/*!
\file
\brief Robust
\author Vasek Smidl 

 */

#include "trading_models_lib.h"
#include "estim/arx.h"
using namespace bdm;



int main ( int argc, char* argv[] ) {

	for(int i=0;i<10000;i++)
	{
		cout << i;
	}
	 //prior
    mat V0 = 0.00001 * eye ( 2 );
    V0 ( 0, 0 ) = 0.1; //
    ARX Ar;
    Ar.set_statistics ( 1, V0 ); //nu is default (set to have finite moments)
    Ar.set_constant ( true );
    Ar.validate();
    // forgetting is default: 1.0
    mat Data = concat_vertical ( randn ( 1, 100 ), ones ( 1, 100 ) );
    Ar.bayes_batch ( Data );


}