def _sample(self,lagged_outputs): if not self._broken: try: ylags = self._pad_ylags(lagged_outputs) A,sigma = sample_mniw(self.n,self.sigma_n,self.M_n,np.linalg.inv(self.K_n)) return A.dot(ylags) + np.linalg.cholesky(sigma).dot(np.random.randn(sigma.shape[0])) except np.linalg.LinAlgError: print 'WARNING: particle broke' self._broken = True return -99999*np.ones(self.M_n.shape[0])
def _sample(self, lagged_outputs): if not self._broken: try: ylags = self._pad_ylags(lagged_outputs) A, sigma = sample_mniw(self.n, self.sigma_n, self.M_n, np.linalg.inv(self.K_n)) return A.dot(ylags) + np.linalg.cholesky(sigma).dot( np.random.randn(sigma.shape[0])) except np.linalg.LinAlgError: print 'WARNING: particle broke' self._broken = True return -99999 * np.ones(self.M_n.shape[0])
def __str__(self): return '\n'.join(map(str,sample_mniw(self.n,self.sigma_n,self.M_n,np.linalg.inv(self.K_n))))
def __str__(self): return '\n'.join( map( str, sample_mniw(self.n, self.sigma_n, self.M_n, np.linalg.inv(self.K_n))))