Changeset 1323 for library

Timestamp:

04/04/11 14:21:55 (13 years ago)

Author:

smidl

Message:

arx simple is now 2nd order

Files:

• library/tests/tutorial/arx_simple.cpp (modified) (1 diff)

library/tests/tutorial/arx_simple.cpp

@@ -5 +5 @@
 int main() {
     //prior
-    mat V0 = 0.00001 * eye ( 2 );
+    mat V0 = 0.00001 * eye ( 3 );
     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.set_constant ( false );
     Ar.validate();
     // forgetting is default: 1.0
-    Ar.bayes_batch ( randn ( 1, 3400 ) );
+    Ar.bayes_batch ( randn ( 1, 3400 ), randn(2,3400) );
 
     cout << "Expected value of Theta is: " << Ar.posterior().mean() << endl;