root/projects/AsynCluster/trunk/svpmc/model.py


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(edit) @207 [207] 06/02/08 19:04:49 edsuom Got Rao-Blackwellized version working locally & remotely, with better but …
(edit) @206 [206] 06/01/08 02:06:56 edsuom Got Rao-Blackwellized (on z only) version running locally, not yet …
(edit) @205 [205] 06/01/08 00:22:10 edsuom Rao-Blackwellization on z looks very promising, but let's ditch it on …
(edit) @202 [202] 05/28/08 23:43:21 edsuom Using normal proposal on z instead of uniform; same result at convergence, …
(edit) @201 [201] 05/28/08 17:18:11 edsuom Working on reducing variance in likelihood estimates
(edit) @200 [200] 05/27/08 16:46:38 edsuom Integration over log-volatility simulations using Metropolis-within-Gibbs …
(edit) @199 [199] 05/27/08 15:37:01 edsuom Integration over log-volatility simulations using Metropolis-within-Gibbs …
(edit) @196 [196] 05/24/08 00:05:18 edsuom Huge progress, got PMC running with noticably less variance in population …
(edit) @195 [195] 05/23/08 16:16:25 edsuom Ditching Rao-Blackwellization for now
(edit) @192 [192] 05/23/08 11:43:54 edsuom Got C code working nicely and integrated with pmc; working on making …
(edit) @190 [190] 05/21/08 23:13:52 edsuom Got C-based hybrid Gibbs working; Three-sample Lh evaluation appears …
(edit) @189 [189] 05/21/08 18:16:16 edsuom C code for model.likelihood appears to be working, but unit test for the …
(edit) @188 [188] 05/21/08 13:20:34 edsuom About to switch to using a single set of proposal samples instead of two
(edit) @187 [187] 05/20/08 18:09:32 edsuom Working on putting the likelihood method together, finally
(edit) @186 [186] 05/20/08 15:42:21 edsuom Working on putting the likelihood method together, finally
(edit) @184 [184] 05/17/08 01:31:43 edsuom Grinding along with C code for new model
(edit) @179 [179] 05/14/08 17:30:57 edsuom Getting support C code for new model working and tested
(edit) @178 [178] 05/12/08 21:29:10 edsuom Rewrote zProposal to use truncated normal
(edit) @177 [177] 05/10/08 22:37:06 edsuom Working on new truncated-normal zProposal
(edit) @176 [176] 05/09/08 22:13:35 edsuom Redoing Rao-Blackwellization as the sum of the joint proposal-jump …
(edit) @175 [175] 05/08/08 23:30:51 edsuom Got D-Kernel PMC running with what I hope is Rao-Blackwellization
(edit) @173 [173] 05/05/08 16:21:36 edsuom Starting work on Rao-Blackwellization
(edit) @172 [172] 05/01/08 21:33:08 edsuom Trying to get an actual PMC run going
(edit) @171 [171] 05/01/08 15:10:42 edsuom Finally doing some inital runs & debugging
(edit) @168 [168] 04/30/08 20:13:51 edsuom Got model unit testing working again; more complete unit testing of …
(edit) @167 [167] 04/30/08 13:37:56 edsuom Getting model unit tests working again after refactoring
(edit) @166 [166] 04/29/08 22:46:52 edsuom Got pmc module cleanly prototyped, now need to unit test; then we should …
(edit) @165 [165] 04/29/08 17:21:15 edsuom ProjectManager? tested OK!
(edit) @164 [164] 04/29/08 15:35:34 edsuom Working on ProjectManager?, pulling things together
(edit) @163 [163] 04/29/08 01:32:02 edsuom Working on prior and parameter containers, starting to tie everything …
(edit) @161 [161] 04/28/08 21:37:01 edsuom Working on prior and parameter containers, starting to tie everything …
(edit) @160 [160] 04/26/08 23:27:47 edsuom Working on project specification processing
(edit) @159 [159] 04/25/08 23:28:27 edsuom Innovation & volatility shocks can have non-unity variances; working on …
(edit) @158 [158] 04/25/08 00:24:02 edsuom Got log-volatility Metropolis-within-Gibbs simulation working!!!
(edit) @157 [157] 04/24/08 20:15:13 edsuom Got log-volatility Metropolis-within-Gibbs simulation working!!!
(edit) @156 [156] 04/23/08 15:34:26 edsuom Working on Model.logLikelihood: VAR process tested
(edit) @155 [155] 04/23/08 02:17:19 edsuom Got hybrid Gibbs Model.likelihood prototyped
(edit) @154 [154] 04/22/08 19:38:33 edsuom weave.Weaver.inline has the same value-returning behavior as weave.inline; …
(edit) @153 [153] 04/21/08 21:26:43 edsuom Working on Model.likelihood, some really hairy C code
(edit) @152 [152] 04/19/08 23:20:46 edsuom Working on hybrid Gibbs log-volatility simulation and likelihood …
(edit) @151 [151] 04/19/08 20:26:56 edsuom Tested FlexArray?; last work on Model.likelihood before switching it to …
(edit) @150 [150] 04/17/08 21:17:12 edsuom Working on parameter containers and associated glue-type stuff
(edit) @149 [149] 04/17/08 17:11:23 edsuom Working on model.likelihood
(edit) @148 [148] 04/16/08 20:05:10 edsuom Refined testing of Model's multivariate stuff; working on pInnovation
(edit) @147 [147] 04/16/08 16:27:16 edsuom Got decorrelation working; weave.Weaver now uses inline as its method …
(edit) @146 [146] 04/11/08 00:47:57 edsuom Unit tested Model.draw_h
(edit) @145 [145] 04/10/08 22:47:22 edsuom Improvements to weave.Weaver; much better unit testing for VAR
(edit) @144 [144] 04/09/08 16:46:00 edsuom Working on model
(edit) @143 [143] 04/08/08 21:42:51 edsuom Working on model
(edit) @141 [141] 04/08/08 03:38:21 edsuom Got VAR(1)+drift process working forward & back
(edit) @140 [140] 04/07/08 22:25:54 edsuom Got cool & convenient Weaver mixin written and tested; refactored …
(edit) @135 [135] 04/03/08 22:20:51 edsuom Renaming pypmc to svpmc to reflect specific direction of the subpackage
(copy) @134 [134] 04/03/08 22:14:41 edsuom Renaming pypmc to svpmc to reflect specific direction of the subpackage
copied from projects/AsynCluster/trunk/pypmc/model.py:
(edit) @133 [133] 04/01/08 01:11:40 edsuom Enhanced pypmc.tseries to use financial data from St Louis Fed; …
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