root/library/tests/tutorial/arx_simple.cpp @ 605

Revision 477, 430 bytes (checked in by mido, 15 years ago)

panove, vite, jak jsem peclivej na upravu kodu.. snad se vam bude libit:) konfigurace je v souboru /system/astylerc

  • 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        // forgetting is default: 1.0
12        mat Data = concat_vertical ( randn ( 1, 100 ), ones ( 1, 100 ) );
13        Ar.bayesB ( Data );
14
15        cout << "Expected value of Theta is: " << Ar.posterior().mean() << endl;
16}
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