Bayesian Filtering for generalized autoregressive (ARX) model. More...
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Functions | |
| ivec | bdm::straux1 (ldmat Ld, double nu, ldmat Ld0, double nu0) |
| Rplication of Ludvik Tesar original straux1 from mixtools straux1. | |
Bayesian Filtering for generalized autoregressive (ARX) model.
----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty
Using IT++ for numerical operations -----------------------------------
1.6.1