% name random variables y = RV({'y'}); u = RV({'u'}); % create f(y_t| y_{t-3}, u_{t-1}) fy.class = 'mlnorm'; 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'; 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);