arx.h itpp/itbase.h ../stat/libFN.h ../stat/libEF.h work/git/mixpp/bdm/estim/arx.cpp work/git/mixpp/matlab/mex/arx.cpp work/git/mixpp/matlab/mex/arx_c.cpp work/git/mixpp/matlab/mex/linefit.cpp work/git/mixpp/matlab/mex/linefit2.cpp work/git/mixpp/mpdm/merg_pred.cpp work/git/mixpp/pmsm/sim_var_arx.cpp work/git/mixpp/tests/arx_test.cpp libBM.h ../itpp_ext.h ../stat/libEF.h work/git/mixpp/bdm/estim/arx.h ../stat/libFN.h itpp/itbase.h ../math/libDC.h work/git/mixpp/bdm/estim/arx.h work/git/mixpp/pmsm/sim_var_arx.cpp ARX Bayesian Filtering for generalized autoregressive (ARX) model. Vaclav Smidl. ----------------------------------- BDM++ - C++ library for Bayesian Decision Making under UncertaintyUsing IT++ for numerical operations ----------------------------------- #ifndefAR_H #defineAR_H #include<itpp/itbase.h> #include"../stat/libFN.h" #include"../stat/libEF.h" usingnamespaceitpp; classARX:publicBM{ protected: egiwest; ldmat&V; double&nu; doublefrg; doublelast_lognc; doubletll; public: ARX(RV&rv,mat&V0,double&nu0,doublefrg0=1.0):BM(rv),est(rv,V0,nu0),V(est._V()),nu(est._nu()),frg(frg0){last_lognc=est.lognc();tll=0.0;}; voidset_parameters(mat&V0,double&nu0){est._V()=V0;est._nu()=nu0;last_lognc=est.lognc();tll=last_lognc;} voidget_parameters(mat&V0,double&nu0){V0=est._V().to_mat();nu0=est._nu();} voidbayes(constvec&dt); epdf&_epdf(){returnest;} ivecstructure_est(egiwEg0); double_tll(){returntll;} }; #endif//AR_H