RhysU / ar

Autoregressive process modeling tools in header-only C++
Mozilla Public License 2.0
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Have best model correctly process AR(0)-only input #21

Closed RhysU closed 10 years ago

RhysU commented 10 years ago

Method

best_model(
    Integer1       N,
    Integer2       minorder,
    Sequence1&     params,
    Sequence2&     sigma2e, 
    Sequence3&     gain,
    Sequence4&     autocor,
    OutputIterator crit)

currently bombs on trivial AR(0) input. Improve it to avoid the issue and correctly return the white noise model.