/tol/math/stat/models/bayesian/arima/_arma_process.tol] |
| | 30 | |
| | 31 | == Función '''StdLib::ARMAProcess::FastCholeskiCovFactor''' == |
| | 32 | * Declaración: |
| | 33 | {{{ |
| | 34 | NameBlock StdLib::ARMAProcess::FastCholeskiCovFactor(Polyn ar_, Polyn ma_, Real m_) |
| | 35 | }}} |
| | 36 | * Descripción: |
| | 37 | {{{ |
| | 38 | |
| | 39 | }}} |
| | 40 | * Lenguaje:TOL |
| | 41 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/arima/_arma_process.tol stdlib/tol/math/stat/models/bayesian/arima/_arma_process.tol] |
| | 42 | |
| | 43 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Lat.Homog''' == |
| | 44 | * Declaración: |
| | 45 | {{{ |
| | 46 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Lat.Homog(Text name, Real initValue, Real sigma, Real lowerBound, Real upperBound, Set lowLevelParam, NameBlock constraints) |
| | 47 | }}} |
| | 48 | * Descripción: |
| | 49 | {{{ |
| | 50 | |
| | 51 | }}} |
| | 52 | * Lenguaje:TOL |
| | 53 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.lat.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.lat.tol] |
| | 54 | |
| | 55 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs''' == |
| | 56 | * Declaración: |
| | 57 | {{{ |
| | 58 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs(NameBlock output, Set input, Set transFun, Set input.missing.labels, NameBlock constraints, Real forceZeroInputCoef) |
| | 59 | }}} |
| | 60 | * Descripción: |
| | 61 | {{{ |
| | 62 | |
| | 63 | }}} |
| | 64 | * Lenguaje:TOL |
| | 65 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol] |
| | 66 | |
| | 67 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.Data.Info''' == |
| | 68 | * Declaración: |
| | 69 | {{{ |
| | 70 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.Data.Info(Text id_node, Text name, Anything serie, Real numIniVal, Date first, Date last, Text missing.label, Real missing.sigmaFactor, Real missing.lowerBound, Real missing.upperBound) |
| | 71 | }}} |
| | 72 | * Descripción: |
| | 73 | {{{ |
| | 74 | |
| | 75 | }}} |
| | 76 | * Lenguaje:TOL |
| | 77 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol] |
| | 78 | |
| | 79 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.Input''' == |
| | 80 | * Declaración: |
| | 81 | {{{ |
| | 82 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.Input(Text id_parameter, NameBlock serie.info, Real initValue, Real param.lowerBound, Real param.upperBound) |
| | 83 | }}} |
| | 84 | * Descripción: |
| | 85 | {{{ |
| | 86 | |
| | 87 | }}} |
| | 88 | * Lenguaje:TOL |
| | 89 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol] |
| | 90 | |
| | 91 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.Output''' == |
| | 92 | * Declaración: |
| | 93 | {{{ |
| | 94 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.Output(NameBlock serie.info, Real sigma, Real sigmaPriorWeight, Set arima) |
| | 95 | }}} |
| | 96 | * Descripción: |
| | 97 | {{{ |
| | 98 | |
| | 99 | }}} |
| | 100 | * Lenguaje:TOL |
| | 101 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol] |
| | 102 | |
| | 103 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.Serie.Info''' == |
| | 104 | * Declaración: |
| | 105 | {{{ |
| | 106 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.Serie.Info(Text id_node, Text name, Serie serie, Real numIniVal, Date first, Date last, Text missing.label, Real missing.sigmaFactor, Real missing.lowerBound, Real missing.upperBound) |
| | 107 | }}} |
| | 108 | * Descripción: |
| | 109 | {{{ |
| | 110 | |
| | 111 | }}} |
| | 112 | * Lenguaje:TOL |
| | 113 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol] |
| | 114 | |
| | 115 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.TransFun''' == |
| | 116 | * Declaración: |
| | 117 | {{{ |
| | 118 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.TransFun(Text id_node, Text id_transferFunction, Text te_omega, Text te_delta, NameBlock serie.info, Real initValue, Real param.lowerBound, Real param.upperBound) |
| | 119 | }}} |
| | 120 | * Descripción: |
| | 121 | {{{ |
| | 122 | |
| | 123 | }}} |
| | 124 | * Lenguaje:TOL |
| | 125 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol] |
| | 126 | |
| | 127 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.Vector.Info''' == |
| | 128 | * Declaración: |
| | 129 | {{{ |
| | 130 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Obs.Vector.Info(Text id_node, Text name, Matrix serie, Text missing.label, Real missing.sigmaFactor, Real missing.lowerBound, Real missing.upperBound) |
| | 131 | }}} |
| | 132 | * Descripción: |
| | 133 | {{{ |
| | 134 | |
| | 135 | }}} |
| | 136 | * Lenguaje:TOL |
| | 137 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.obs.tol] |
| | 138 | |
| | 139 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Pri.Homog''' == |
| | 140 | * Declaración: |
| | 141 | {{{ |
| | 142 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::BuildNode::Pri.Homog(Text name, Real average, Real sigma, Set lowLevelParam) |
| | 143 | }}} |
| | 144 | * Descripción: |
| | 145 | {{{ |
| | 146 | |
| | 147 | }}} |
| | 148 | * Lenguaje:TOL |
| | 149 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.pri.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_build.node.pri.tol] |
| | 150 | |
| | 151 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::DBApi::CreateSeriesHandler''' == |
| | 152 | * Declaración: |
| | 153 | {{{ |
| | 154 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::DBApi::CreateSeriesHandler(Set obs.node.handlers) |
| | 155 | }}} |
| | 156 | * Descripción: |
| | 157 | {{{ |
| | 158 | |
| | 159 | }}} |
| | 160 | * Lenguaje:TOL |
| | 161 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol] |
| | 162 | |
| | 163 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::DBApi::LoadLatNode''' == |
| | 164 | * Declaración: |
| | 165 | {{{ |
| | 166 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::DBApi::LoadLatNode(Text dbName, Text model, Text session, Text id_node) |
| | 167 | }}} |
| | 168 | * Descripción: |
| | 169 | {{{ |
| | 170 | |
| | 171 | }}} |
| | 172 | * Lenguaje:TOL |
| | 173 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol] |
| | 174 | |
| | 175 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::DBApi::LoadModelDef''' == |
| | 176 | * Declaración: |
| | 177 | {{{ |
| | 178 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::DBApi::LoadModelDef(Text dbName, Text model, Text session, Text resultRootPath, NameBlock modelHandler) |
| | 179 | }}} |
| | 180 | * Descripción: |
| | 181 | {{{ |
| | 182 | |
| | 183 | }}} |
| | 184 | * Lenguaje:TOL |
| | 185 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol] |
| | 186 | |
| | 187 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::DBApi::LoadNodeConstraints''' == |
| | 188 | * Declaración: |
| | 189 | {{{ |
| | 190 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::DBApi::LoadNodeConstraints(Text dbName, Text model, Text session, Text id_node) |
| | 191 | }}} |
| | 192 | * Descripción: |
| | 193 | {{{ |
| | 194 | |
| | 195 | }}} |
| | 196 | * Lenguaje:TOL |
| | 197 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol] |
| | 198 | |
| | 199 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::DBApi::LoadObsNode''' == |
| | 200 | * Declaración: |
| | 201 | {{{ |
| | 202 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::DBApi::LoadObsNode(Text dbName, Text model, Text session, Text id_node, NameBlock modelHandler, Set input.missing.labels) |
| | 203 | }}} |
| | 204 | * Descripción: |
| | 205 | {{{ |
| | 206 | |
| | 207 | }}} |
| | 208 | * Lenguaje:TOL |
| | 209 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol] |
| | 210 | |
| | 211 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::DBApi::LoadPriNode''' == |
| | 212 | * Declaración: |
| | 213 | {{{ |
| | 214 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::DBApi::LoadPriNode(Text dbName, Text model, Text session, Text id_node) |
| | 215 | }}} |
| | 216 | * Descripción: |
| | 217 | {{{ |
| | 218 | |
| | 219 | }}} |
| | 220 | * Lenguaje:TOL |
| | 221 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.load.tol] |
| | 222 | |
| | 223 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::DBApi::ModSes.Lat.Child.Param.Def''' == |
| | 224 | * Declaración: |
| | 225 | {{{ |
| | 226 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::DBApi::ModSes.Lat.Child.Param.Def(Text id_node, Text id_parameter, Real sigma_factor) |
| | 227 | }}} |
| | 228 | * Descripción: |
| | 229 | {{{ |
| | 230 | |
| | 231 | }}} |
| | 232 | * Lenguaje:TOL |
| | 233 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.tools.modses.lat.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.tools.modses.lat.tol] |
| | 234 | |
| | 235 | == Función '''StdLib::BysMcmc::Bsr::DynHlm::DBApi::ModSes.Lat.Father.Param.Def''' == |
| | 236 | * Declaración: |
| | 237 | {{{ |
| | 238 | NameBlock StdLib::BysMcmc::Bsr::DynHlm::DBApi::ModSes.Lat.Father.Param.Def(Text id_parameter, Real init_value, Real min, Real max) |
| | 239 | }}} |
| | 240 | * Descripción: |
| | 241 | {{{ |
| | 242 | |
| | 243 | }}} |
| | 244 | * Lenguaje:TOL |
| | 245 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.tools.modses.lat.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.tools.modses.lat.tol] |
| | 246 | |
| | 247 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::ArimaBlock''' == |
| | 248 | * Declaración: |
| | 249 | {{{ |
| | 250 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::ArimaBlock(Text name, Set NoiseDistrib, Real numBlock, Real firstCol, NameBlock config) |
| | 251 | }}} |
| | 252 | * Descripción: |
| | 253 | {{{ |
| | 254 | |
| | 255 | }}} |
| | 256 | * Lenguaje:TOL |
| | 257 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_arimaBlock.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_arimaBlock.tol] |
| | 258 | |
| | 259 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::BasicMaster''' == |
| | 260 | * Declaración: |
| | 261 | {{{ |
| | 262 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::BasicMaster(Set modelDef, NameBlock config) |
| | 263 | }}} |
| | 264 | * Descripción: |
| | 265 | {{{ |
| | 266 | Builds a NameBlock that can draw a Gibbs sample of a Bayesian Sparse Regression model by passing it to method BysMcmc::BuildCycler |
| | 267 | }}} |
| | 268 | * Lenguaje:TOL |
| | 269 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_basicMaster.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_basicMaster.tol] |
| | 270 | |
| | 271 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::BsrAsBlock''' == |
| | 272 | * Declaración: |
| | 273 | {{{ |
| | 274 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::BsrAsBlock(NameBlock bsrInstance, Real numBlock, Real firstCol, NameBlock config) |
| | 275 | }}} |
| | 276 | * Descripción: |
| | 277 | {{{ |
| | 278 | |
| | 279 | }}} |
| | 280 | * Lenguaje:TOL |
| | 281 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_bsrAsBlock.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_bsrAsBlock.tol] |
| | 282 | |
| | 283 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::DeltaTransfer''' == |
| | 284 | * Declaración: |
| | 285 | {{{ |
| | 286 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::DeltaTransfer(Text segmentName, Text inputName, Set linBlkNames, Polyn omega, Polyn delta, Matrix x0, Matrix x) |
| | 287 | }}} |
| | 288 | * Descripción: |
| | 289 | {{{ |
| | 290 | |
| | 291 | }}} |
| | 292 | * Lenguaje:TOL |
| | 293 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_deltaTransfer.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_deltaTransfer.tol] |
| | 294 | |
| | 295 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::InputMissingBlock''' == |
| | 296 | * Declaración: |
| | 297 | {{{ |
| | 298 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::InputMissingBlock(Text name, Set inputMissingBlock, Real numBlock, Real firstCol, NameBlock config) |
| | 299 | }}} |
| | 300 | * Descripción: |
| | 301 | {{{ |
| | 302 | |
| | 303 | }}} |
| | 304 | * Lenguaje:TOL |
| | 305 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_inputMissingBlock.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_inputMissingBlock.tol] |
| | 306 | |
| | 307 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::NoNotifier''' == |
| | 308 | * Declaración: |
| | 309 | {{{ |
| | 310 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::NoNotifier(Real 0) |
| | 311 | }}} |
| | 312 | * Descripción: |
| | 313 | {{{ |
| | 314 | |
| | 315 | }}} |
| | 316 | * Lenguaje:TOL |
| | 317 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_estim.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_estim.tol] |
| | 318 | |
| | 319 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::NonLinBlock''' == |
| | 320 | * Declaración: |
| | 321 | {{{ |
| | 322 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::NonLinBlock(NameBlock filterEval, NameBlock bsr, Real numBlock, Real firstCol, NameBlock config) |
| | 323 | }}} |
| | 324 | * Descripción: |
| | 325 | {{{ |
| | 326 | |
| | 327 | }}} |
| | 328 | * Lenguaje:TOL |
| | 329 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_nonLinBlock.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_nonLinBlock.tol] |
| | 330 | |
| | 331 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::NonLinMaster''' == |
| | 332 | * Declaración: |
| | 333 | {{{ |
| | 334 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::NonLinMaster(Set modelDef, Set nonLinFilter, NameBlock config) |
| | 335 | }}} |
| | 336 | * Descripción: |
| | 337 | {{{ |
| | 338 | Builds a NameBlock that can draw a Gibbs sample of a Bayesian Sparse Regression model with non linear blocks by passing it to method BysMcmc::BuildCycler |
| | 339 | }}} |
| | 340 | * Lenguaje:TOL |
| | 341 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_nonLinMaster.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_nonLinMaster.tol] |
| | 342 | |
| | 343 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::OutputMissingBlock''' == |
| | 344 | * Declaración: |
| | 345 | {{{ |
| | 346 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::OutputMissingBlock(Text name, Set outputMissingBlock, Real numBlock, Real firstCol, NameBlock config) |
| | 347 | }}} |
| | 348 | * Descripción: |
| | 349 | {{{ |
| | 350 | |
| | 351 | }}} |
| | 352 | * Lenguaje:TOL |
| | 353 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_outputMissingBlock.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_outputMissingBlock.tol] |
| | 354 | |
| | 355 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::ProbitFilter''' == |
| | 356 | * Declaración: |
| | 357 | {{{ |
| | 358 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::ProbitFilter(Real enabled, Text segmentName, Anything origOutput, Date firstDate, Date lastDate) |
| | 359 | }}} |
| | 360 | * Descripción: |
| | 361 | {{{ |
| | 362 | |
| | 363 | }}} |
| | 364 | * Lenguaje:TOL |
| | 365 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_probitFilter.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_probitFilter.tol] |
| | 366 | |
| | 367 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::SigmaBlock''' == |
| | 368 | * Declaración: |
| | 369 | {{{ |
| | 370 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::SigmaBlock(Text name, Set NoiseDistrib, Real numBlock, Real firstCol, NameBlock config) |
| | 371 | }}} |
| | 372 | * Descripción: |
| | 373 | {{{ |
| | 374 | |
| | 375 | }}} |
| | 376 | * Lenguaje:TOL |
| | 377 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_sigmaBlock.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_sigmaBlock.tol] |
| | 378 | |
| | 379 | == Función '''StdLib::BysMcmc::Bsr::Gibbs::StdLinearBlock''' == |
| | 380 | * Declaración: |
| | 381 | {{{ |
| | 382 | NameBlock StdLib::BysMcmc::Bsr::Gibbs::StdLinearBlock(Text name, Set colNames, Real numBlock, Real firstCol, NameBlock config) |
| | 383 | }}} |
| | 384 | * Descripción: |
| | 385 | {{{ |
| | 386 | |
| | 387 | }}} |
| | 388 | * Lenguaje:TOL |
| | 389 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_stdLinearBlock.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_stdLinearBlock.tol] |
| | 390 | |
| | 391 | == Función '''StdLib::BysMcmc::Bsr::Import::Constraints''' == |
| | 392 | * Declaración: |
| | 393 | {{{ |
| | 394 | NameBlock StdLib::BysMcmc::Bsr::Import::Constraints(Set order.relations, Set generic.constraints, Set explicit.constraints) |
| | 395 | }}} |
| | 396 | * Descripción: |
| | 397 | {{{ |
| | 398 | |
| | 399 | }}} |
| | 400 | * Lenguaje:TOL |
| | 401 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/_import.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/_import.tol] |
| | 402 | |
| | 403 | == Función '''StdLib::BysMcmc::Bsr::Import::Explicit.Constraints''' == |
| | 404 | * Declaración: |
| | 405 | {{{ |
| | 406 | NameBlock StdLib::BysMcmc::Bsr::Import::Explicit.Constraints(Set explicit.constraints) |
| | 407 | }}} |
| | 408 | * Descripción: |
| | 409 | {{{ |
| | 410 | |
| | 411 | }}} |
| | 412 | * Lenguaje:TOL |
| | 413 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/_import.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/_import.tol] |
| | 414 | |
| | 415 | == Función '''StdLib::BysMcmc::Bsr::Import::Generic.Constraints''' == |
| | 416 | * Declaración: |
| | 417 | {{{ |
| | 418 | NameBlock StdLib::BysMcmc::Bsr::Import::Generic.Constraints(Set generic.constraints) |
| | 419 | }}} |
| | 420 | * Descripción: |
| | 421 | {{{ |
| | 422 | |
| | 423 | }}} |
| | 424 | * Lenguaje:TOL |
| | 425 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/_import.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/_import.tol] |
| | 426 | |
| | 427 | == Función '''StdLib::BysMcmc::Bsr::Import::Order.Relations''' == |
| | 428 | * Declaración: |
| | 429 | {{{ |
| | 430 | NameBlock StdLib::BysMcmc::Bsr::Import::Order.Relations(Set order.relations) |
| | 431 | }}} |
| | 432 | * Descripción: |
| | 433 | {{{ |
| | 434 | |
| | 435 | }}} |
| | 436 | * Lenguaje:TOL |
| | 437 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/_import.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/_import.tol] |
| | 438 | |
| | 439 | == Función '''StdLib::BysMcmc::Bsr::Import::Unconstrained''' == |
| | 440 | * Declaración: |
| | 441 | {{{ |
| | 442 | NameBlock StdLib::BysMcmc::Bsr::Import::Unconstrained(Real unused) |
| | 443 | }}} |
| | 444 | * Descripción: |
| | 445 | {{{ |
| | 446 | |
| | 447 | }}} |
| | 448 | * Lenguaje:TOL |
| | 449 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/_import.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/_import.tol] |
| | 450 | |
| | 451 | == Función '''StdLib::BysMcmc::Bsr::OneNode::EstimProbit''' == |
| | 452 | * Declaración: |
| | 453 | {{{ |
| | 454 | NameBlock StdLib::BysMcmc::Bsr::OneNode::EstimProbit(NameBlock data, NameBlock config_) |
| | 455 | }}} |
| | 456 | * Descripción: |
| | 457 | {{{ |
| | 458 | Estimates a probit model with just one node, usually observational and dense.Model is defined as a BSR basic and an non linear ProbitFilter.BSR will be built from simplified data argument matching the same API used by BysMcmc::Bsr::Gibbs::EstimOneNode, fixing _.sigma to 1NameBlock data = |
| | 459 | [[ |
| | 460 | //Mandatory members |
| | 461 | Set _.docInfo //BSR.DocInfo |
| | 462 | Text _.segmentName; //Node name |
| | 463 | Set _.linearParamInfo; //Set of Bsr.OneNode.LinearParamInfo |
| | 464 | Anything _.Y; //Output data (Matrix or VMatrix) |
| | 465 | Anything _.X; //Input data (Matrix or VMatrix) |
| | 466 | Real _.sigma = 1; //Sigma value or ? to simulate it |
| | 467 | //Optional members |
| | 468 | Set _.orderRelation; //Set of Bsr.OrderRelation.Info |
| | 469 | Set _.arima; //Set of ARIMAStruct |
| | 470 | Set _.timeInfo; //Set of BSR.NoiseTimeInfo |
| | 471 | ]]; |
| | 472 | |
| | 473 | }}} |
| | 474 | * Lenguaje:TOL |
| | 475 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/bsr/_oneNode.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/bsr/_oneNode.tol] |
| | 476 | |
| | 477 | == Función '''StdLib::BysMcmc::BuildCycler''' == |
| | 478 | * Declaración: |
| | 479 | {{{ |
| | 480 | NameBlock StdLib::BysMcmc::BuildCycler(NameBlock modelSampler, NameBlock config, NameBlock notifier) |
| | 481 | }}} |
| | 482 | * Descripción: |
| | 483 | {{{ |
| | 484 | Builds a NameBlock that is able to generate a Markov Chain of a model by cycling calls of a given individual drawer and gives a set of tools to make Bayesian Inference about it. |
| | 485 | NameBlock modelSampler is a handler of the model to be simulated and must have at least these public methods: |
| | 486 | Text get.name (Real unused); //Model name |
| | 487 | Text get.session (Real unused); //Session tag name |
| | 488 | Text get.path (Real unused); //Path to store Markov Chain as BBM |
| | 489 | Set get.colNames (Real unused); //Names of Markov Chain variables |
| | 490 | Matrix draw (Real numSim); //Draws a simulation of Markov Chain |
| | 491 | |
| | 492 | }}} |
| | 493 | * Lenguaje:TOL |
| | 494 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/_build.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/_build.tol] |
| | 495 | |
| | 496 | == Función '''StdLib::BysMcmc::BuildFullConfig''' == |
| | 497 | * Declaración: |
| | 498 | {{{ |
| | 499 | NameBlock StdLib::BysMcmc::BuildFullConfig(NameBlock config) |
| | 500 | }}} |
| | 501 | * Descripción: |
| | 502 | {{{ |
| | 503 | |
| | 504 | }}} |
| | 505 | * Lenguaje:TOL |
| | 506 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/_bysMcmc.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/_bysMcmc.tol] |
| | 507 | |
| | 508 | == Función '''StdLib::BysMcmc::DefineBlock''' == |
| | 509 | * Declaración: |
| | 510 | {{{ |
| | 511 | NameBlock StdLib::BysMcmc::DefineBlock(Text name, Set colNames, Real numBlock, Real firstCol, NameBlock config) |
| | 512 | }}} |
| | 513 | * Descripción: |
| | 514 | {{{ |
| | 515 | |
| | 516 | }}} |
| | 517 | * Lenguaje:TOL |
| | 518 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/_defineBlock.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/_defineBlock.tol] |
| | 519 | |
| | 520 | == Función '''StdLib::BysMcmc::Get.Recover''' == |
| | 521 | * Declaración: |
| | 522 | {{{ |
| | 523 | NameBlock StdLib::BysMcmc::Get.Recover(Text rootPath, Text id_model, Text id_session) |
| | 524 | }}} |
| | 525 | * Descripción: |
| | 526 | {{{ |
| | 527 | |
| | 528 | }}} |
| | 529 | * Lenguaje:TOL |
| | 530 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/stat/models/bayesian/bysMcmc/_build.tol stdlib/tol/math/stat/models/bayesian/bysMcmc/_build.tol] |
| | 531 | |
| | 532 | == Función '''StdLib::DBConnect::Create''' == |
| | 533 | * Declaración: |
| | 534 | {{{ |
| | 535 | NameBlock StdLib::DBConnect::Create(Text alias, Text user, Text password, Text driver, Text defaultDataBase, Text server, Text purpose) |
| | 536 | }}} |
| | 537 | * Descripción: |
| | 538 | {{{ |
| | 539 | |
| | 540 | }}} |
| | 541 | * Lenguaje:TOL |
| | 542 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/data/db/_db_connect.tol stdlib/tol/data/db/_db_connect.tol] |
| | 543 | |
| | 544 | == Función '''StdLib::SolvePrecondSym''' == |
| | 545 | * Declaración: |
| | 546 | {{{ |
| | 547 | NameBlock StdLib::SolvePrecondSym(VMatrix M, Real do.normalize) |
| | 548 | }}} |
| | 549 | * Descripción: |
| | 550 | {{{ |
| | 551 | Soves a symmetric linear system, that could be large, sparse and ill-conditioned, in a robust and fast way by applying diagonal additive preconditioner of previously normalized system foilowing these steps: |
| | 552 | 1. Original symmetric system M*z = y is previously normalized by non null elements of root squares of diagonal elements of M that will called D: |
| | 553 | S*u = v where S=Di*M*Di; Di=D^-1; u=D*x; v=Di*y |
| | 554 | Then |
| | 555 | Di*M*Di*D*x = Di*y <=> M*x=y |
| | 556 | 2. A digonal preconditioner (S+c*I)^-1 will be built to be (S+c*I)^-1*S close to identity and number c is found to be the lesser than S+c*I admits Choleski decomposition S+c*I = L*L'. |
| | 557 | 3. Preconditioned system is solved by Lanczos iterative method with partial reorthogonalization MinimumResidualsSolve. Preconditioner is stored as a Code operator using just sparse matrix L to avoid store ((S+c*I)^-1)*S that is not neccessary so sparse as S nor L. |
| | 558 | 4. Solution is denormalized to solve original problem. |
| | 559 | Normalization is an optional task that is specified by argument do.normalize |
| | 560 | If M is numerically definite positive (c=0) then CholeskiSolve will be used directly if argument forze.lanczos of Solve method is true. |
| | 561 | Using instructions to solve M*x=y : |
| | 562 | //Builds preconditioning handler with normalization |
| | 563 | NameBlock SPDP = SymPosDefPrecond(H, True); |
| | 564 | //Finds optimal preconditioner |
| | 565 | Real SPDP::ScaleOptimize(1.E-7); |
| | 566 | //Solves the system |
| | 567 | NameBlock solution = SPDP::Solve(y,1.E-10,True); |
| | 568 | //Takes the solution matrix |
| | 569 | VMatrix x = solution::_.x; |
| | 570 | |
| | 571 | |
| | 572 | }}} |
| | 573 | * Lenguaje:TOL |
| | 574 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/linalg/_solve_precond_sym.tol stdlib/tol/math/linalg/_solve_precond_sym.tol] |
| | 575 | |
| | 576 | == Función '''StdLib::SolvePrecondUnsym''' == |
| | 577 | * Declaración: |
| | 578 | {{{ |
| | 579 | NameBlock StdLib::SolvePrecondUnsym(VMatrix M, Real do.normalize) |
| | 580 | }}} |
| | 581 | * Descripción: |
| | 582 | {{{ |
| | 583 | Soves an unsymmetric overdetermined linear system, that could be large, sparse and ill-conditioned, in a robust and fast way by applying diagonal additive preconditioner of previously normalized system foilowing these steps: |
| | 584 | 1. Original unsymmetric system M*z = y is previously normalized by non null elements of root squares of diagonal elements of M'M that will called D: |
| | 585 | H*u = y where H=M*Di; Di=D^-1; u=D*x; |
| | 586 | 2. A digonal expansion preconditioner Hc=(H<<c*I)^-1 will be built to be |
| | 587 | Hc'*Hc=(S+c*I)^-1*S; where S=H'*H |
| | 588 | close to identity and number c is found to be the lesser than H<<c*I admits Choleski decomposition S+c*I = Lc*Lc'. |
| | 589 | 3. Preconditioned system is solved by Lanczos iterative method with partial reorthogonalization MinimumResidualsSolve. Preconditioner is stored as a Code operator using just sparse matrix Lc to avoid store ((S+c*I)^-1)*S that is not neccessary so sparse as S nor L. |
| | 590 | 4. Solution is denormalized to solve original problem. |
| | 591 | Using instructions to solve M*x=y : |
| | 592 | //Builds preconditioning handler |
| | 593 | NameBlock SPDP = SymPosDefPrecond(H); |
| | 594 | //Finds optimal preconditioner |
| | 595 | Real SPDP::ScaleOptimize(1.E-7); |
| | 596 | //Solves the system |
| | 597 | NameBlock solution = SPDP::Solve(y,1.E-10); |
| | 598 | //Takes the solution matrix |
| | 599 | VMatrix x = solution::_.x; |
| | 600 | |
| | 601 | |
| | 602 | }}} |
| | 603 | * Lenguaje:TOL |
| | 604 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/math/linalg/_solve_precond_unsym.tol stdlib/tol/math/linalg/_solve_precond_unsym.tol] |
| | 605 | |
| | 606 | == Función '''StdLib::Timer::Start''' == |
| | 607 | * Declaración: |
| | 608 | {{{ |
| | 609 | NameBlock StdLib::Timer::Start(Text msg) |
| | 610 | }}} |
| | 611 | * Descripción: |
| | 612 | {{{ |
| | 613 | |
| | 614 | }}} |
| | 615 | * Lenguaje:TOL |
| | 616 | * Fuente : [https://www.tol-project.org/browser/tolp/trunk/stdlib/general/various/_timer.tol stdlib/tol/general/various/_timer.tol] |
| | 617 | |