root/matlab/mex/arx_c.cpp @ 248

#include "../../bdm/estim/arx.h"

using namespace itpp;

int main() {
        it_file itf("DD");
        // Convert input variables to IT++ format
        mat Data;
        itf >> Name("DD") >> Data;

        // ------------------ Start of routine ---------------------------
        int ndat=Data.cols();
        int npsi=Data.rows();
        RV thr ( "1","{ theta_r }",vec_1 ( npsi ),vec_1 ( 0 ) );

        mat V0=1e-8*eye ( npsi ); //V0 ( 0,0 ) *=1.0;
        double nu0=3;
        ARX Ar ( thr,V0,nu0 );
        // estimate
        for (int i=0;i<ndat;i++ ) {Ar.bayes ( Data.get_col ( i ) );     }

        vec th = Ar._epdf().mean();

        // ------------------ End of routine -----------------------------

        cout << th <<endl;

                double ll=Ar._ll();
        cout << ll <<endl;
        
                ivec str = Ar.structure_est ( egiw ( thr,V0,nu0 ) );
        cout << str <<endl;
}