#include <libDS_ui.h>
| Public Member Functions | |
| bdmroot * | build (Setting &S) const | 
| Function building the computational object. | |
The ArxDS is constructed from a structure with fields:
system = {
        type = "ArxDS";
        // description of y variables
        y = {type="rv"; names=["y", "u"];};
        // description of u variable
        u = {type="rv"; names=[];}
        // description of regressor
        rgr = {type="rv";
                names = ["y","y","y","u"];
                times = [-1, -2, -3, -1];
        }
        // theta
        theta = [0.8, -0.3, 0.4, 1.0,
                 0.0, 0.0, 0.0, 0.0];
        // offset (optional)
        offset = [0.0, 0.0];
        //variance
        r = [0.1, 0.0,
             0.0, 1.0];
        //options: L_theta = log value of theta,
        opt = "L_theta";
};
Result is ARX data source offering with full history as Drv.
 1.5.8
 1.5.8