Revision 1266, 0.6 kB
(checked in by sindj, 14 years ago)
|
Dodelavani vypoctu integralu v polyhedronech. JS
|
Rev | Line | |
---|
[1260] | 1 | |
---|
| 2 | /*! |
---|
| 3 | \file |
---|
| 4 | \brief Robust |
---|
| 5 | \author Vasek Smidl |
---|
| 6 | |
---|
| 7 | */ |
---|
| 8 | |
---|
[1266] | 9 | #include "trading_models_lib.h" |
---|
| 10 | #include "estim/arx.h" |
---|
[1260] | 11 | using namespace bdm; |
---|
| 12 | |
---|
[1266] | 13 | |
---|
| 14 | |
---|
[1260] | 15 | int main ( int argc, char* argv[] ) { |
---|
| 16 | |
---|
[1266] | 17 | for(int i=0;i<10000;i++) |
---|
| 18 | { |
---|
| 19 | cout << i; |
---|
| 20 | } |
---|
| 21 | //prior |
---|
| 22 | mat V0 = 0.00001 * eye ( 2 ); |
---|
| 23 | V0 ( 0, 0 ) = 0.1; // |
---|
| 24 | ARX Ar; |
---|
| 25 | Ar.set_statistics ( 1, V0 ); //nu is default (set to have finite moments) |
---|
| 26 | Ar.set_constant ( true ); |
---|
| 27 | Ar.validate(); |
---|
| 28 | // forgetting is default: 1.0 |
---|
| 29 | mat Data = concat_vertical ( randn ( 1, 100 ), ones ( 1, 100 ) ); |
---|
| 30 | Ar.bayes_batch ( Data ); |
---|
| 31 | |
---|
| 32 | |
---|
[1260] | 33 | } |
---|