root/tests/merger_test.cpp @ 221

#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() {

        RNG_randomize();
        
        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.evallog_m ( x_grid );

        vec l_f2=f2.evallog_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(1.2,200,3);
        M.merge(&g0);
        
        vec m2 = M.lognorm_merge(lW);
        vec mm2 = M.evallog_m(x_grid);
        
        it_file it("merger_test.it");
        it << Name("x_grid") << x_grid;
        it << Name("lf1") << l_f1;
        it << Name("lf2") << l_f2;
        it << Name("m2") << m2;
        it << Name("mm2") << mm2;
}