root/testSmp.cpp @ 13

#include <itpp/itbase.h>
#include "libEF.h"

using namespace itpp;

//These lines are needed for use of cout and endl
using std::cout;
using std::endl;

int main() {

        //RNG_randomize();

        RV rv("1","{x }","2","0","0");
        int N = 10000; //number of samples
        vec mu0 = "1.5 1.7";
        ldmat R = ldmat("1.2 0.3; 0.3 5");
        enorm<ldmat> eN(rv,mu0,R);
        
        mat Smp = eN.sample(N);
        cout << "True:" <<endl;
        cout << "mu:" << mu0 ;
        cout << "R:" << R ;
        cout << "R:" << R.to_mat() ;
        
        vec Emu = Smp*ones(N) /N ;
        cout << "Empirical:" <<endl;
        cout << "mu:" << Emu;
        cout << "R:" << (Smp*Smp.transpose())/N - Emu*Emu.transpose() <<endl;

        //Exit program:
        return 0;

}