6 | | //prior |
7 | | mat V0 = 0.00001 * eye ( 2 ); |
8 | | V0 ( 0, 0 ) = 0.1; // |
9 | | ARX Ar; |
10 | | Ar.set_statistics ( 1, V0 ); //nu is default (set to have finite moments) |
11 | | Ar.set_constant ( true ); |
12 | | Ar.validate(); |
13 | | // forgetting is default: 1.0 |
14 | | mat Data = concat_vertical ( randn ( 1, 100 ), ones ( 1, 100 ) ); |
15 | | Ar.bayes_batch ( Data ); |
| 6 | //prior |
| 7 | mat V0 = 0.00001 * eye ( 2 ); |
| 8 | V0 ( 0, 0 ) = 0.1; // |
| 9 | ARX Ar; |
| 10 | Ar.set_statistics ( 1, V0 ); //nu is default (set to have finite moments) |
| 11 | Ar.set_constant ( true ); |
| 12 | Ar.validate(); |
| 13 | // forgetting is default: 1.0 |
| 14 | mat Data = concat_vertical ( randn ( 1, 100 ), ones ( 1, 100 ) ); |
| 15 | Ar.bayes_batch ( Data ); |