#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