arx_c.cpp ../../bdm/estim/arx.h work/git/mixpp/matlab/mex/arx_c.cpp libBM.h ../itpp_ext.h ../stat/libEF.h ../../bdm/estim/arx.h ../stat/libFN.h itpp/itbase.h ../math/libDC.h int int main () main #include"../../bdm/estim/arx.h" usingnamespaceitpp; intmain(){ it_fileitf("DD"); //ConvertinputvariablestoIT++format matData; itf>>Name("DD")>>Data; //------------------Startofroutine--------------------------- intndat=Data.cols(); intnpsi=Data.rows(); RVthr("1","{theta_r}",vec_1(npsi),vec_1(0)); matV0=1e-8*eye(npsi);//V0(0,0)*=1.0; doublenu0=3; ARXAr(thr,V0,nu0); //estimate for(inti=0;i<ndat;i++){Ar.bayes(Data.get_col(i));} vecth=Ar._epdf().mean(); //------------------Endofroutine----------------------------- cout<<th<<endl; doublell=Ar._ll(); cout<<ll<<endl; ivecstr=Ar.structure_est(egiw(thr,V0,nu0)); cout<<str<<endl; }