Changeset 1266 for applications/trading_models

Timestamp:

12/16/10 18:07:35 (13 years ago)

Author:

sindj

Message:

Dodelavani vypoctu integralu v polyhedronech. JS

Location:

applications/trading_models

Files:

• trading_models_lib.cpp (modified) (1 diff)
• trading_models_main.cpp (modified) (1 diff)

applications/trading_models/trading_models_lib.cpp

@@ -1 @@
-#include "example_lib.h"
+#include "trading_models_lib.h"
 

applications/trading_models/trading_models_main.cpp

@@ -7 +7 @@
  */
 
-#include "example_lib.h"
+#include "trading_models_lib.h"
+#include "estim/arx.h"
+using namespace bdm;
 
-using namespace bdm;
+
 
 int main ( int argc, char* argv[] ) {
 
-        my_pdf mp;
-        return 0;
+        for(int i=0;i<10000;i++)
+        {
+                cout << i;
+        }
+         //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)
+    Ar.set_constant ( true );
+    Ar.validate();
+    // forgetting is default: 1.0
+    mat Data = concat_vertical ( randn ( 1, 100 ), ones ( 1, 100 ) );
+    Ar.bayes_batch ( Data );
+
+
 }