Revision 14, 0.6 kB
(checked in by smidl, 16 years ago)
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restructuring
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[13] | 1 | #include <itpp/itbase.h> |
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| 2 | #include "libEF.h" |
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| 3 | |
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| 4 | using namespace itpp; |
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| 5 | |
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| 6 | //These lines are needed for use of cout and endl |
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| 7 | using std::cout; |
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| 8 | using std::endl; |
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| 9 | |
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| 10 | int main() { |
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| 11 | |
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| 12 | //RNG_randomize(); |
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| 13 | |
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| 14 | RV rv("1","{x }","2","0","0"); |
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| 15 | int N = 10000; //number of samples |
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| 16 | vec mu0 = "1.5 1.7"; |
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| 17 | ldmat R = ldmat("1.2 0.3; 0.3 5"); |
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| 18 | enorm<ldmat> eN(rv,mu0,R); |
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| 19 | |
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| 20 | mat Smp = eN.sample(N); |
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| 21 | cout << "True:" <<endl; |
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| 22 | cout << "mu:" << mu0 ; |
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| 23 | cout << "R:" << R ; |
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| 24 | cout << "R:" << R.to_mat() ; |
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| 25 | |
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| 26 | vec Emu = Smp*ones(N) /N ; |
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| 27 | cout << "Empirical:" <<endl; |
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| 28 | cout << "mu:" << Emu; |
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| 29 | cout << "R:" << (Smp*Smp.transpose())/N - Emu*Emu.transpose() <<endl; |
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| 30 | |
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| 31 | //Exit program: |
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| 32 | return 0; |
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| 33 | |
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| 34 | } |
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