Changeset 724

Timestamp:

03/11/09 16:48:39 (6 years ago)

Author:

vdebuen

Message:

Simple reorganization

Files:

• tolp/trunk/tol/stdlib/math/stat/models/bayesian/arima/_arma_process.tol (modified) (2 diffs)

tolp/trunk/tol/stdlib/math/stat/models/bayesian/arima/_arma_process.tol

@@ -175 +175 @@
     Real _.n = Max(_.p,_.q)+_.p+1;
   //Real _trc.6 = { WriteLn("TRACE FastCholeskiCovFactor _.n=" << _.n); 0 };
-    //Calculates de main minor of length _.n of joint ARMA covariance
-    VMatrix _.cov_arma_n = 
-      ARMAProcess::DoDrop(Pol2VMat(ARMATACov(_.ar,_.ma,_.n), _.n, _.n));
+
     //Calculates de main minor of length _.n of just pure AR covariance
     VMatrix _.cov_ar_n = 
@@ -193 +191 @@
       (ARMAProcess::ExtendBandedLowTriangToeplitz(_.Li_ar_n,_.m)+_.n^2)-_.n^2;
   //Real _trc.10 = { WriteLn("TRACE FastCholeskiCovFactor _.Li_ar=" << (Matrix VMat2Mat(_.Li_ar))); 0 };
+
+    //Calculates de main minor of length _.n of joint ARMA covariance
+    VMatrix _.cov_arma_n = 
+      ARMAProcess::DoDrop(Pol2VMat(ARMATACov(_.ar,_.ma,_.n), _.n, _.n));
     //Filters full ARMA covariance of AR factor 
     VMatrix _.cov_ma_n = (_.Li_ar_n*_.cov_arma_n*Tra(_.Li_ar_n)+_.n^2)-_.n^2;