Ticket #667 (closed enhancement: fixed)

Opened 9 years ago

Last modified 9 years ago

BSR Reestimation by partial simulation

Reported by: vdebuen Owned by: vdebuen
Priority: high Milestone: BSR reestimation
Component: Math Version: 2.0.1
Severity: major Keywords: BSR, reestimation, partial simulation
Cc:

Description (last modified by vdebuen) (diff)

By means of partial simulation user can perform fast model reestimation from an old stored MCMC.

BSR should provide an automated an easy to use way of selecting which variables must be fixed or reloaded in order to get the faster partial sampling handler BysMcmc::McmcPartialHandler

Change History

Changed 9 years ago by vdebuen

  • keywords forecast, inference, removed
  • status changed from new to assigned
  • description modified (diff)
  • summary changed from BSR Reloading partial Markov Chain to BSR Reestimation by partial simulation

Changed 9 years ago by vdebuen

  • priority changed from highest to high

Changed 9 years ago by vdebuen

  • status changed from assigned to closed
  • resolution set to fixed

Reestimation is now available by means of partial simulation

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