Changeset 724

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Timestamp:
03/11/09 16:48:39 (5 years ago)
Author:
vdebuen
Message:

Simple reorganization

Files:
1 modified

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

    r707 r724  
    175175    Real _.n = Max(_.p,_.q)+_.p+1; 
    176176  //Real _trc.6 = { WriteLn("TRACE FastCholeskiCovFactor _.n=" << _.n); 0 }; 
    177     //Calculates de main minor of length _.n of joint ARMA covariance 
    178     VMatrix _.cov_arma_n =  
    179       ARMAProcess::DoDrop(Pol2VMat(ARMATACov(_.ar,_.ma,_.n), _.n, _.n)); 
     177 
    180178    //Calculates de main minor of length _.n of just pure AR covariance 
    181179    VMatrix _.cov_ar_n =  
     
    193191      (ARMAProcess::ExtendBandedLowTriangToeplitz(_.Li_ar_n,_.m)+_.n^2)-_.n^2; 
    194192  //Real _trc.10 = { WriteLn("TRACE FastCholeskiCovFactor _.Li_ar=" << (Matrix VMat2Mat(_.Li_ar))); 0 }; 
     193 
     194    //Calculates de main minor of length _.n of joint ARMA covariance 
     195    VMatrix _.cov_arma_n =  
     196      ARMAProcess::DoDrop(Pol2VMat(ARMATACov(_.ar,_.ma,_.n), _.n, _.n)); 
    195197    //Filters full ARMA covariance of AR factor  
    196198    VMatrix _.cov_ma_n = (_.Li_ar_n*_.cov_arma_n*Tra(_.Li_ar_n)+_.n^2)-_.n^2;