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))))
