root/library/tests/tutorial/arx_simple.cpp @ 1033

Revision 722, 478 bytes (checked in by mido, 15 years ago)

astyler run over all test sources
general_suite added
cleanup of \test directory finished

  • Property svn:eol-style set to native
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1#include "estim/arx.h"
2using namespace bdm;
3
4// estimation of AR(0) model
5int main() {
6        //prior
7        mat V0 = 0.00001 * eye ( 2 );
8        V0 ( 0, 0 ) = 0.1; //
9        ARX Ar;
10        Ar.set_statistics ( 1, V0 ); //nu is default (set to have finite moments)
11        Ar.set_constant ( true );
12        Ar.validate();
13        // forgetting is default: 1.0
14        mat Data = concat_vertical ( randn ( 1, 100 ), ones ( 1, 100 ) );
15        Ar.bayes_batch ( Data );
16
17        cout << "Expected value of Theta is: " << Ar.posterior().mean() << endl;
18}
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