root/applications/trading_models/trading_models_main.cpp @ 1306

Revision 1266, 0.6 kB (checked in by sindj, 14 years ago)

Dodelavani vypoctu integralu v polyhedronech. JS

Line 
1
2/*!
3\file
4\brief Robust
5\author Vasek Smidl
6
7 */
8
9#include "trading_models_lib.h"
10#include "estim/arx.h"
11using namespace bdm;
12
13
14
15int main ( int argc, char* argv[] ) {
16
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
33}
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