#include <libDS_ui.h>
Public Member Functions | |
| bdmroot * | build (Setting &S) const |
| Function building the computational object. | |
The ArxDS is constructed from a structure with fields:
system = {
type = "ArxDS";
// description of y variables
y = {type="rv"; names=["y", "u"];};
// description of u variable
u = {type="rv"; names=[];}
// description of regressor
rgr = {type="rv";
names = ["y","y","y","u"];
times = [-1, -2, -3, -1];
}
// theta
theta = [0.8, -0.3, 0.4, 1.0,
0.0, 0.0, 0.0, 0.0];
// offset (optional)
offset = [0.0, 0.0];
//variance
r = [0.1, 0.0,
0.0, 1.0];
//options: L_theta = log value of theta,
opt = "L_theta";
};
Result is ARX data source offering with full history as Drv.
1.5.8