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Timestamp:
08/05/09 14:40:03 (15 years ago)
Author:
mido
Message:

panove, vite, jak jsem peclivej na upravu kodu.. snad se vam bude libit:) konfigurace je v souboru /system/astylerc

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  • library/tests/tutorial/arx_simple.cpp

    r386 r477  
    11#include "estim/arx.h" 
    22using namespace bdm; 
    3          
     3 
    44// estimation of AR(0) model 
    55int main() { 
    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; 
    1516}