root/tests/tutorial/arx_simple.cpp @ 294

#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;
}