#include <estim/arx.h>
using namespace bdm;
	
// estimation of AR(0) model
int main() {
	//prior 
	mat V0 = 0.00001*eye(2); V0(0,0)= 0.1; //
	ARX Ar; 
	Ar.set_statistics(1, V0); //nu is default (set to have finite moments)
							  // forgetting is default: 1.0
	mat Data = concat_vertical( randn(1,100), ones(1,100) );
	Ar.bayesB( Data); 
			
	cout << "Expected value of Theta is: " << Ar.posterior().mean() <<endl;
}