root/tests/merger_test.cpp @ 180

#include <itpp/itbase.h>
#include <stat/libEF.h>
#include <estim/merger.h>

using namespace itpp;

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

int main() {

        RV x ( "{x }","1" );

        RV z(x);
        
        enorm<fsqmat> f1 ( x );
        enorm<fsqmat> f2 ( x );

        f1.set_parameters ( "-5",mat ( "2" ) );
        f2.set_parameters ( "5",mat ( "10" ) );

        Array<mpdf* > A ( 2 );
        mepdf A1(f1);
        mepdf A2(f2);
        A ( 0 ) =&A1;
        A ( 1 ) =&A2;
        
        int Npoints=100;
        mat x_grid ( 1,Npoints );
        x_grid.set_row ( 0,linspace ( -10.0, 10.0 ) );

        vec l_f1=f1.evalpdflog_m ( x_grid );

        vec l_f2=f2.evalpdflog_m ( x_grid );
        mat lW(2,Npoints);
        lW.set_row(0, l_f1);
        lW.set_row(1, l_f2 );

        merger M ( A );
        enorm<fsqmat> g0(x);
        g0.set_parameters(vec("0.0"),mat("100.0"));
        
        M.set_parameters(1.2,1000,3);
        M.merge(&g0);
        
        vec m2 = M.lognorm_merge(lW);
        vec mm2 = M.evalpdflog_m(x_grid);
        
/*      M.set_parameters(1.0,10,3);
        vec m1 = M.lognorm_merge(lW);
        M.merge(&g0);
        vec mm1 = M.evalpdflog_m(x_grid);
        
        M.set_parameters(3.0,10,3);
        vec m3 = M.lognorm_merge(lW);
        M.merge(&g0);
        vec mm3 = M.evalpdflog_m(x_grid);
        
        M.set_parameters(300.0,10,3);
        vec m300 = M.lognorm_merge(lW);
        M.merge(&g0);
        vec mm300 = M.evalpdflog_m(x_grid);*/
                
        it_file it("merger_test.it");
        it << Name("lf1") << l_f1;
        it << Name("lf2") << l_f2;
/*      it << Name("m1") << m1;
        it << Name("mm1") << mm1;*/
        it << Name("m2") << m2;
        it << Name("mm2") << mm2;
/*      it << Name("m3") << m3;
        it << Name("mm3") << mm3;
        it << Name("m300") << m300;
        it << Name("mm300") << mm300;*/
}