Changeset 198 for tests/arx_test.cpp
- Timestamp:
- 11/04/08 14:54:34 (16 years ago)
- Files:
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- 1 modified
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tests/arx_test.cpp
r170 r198 14 14 15 15 //Test constructor 16 mat V0 = 0.00001*eye(ord+1); V0(0.0)*= 10 ; //17 double nu0 = ord+ 1;16 mat V0 = 0.00001*eye(ord+1); V0(0.0)*= 100; // 17 double nu0 = ord+4; 18 18 19 19 RV thr("{theta_and_r }",vec_1(ord+1)); … … 22 22 23 23 //Test estimation 24 int ndat = 100 00;24 int ndat = 100; 25 25 int t,j; 26 26 vec Yt(ndat); … … 28 28 Yt.set_subvector(0,randn(ord)); //initial values 29 29 vec rgr(ord); 30 30 31 31 32 cout << Ar_ep.mean()<<endl; … … 37 38 Ar.bayes(Psi); 38 39 LL(t) = Ar._ll(); 40 41 cout << "y: " << Yt(t) << endl; 42 mlstudent* Pr = Ar.predictor_student(RV("{y }"),RV("{y1 y2 y3 y4 }")); 43 cout << Ar._ll() <<" , " << log(Pr->evalcond(vec_1(Yt(t)),rgr)) <<endl; 44 delete Pr; 39 45 } 40 46 cout << Ar_ep.mean()<<endl;