6 | | //prior |
7 | | mat V0 = 0.00001*eye(2); V0(0,0)= 0.1; // |
8 | | ARX Ar; |
9 | | Ar.set_statistics(1, V0); //nu is default (set to have finite moments) |
10 | | // forgetting is default: 1.0 |
11 | | mat Data = concat_vertical( randn(1,100), ones(1,100) ); |
12 | | Ar.bayesB( Data); |
13 | | |
14 | | cout << "Expected value of Theta is: " << Ar.posterior().mean() <<endl; |
| 6 | //prior |
| 7 | mat V0 = 0.00001 * eye ( 2 ); |
| 8 | V0 ( 0, 0 ) = 0.1; // |
| 9 | ARX Ar; |
| 10 | Ar.set_statistics ( 1, V0 ); //nu is default (set to have finite moments) |
| 11 | // forgetting is default: 1.0 |
| 12 | mat Data = concat_vertical ( randn ( 1, 100 ), ones ( 1, 100 ) ); |
| 13 | Ar.bayesB ( Data ); |
| 14 | |
| 15 | cout << "Expected value of Theta is: " << Ar.posterior().mean() << endl; |