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        <type>int</type>
        <definition>int main</definition>
        <argsstring>()</argsstring>
        <name>main</name>
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        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/tests/testKF.cpp" line="10" bodyfile="/home/smidl/work/git/mixpp/tests/testKF.cpp" bodystart="10" bodyend="130"/>
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<codeline lineno="1"><highlight class="preprocessor">#include<sp/>&lt;itpp/itbase.h&gt;</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="2"><highlight class="normal"></highlight><highlight class="preprocessor">#include<sp/>&lt;<ref refid="libKF_8h" kindref="compound" tooltip="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.">estim/libKF.h</ref>&gt;</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="3"><highlight class="normal"></highlight></codeline>
<codeline lineno="4"><highlight class="normal"></highlight><highlight class="keyword">using<sp/>namespace<sp/></highlight><highlight class="normal">itpp;</highlight></codeline>
<codeline lineno="5"><highlight class="normal"></highlight></codeline>
<codeline lineno="6"><highlight class="normal"></highlight><highlight class="comment">//These<sp/>lines<sp/>are<sp/>needed<sp/>for<sp/>use<sp/>of<sp/>cout<sp/>and<sp/>endl</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="7"><highlight class="normal"></highlight><highlight class="keyword">using</highlight><highlight class="normal"><sp/>std::cout;</highlight></codeline>
<codeline lineno="8"><highlight class="normal"></highlight><highlight class="keyword">using</highlight><highlight class="normal"><sp/>std::endl;</highlight></codeline>
<codeline lineno="9"><highlight class="normal"></highlight></codeline>
<codeline lineno="10"><highlight class="normal"></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/><ref refid="sim__var_8cpp_1e66f6b31b5ad750f1fe042a706a4e3d4" kindref="member" tooltip="Extended Kalman filter with unknown Q.">main</ref>()<sp/>{</highlight></codeline>
<codeline lineno="11"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>Kalman<sp/>filter</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="12"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>A,<sp/>B,C,D,R,Q,P0;</highlight></codeline>
<codeline lineno="13"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>vec<sp/>mu0;</highlight></codeline>
<codeline lineno="14"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>Mu0;;</highlight></codeline>
<codeline lineno="15"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>input<sp/>from<sp/>Matlab</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="16"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>it_file<sp/>fin(<sp/></highlight><highlight class="stringliteral">&quot;testKF.it&quot;</highlight><highlight class="normal"><sp/>);</highlight></codeline>
<codeline lineno="17"><highlight class="normal"></highlight></codeline>
<codeline lineno="18"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>Dt;</highlight></codeline>
<codeline lineno="19"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>Ndat;</highlight></codeline>
<codeline lineno="20"><highlight class="normal"></highlight></codeline>
<codeline lineno="21"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordtype">bool</highlight><highlight class="normal"><sp/>xxx=<sp/>fin.seek(<sp/></highlight><highlight class="stringliteral">&quot;d&quot;</highlight><highlight class="normal"><sp/>);</highlight></codeline>
<codeline lineno="22"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">if</highlight><highlight class="normal"><sp/>(!xxx){<sp/>it_error(</highlight><highlight class="stringliteral">&quot;testKF.it<sp/>not<sp/>found&quot;</highlight><highlight class="normal">);}</highlight></codeline>
<codeline lineno="23"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin<sp/>&gt;&gt;Dt;</highlight></codeline>
<codeline lineno="24"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin.seek(<sp/></highlight><highlight class="stringliteral">&quot;A&quot;</highlight><highlight class="normal"><sp/>);<sp/></highlight></codeline>
<codeline lineno="25"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin<sp/>&gt;&gt;<sp/>A;</highlight></codeline>
<codeline lineno="26"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin.seek(<sp/></highlight><highlight class="stringliteral">&quot;B&quot;</highlight><highlight class="normal"><sp/>);<sp/></highlight></codeline>
<codeline lineno="27"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin<sp/>&gt;&gt;<sp/>B;</highlight></codeline>
<codeline lineno="28"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin.seek(<sp/></highlight><highlight class="stringliteral">&quot;C&quot;</highlight><highlight class="normal"><sp/>);<sp/></highlight></codeline>
<codeline lineno="29"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin<sp/>&gt;&gt;<sp/>C;</highlight></codeline>
<codeline lineno="30"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin.seek(<sp/></highlight><highlight class="stringliteral">&quot;D&quot;</highlight><highlight class="normal"><sp/>);<sp/></highlight></codeline>
<codeline lineno="31"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin<sp/>&gt;&gt;<sp/>D;</highlight></codeline>
<codeline lineno="32"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin.seek(<sp/></highlight><highlight class="stringliteral">&quot;R&quot;</highlight><highlight class="normal"><sp/>);<sp/></highlight></codeline>
<codeline lineno="33"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin<sp/>&gt;&gt;<sp/>R;</highlight></codeline>
<codeline lineno="34"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin.seek(<sp/></highlight><highlight class="stringliteral">&quot;Q&quot;</highlight><highlight class="normal"><sp/>);<sp/>fin<sp/>&gt;&gt;<sp/>Q;</highlight></codeline>
<codeline lineno="35"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin.seek(<sp/></highlight><highlight class="stringliteral">&quot;P0&quot;</highlight><highlight class="normal"><sp/>);<sp/>fin<sp/>&gt;&gt;<sp/>P0;</highlight></codeline>
<codeline lineno="36"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin.seek(<sp/></highlight><highlight class="stringliteral">&quot;mu0&quot;</highlight><highlight class="normal"><sp/>);<sp/>fin<sp/>&gt;&gt;<sp/>Mu0;<sp/></highlight></codeline>
<codeline lineno="37"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mu0=Mu0.get_col(0);</highlight></codeline>
<codeline lineno="38"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight></codeline>
<codeline lineno="39"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Ndat<sp/>=<sp/>10;</highlight><highlight class="comment">//Dt.cols();</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="40"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>dimx<sp/>=<sp/>A.rows();</highlight></codeline>
<codeline lineno="41"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight></codeline>
<codeline lineno="42"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>Prepare<sp/>for<sp/>Kalman<sp/>filters<sp/>in<sp/>BDM:</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="43"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classRV" kindref="compound" tooltip="Class representing variables, most often random variables.">RV</ref><sp/>rx(</highlight><highlight class="stringliteral">&quot;{x<sp/>}&quot;</highlight><highlight class="normal">,vec_1(A.cols()));</highlight></codeline>
<codeline lineno="44"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classRV" kindref="compound" tooltip="Class representing variables, most often random variables.">RV</ref><sp/>ru(</highlight><highlight class="stringliteral">&quot;{u<sp/>}&quot;</highlight><highlight class="normal">,vec_1(B.cols()));</highlight></codeline>
<codeline lineno="45"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classRV" kindref="compound" tooltip="Class representing variables, most often random variables.">RV</ref><sp/>ry(</highlight><highlight class="stringliteral">&quot;{y<sp/>}&quot;</highlight><highlight class="normal">,vec_1(C.rows()));</highlight></codeline>
<codeline lineno="46"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight></codeline>
<codeline lineno="47"><highlight class="normal"></highlight><highlight class="comment">//<sp/><sp/><sp/><sp/><sp/><sp/>//<sp/>LDMAT</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="48"><highlight class="normal"></highlight><highlight class="comment">//<sp/><sp/><sp/><sp/><sp/><sp/>Kalman&lt;ldmat&gt;<sp/>KF(rx,ry,ru);</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="49"><highlight class="normal"></highlight><highlight class="comment">//<sp/><sp/><sp/><sp/><sp/><sp/>KF.set_parameters(A,B,C,D,ldmat(R),ldmat(Q));</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="50"><highlight class="normal"></highlight><highlight class="comment">//<sp/><sp/><sp/><sp/><sp/><sp/>KF.set_est(mu0,ldmat(P0)<sp/>);</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="51"><highlight class="normal"></highlight><highlight class="comment">//<sp/><sp/><sp/><sp/><sp/><sp/>epdf&amp;<sp/>KFep<sp/>=<sp/>KF._epdf();</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="52"><highlight class="normal"></highlight><highlight class="comment">//<sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>Xt(2,Ndat);<sp/></highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="53"><highlight class="normal"></highlight><highlight class="comment">//<sp/><sp/><sp/><sp/><sp/><sp/>Xt.set_col(<sp/>0,KFep.mean()<sp/>);</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="54"><highlight class="normal"></highlight></codeline>
<codeline lineno="55"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//Chol</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="56"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classKalmanCh" kindref="compound" tooltip="Kalman filter in square root form.">KalmanCh</ref><sp/>KF(rx,ry,ru);</highlight></codeline>
<codeline lineno="57"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>KF.set_parameters(A,B,C,D,<ref refid="classchmat" kindref="compound" tooltip="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</ref>(R),<ref refid="classchmat" kindref="compound" tooltip="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</ref>(Q));</highlight></codeline>
<codeline lineno="58"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>KF.set_est(mu0,<ref refid="classchmat" kindref="compound" tooltip="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</ref>(P0)<sp/>);<sp/></highlight><highlight class="comment">//prediction!</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="59"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classepdf" kindref="compound" tooltip="Probability density function with numerical statistics, e.g. posterior density.">epdf</ref>&amp;<sp/>KFep<sp/>=<sp/>KF._epdf();</highlight></codeline>
<codeline lineno="60"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>Xt(dimx,Ndat);<sp/><sp/><sp/><sp/><sp/><sp/></highlight></codeline>
<codeline lineno="61"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Xt.set_col(<sp/>0,KFep.<ref refid="classepdf_1bf0a070a8f3e67a93604ca724638b870" kindref="member" tooltip="return expected value">mean</ref>()<sp/>);</highlight></codeline>
<codeline lineno="62"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight></codeline>
<codeline lineno="63"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="64"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>FSQMAT</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="65"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classKalman" kindref="compound" tooltip="Kalman filter with covariance matrices in square root form.">Kalman&lt;ldmat&gt;</ref><sp/>KFf(rx,ry,ru);</highlight></codeline>
<codeline lineno="66"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>KFf.set_parameters(A,B,C,D,<ref refid="classldmat" kindref="compound" tooltip="Matrix stored in LD form, (typically known as UD).">ldmat</ref>(R),<ref refid="classldmat" kindref="compound" tooltip="Matrix stored in LD form, (typically known as UD).">ldmat</ref>(Q));</highlight></codeline>
<codeline lineno="67"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>KFf.set_est(mu0,<ref refid="classldmat" kindref="compound" tooltip="Matrix stored in LD form, (typically known as UD).">ldmat</ref>(P0)<sp/>);</highlight></codeline>
<codeline lineno="68"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classepdf" kindref="compound" tooltip="Probability density function with numerical statistics, e.g. posterior density.">epdf</ref>&amp;<sp/>KFfep<sp/>=<sp/>KFf._epdf();</highlight></codeline>
<codeline lineno="69"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>Xtf(dimx,Ndat);<sp/><sp/><sp/><sp/><sp/></highlight></codeline>
<codeline lineno="70"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Xtf.set_col(<sp/>0,KFfep.<ref refid="classepdf_1bf0a070a8f3e67a93604ca724638b870" kindref="member" tooltip="return expected value">mean</ref>()<sp/>);</highlight></codeline>
<codeline lineno="71"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight></codeline>
<codeline lineno="72"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>FULL</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="73"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classKalmanFull" kindref="compound" tooltip="Basic Kalman filter with full matrices (education purpose only)! Will be deleted...">KalmanFull</ref><sp/>KF2(<sp/>A,B,C,D,R,Q,P0,mu0<sp/>);</highlight></codeline>
<codeline lineno="74"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>Xt2(dimx,Ndat);<sp/><sp/><sp/><sp/><sp/></highlight></codeline>
<codeline lineno="75"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Xt2.set_col(<sp/>0,mu0);</highlight></codeline>
<codeline lineno="76"><highlight class="normal"></highlight></codeline>
<codeline lineno="77"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight></codeline>
<codeline lineno="78"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>EKF</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="79"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classbilinfn" kindref="compound" tooltip="Class representing function .">bilinfn</ref><sp/>fxu(rx,ru,A,B);</highlight></codeline>
<codeline lineno="80"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classbilinfn" kindref="compound" tooltip="Class representing function .">bilinfn</ref><sp/>hxu(rx,ru,C,D);</highlight></codeline>
<codeline lineno="81"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classEKFCh" kindref="compound" tooltip="Extended Kalman Filter in Square root.">EKFCh</ref><sp/>KFE(rx,ry,ru);</highlight></codeline>
<codeline lineno="82"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>KFE.set_parameters(&amp;fxu,&amp;hxu,Q,R);</highlight></codeline>
<codeline lineno="83"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>KFE.set_est(mu0,<ref refid="classchmat" kindref="compound" tooltip="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</ref>(P0));</highlight></codeline>
<codeline lineno="84"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classepdf" kindref="compound" tooltip="Probability density function with numerical statistics, e.g. posterior density.">epdf</ref>&amp;<sp/>KFEep<sp/>=<sp/>KFE._epdf();</highlight></codeline>
<codeline lineno="85"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>XtE(dimx,Ndat);<sp/><sp/><sp/><sp/><sp/></highlight></codeline>
<codeline lineno="86"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>XtE.set_col(<sp/>0,KFEep.<ref refid="classepdf_1bf0a070a8f3e67a93604ca724638b870" kindref="member" tooltip="return expected value">mean</ref>()<sp/>);</highlight></codeline>
<codeline lineno="87"><highlight class="normal"></highlight></codeline>
<codeline lineno="88"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//test<sp/>performance<sp/>of<sp/>each<sp/>filter</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="89"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Real_Timer<sp/>tt;</highlight></codeline>
<codeline lineno="90"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>vec<sp/>exec_times(4);<sp/></highlight><highlight class="comment">//<sp/>KF,<sp/>KFf<sp/>KF2,<sp/>KFE</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="91"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight></codeline>
<codeline lineno="92"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>tt.tic();</highlight></codeline>
<codeline lineno="93"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">for</highlight><highlight class="normal"><sp/>(<sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>t=1;t&lt;Ndat;t++<sp/>)<sp/>{</highlight></codeline>
<codeline lineno="94"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>KF.bayes(<sp/>Dt.get_col(<sp/>t<sp/>));</highlight></codeline>
<codeline lineno="95"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Xt.set_col(<sp/>t,KFep.<ref refid="classepdf_1bf0a070a8f3e67a93604ca724638b870" kindref="member" tooltip="return expected value">mean</ref>()<sp/>);</highlight></codeline>
<codeline lineno="96"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>}</highlight></codeline>
<codeline lineno="97"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>exec_times(0)<sp/>=<sp/>tt.toc();</highlight></codeline>
<codeline lineno="98"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight></codeline>
<codeline lineno="99"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>tt.tic();</highlight></codeline>
<codeline lineno="100"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">for</highlight><highlight class="normal"><sp/>(<sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>t=1;t&lt;Ndat;t++<sp/>)<sp/>{</highlight></codeline>
<codeline lineno="101"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>KFf.bayes(<sp/>Dt.get_col(<sp/>t<sp/>));</highlight></codeline>
<codeline lineno="102"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Xtf.set_col(<sp/>t,KFfep.<ref refid="classepdf_1bf0a070a8f3e67a93604ca724638b870" kindref="member" tooltip="return expected value">mean</ref>()<sp/>);</highlight></codeline>
<codeline lineno="103"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>}</highlight></codeline>
<codeline lineno="104"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>exec_times(1)<sp/>=<sp/>tt.toc();</highlight></codeline>
<codeline lineno="105"><highlight class="normal"></highlight></codeline>
<codeline lineno="106"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>tt.tic();</highlight></codeline>
<codeline lineno="107"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">for</highlight><highlight class="normal"><sp/>(<sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>t=1;t&lt;Ndat;t++<sp/>)<sp/>{</highlight></codeline>
<codeline lineno="108"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>KF2.bayes(<sp/>Dt.get_col(<sp/>t<sp/>));</highlight></codeline>
<codeline lineno="109"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Xt2.set_col(<sp/>t,KF2.mu);</highlight></codeline>
<codeline lineno="110"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>}</highlight></codeline>
<codeline lineno="111"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>exec_times(2)<sp/>=<sp/>tt.toc();</highlight></codeline>
<codeline lineno="112"><highlight class="normal"></highlight></codeline>
<codeline lineno="113"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>tt.tic();</highlight></codeline>
<codeline lineno="114"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">for</highlight><highlight class="normal"><sp/>(<sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>t=1;t&lt;Ndat;t++<sp/>)<sp/>{</highlight></codeline>
<codeline lineno="115"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>KFE.bayes(<sp/>Dt.get_col(<sp/>t<sp/>));</highlight></codeline>
<codeline lineno="116"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>XtE.set_col(<sp/>t,KFEep.<ref refid="classepdf_1bf0a070a8f3e67a93604ca724638b870" kindref="member" tooltip="return expected value">mean</ref>()<sp/>);</highlight></codeline>
<codeline lineno="117"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>}</highlight></codeline>
<codeline lineno="118"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>exec_times(3)<sp/>=<sp/>tt.toc();</highlight></codeline>
<codeline lineno="119"><highlight class="normal"></highlight></codeline>
<codeline lineno="120"><highlight class="normal"></highlight></codeline>
<codeline lineno="121"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>it_file<sp/>fou(<sp/></highlight><highlight class="stringliteral">&quot;testKF_res.it&quot;</highlight><highlight class="normal"><sp/>);</highlight></codeline>
<codeline lineno="122"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fou<sp/>&lt;&lt;<sp/>Name(</highlight><highlight class="stringliteral">&quot;xth&quot;</highlight><highlight class="normal">)<sp/>&lt;&lt;<sp/>Xt;</highlight></codeline>
<codeline lineno="123"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fou<sp/>&lt;&lt;<sp/>Name(</highlight><highlight class="stringliteral">&quot;xthf&quot;</highlight><highlight class="normal">)<sp/>&lt;&lt;<sp/>Xtf;</highlight></codeline>
<codeline lineno="124"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fou<sp/>&lt;&lt;<sp/>Name(</highlight><highlight class="stringliteral">&quot;xth2&quot;</highlight><highlight class="normal">)<sp/>&lt;&lt;<sp/>Xt2;</highlight></codeline>
<codeline lineno="125"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fou<sp/>&lt;&lt;<sp/>Name(</highlight><highlight class="stringliteral">&quot;xthE&quot;</highlight><highlight class="normal">)<sp/>&lt;&lt;<sp/>XtE;</highlight></codeline>
<codeline lineno="126"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fou<sp/>&lt;&lt;<sp/>Name(</highlight><highlight class="stringliteral">&quot;exec_times&quot;</highlight><highlight class="normal">)<sp/>&lt;&lt;<sp/>exec_times;</highlight></codeline>
<codeline lineno="127"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//Exit<sp/>program:</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="128"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">return</highlight><highlight class="normal"><sp/>0;</highlight></codeline>
<codeline lineno="129"><highlight class="normal"></highlight></codeline>
<codeline lineno="130"><highlight class="normal">}</highlight></codeline>
    </programlisting>
    <location file="/home/smidl/work/git/mixpp/tests/testKF.cpp"/>
  </compounddef>
</doxygen>
