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# work/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;
    00048 public:
    00050         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();};
    00052         void bayes ( const vec &dt );
    00053         epdf& _epdf() {return est;}
    00054         ivec structure_est(egiw Eg0);
    00055 };
    00056
    00057
    00058 #endif // AR_H
    00059
    00060