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# work/git/mixpp/bdm/estim/arx.h

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    00001
    00013 #ifndef AR_H
    00014 #define AR_H
    00015
    00016 #include <itpp/itbase.h>
    00017 #include "../stat/libFN.h"
    00018 #include "../stat/libEF.h"
    00019
    00020 using namespace itpp;
    00021
    00036 class ARX: public BM {
    00037 protected:
    00039         egiw est;
    00041         ldmat &V;
    00043         double &nu;
    00045         double frg;
    00047         double last_lognc;
    00049         double tll;
    00050 public:
    00052         ARX (RV &rv, mat &V0, double &nu0, double frg0=1.0) : BM(rv),est(rv,V0,nu0), V(est._V()), nu(est._nu()), frg(frg0){last_lognc=est.lognc();tll=0.0;};
    00054         void set_parameters(mat &V0, double &nu0){est._V()=V0;est._nu()=nu0;last_lognc=est.lognc();tll=last_lognc;}
    00056         void get_parameters(mat &V0, double &nu0){V0=est._V().to_mat(); nu0=est._nu();}
    00058         void bayes ( const vec &dt );
    00059         epdf& _epdf() {return est;}
    00061         ivec structure_est(egiw Eg0);
    00063         double _tll(){return tll;}
    00064 };
    00065
    00066
    00067 #endif // AR_H
    00068
    00069