root/applications/bdmtoolbox/tutorial/userguide/mpdfds_example.m @ 617

% name random variables
y = RV({'y'});
u = RV({'u'});

% create f(y_t| y_{t-3}, u_{t-1})
fy.class = 'mlnorm<ldmat>';
fy.rv    = y;
fy.rvc   = RV({'y','u'}, [1 1], [-3, -1]);
fy.A     = [0.5, -0.9];
fy.const = 0;
fy.R     = 1e-100;

% create f(u_t| )
fu.class = 'enorm<ldmat>';
fu.rv    = u;
fu.mu    = 0;
fu.R     = 1e-100;

% create DS
DS.class = 'MpdfDS';
DS.mpdf.class  = 'mprod';
DS.mpdf.mpdfs  = {fy, epdf2mpdf(fu)};
DS.init_rv = RV({'y','y','y'}, [1,1,1], [-1,-2,-3]);
DS.init_values = [0.1, 0.2, 0.3];

experiment.ndat=100;

%M=estimator(DS,{},experiment);
M=simulator(DS,experiment);