int main(int argc, char **argv)
{
long num = 1;
while (numFactors(triNumber(num)) < 500)
num++;
printf("First number is %ld\n", triNumber(num));
printf("Number of factors of %ld is %d\n", triNumber(num), numFactors(triNumber(num)));
return 0;
}
/*! The value of the latent variable Y_i conditional to
(given) a set of values of the factors.
The passed allFactors vector contains values for all the
independent factors in the model (systemic and
idiosyncratic, in that order). A full sample is required,
i.e. all the idiosyncratic values are expected to be
present even if only the relevant one is used.
*/
Real latentVarValue(const std::vector<Real>& allFactors,
Size iVar) const
{
return std::inner_product(factorWeights_[iVar].begin(),
// systemic term:
factorWeights_[iVar].end(), allFactors.begin(),
// idiosyncratic term:
allFactors[numFactors()+iVar] * idiosyncFctrs_[iVar]);
}
