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Revision 630, 0.7 kB
(checked in by smidl, 15 years ago)
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Tutorial update + new .m files
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| 1 | % name random variables |
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| 2 | y = RV({'y'},1); |
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| 3 | u = RV({'u'},1); |
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| 4 | |
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| 5 | % create f(y_t| y_{t-3}, u_{t-1}) |
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| 6 | fy.class = 'mlnorm<ldmat>'; |
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| 7 | fy.rv = y; |
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| 8 | fy.rvc = RVtimes([y,u], [-3, -1]); |
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| 9 | fy.A = [0.5, -0.9]; |
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| 10 | fy.const = 0; |
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| 11 | fy.R = 1e-1; |
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| 12 | |
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| 13 | % create f(u_t| ) |
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| 14 | fu.class = 'enorm<ldmat>'; |
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| 15 | fu.rv = u; |
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| 16 | fu.mu = 0; |
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| 17 | fu.R = 1e-1; |
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| 18 | |
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| 19 | % create DS |
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| 20 | DS.class = 'MpdfDS'; |
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| 21 | DS.mpdf.class = 'mprod'; |
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| 22 | DS.mpdf.mpdfs = {fy, epdf2mpdf(fu)}; |
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| 23 | DS.init_rv = RVtimes([y,y,y], [-1,-2,-3]); |
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| 24 | DS.init_values = [0.1, 0.2, 0.3]; |
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| 25 | |
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| 26 | experiment.ndat=100; |
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| 27 | |
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| 28 | %M=estimator(DS,{},experiment); |
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| 29 | M=simulator(DS,experiment); |
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| 30 | |
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| 31 | %%% store results |
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| 32 | Data=[M.y'; M.u']; |
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| 33 | drv = RVjoin({y,u}); |
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| 34 | save mpdfds_results Data drv y u |
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