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Revision 679, 470 bytes
(checked in by smidl, 15 years ago)
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Major changes in BM -- OK is only test suite and tests/tutorial -- the rest is broken!!!
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Property svn:eol-style set to
native
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| 1 | #include "estim/arx.h" |
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| 2 | using namespace bdm; |
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| 3 | |
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| 4 | // estimation of AR(0) model |
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| 5 | int main() { |
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| 6 | //prior |
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| 7 | mat V0 = 0.00001 * eye ( 2 ); |
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| 8 | V0 ( 0, 0 ) = 0.1; // |
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| 9 | ARX Ar; |
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| 10 | Ar.set_statistics ( 1, V0 ); //nu is default (set to have finite moments) |
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| 11 | Ar.set_constant(true); |
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| 12 | Ar.validate(); |
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| 13 | // forgetting is default: 1.0 |
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| 14 | mat Data = concat_vertical ( randn ( 1, 100 ), ones ( 1, 100 ) ); |
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| 15 | Ar.bayesB ( Data ); |
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| 16 | |
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| 17 | cout << "Expected value of Theta is: " << Ar.posterior().mean() << endl; |
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| 18 | } |
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