[Scilab-users] GROCER VAR-HMM Example Output Different from Chapter 23

[Brian Bouterse]

Hi Scilab community!

I'm new to Scilab, and the AR-HMM and VAR-HMM solving capabilities of
GROCER are what interest me.

I have a question relating to Chapter 23 from the GROCER manual[0].  This
is the univariate MS-AR(3) solved using the function ms_reg_d() on the
us_revu.dat data included with GROCER.  I have made no adjustment from the
example statements in Chapter 23.

The example output is shown on pages 4 and 5 of the Chapter 23 module.
 Compare that against the output I receive.

http://fpaste.org/102978/14004958/

Here are my questions:

1.  The numerical output is completely different.  I expected it to be the
same since the data is provided by GROCER, and I've done the example
exactly as shown in Chapter 23.  Is there some explanation to why the
solved solution I receive is different than the example output in the
chapter?

2.  I see output like %i*8.4469016 which seems like an error because %i
looks like a variable that yet needs to be replaced, and then multiplied to
get to its final value.  Is this some kind of bug or error?

Thanks for any help the community can provide.  We'll be using this for a
seminar on HMM, AR-HMM, and VAR-HMM at North Carolina State University.
 I'm also a developer, so I really appreciate all the effort that has been
put into scilab and GROCER.

Thanks,
Brian


[0]:  http://dubois.ensae.net/Grocer_manual_v1.6.zip


-- 
Brian Bouterse
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