74 lines
2.8 KiB
C++
74 lines
2.8 KiB
C++
/*
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* Copyright (C) 2009-2011 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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///////////////////////////////////////////////////////////
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// EstimationSubsample.h
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// Implementation of the Class EstimationSubsample
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// Created on: 02-Feb-2010 13:06:01
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///////////////////////////////////////////////////////////
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#if !defined(EstSub34FB1351_4066_4993_B384_56AA65BC32C4__INCLUDED_)
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#define EstSub34FB1351_4066_4993_B384_56AA65BC32C4__INCLUDED_
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#include <cstdlib>
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#include <vector>
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/**
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* Contains longest common periods for different parameters with different start
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* and end periods:
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*
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* It defines start and end of that period.which has start higher/equal than any
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* individual parameter start and its end lower|equal than any individual
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* parameter end in that perod window.) integrated xparam1 and priors for that
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* period
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*
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* All those EstPeriod-s need to be constructed at some point once at a start of
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* estimation by EstPeriod costructor from the information such as invidual
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* parameter start-end periods and the relevant associated priors for those
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* periods. That initial info-set is held in the vector of vectors of
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* EstParamSubSampleDescription
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*
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* it constructs and contains indices of all estimated xparam1 parameters valid
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* for this period in the larger, extended xparam1x vector passed in. from the
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* gradient function.
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*
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* The EstimatedParametersDescription. structure (or class with protected
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* elements) integrates all that information and makes it available to (friend ?)
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* class LogPosteriorDensity on as needed basis and updates all parameters (inc. H
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* and Q) when time slot xparam1 is supplied.
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*
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* Time indices follow C convention: first period has index 0.
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*/
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class EstimationSubsample
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{
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public:
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EstimationSubsample(size_t startPeriod, size_t endPeriod);
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virtual ~EstimationSubsample();
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size_t startPeriod;
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size_t endPeriod;
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/**
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* indices of all estimated xparam1 parameters valid for this period in the larger,
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* extended xparam1x vector passed in. from the gradient function will be added at a later stage of development
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*/
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// const std::vector<size_t> subSampleParamIDs;
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};
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#endif // !defined(34FB1351_4066_4993_B384_56AA65BC32C4__INCLUDED_)
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