Changeset 679 for library/tests/arx_test.cpp
- Timestamp:
- 10/23/09 00:05:25 (15 years ago)
- Files:
-
- 1 modified
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library/tests/arx_test.cpp
r477 r679 27 27 ARX Ar; 28 28 Ar.set_statistics ( 1, V0, nu0 ); // Estimator 29 Ar.set_constant(false); 30 Ar.validate(); 29 31 const epdf& f_thr = Ar.posterior(); // refrence to posterior of the estimator 30 32 … … 34 36 Yt.set_subvector ( 0, randn ( ord ) ); //initial values 35 37 vec rgr ( ord ); // regressor 36 vec Psi ( ord + 1 ); // extended regressor37 38 38 39 //print moments of the prior distribution … … 49 50 Yt ( t ) = th * rgr + sqr * NorRNG(); 50 51 51 Psi = concat ( Yt ( t ), rgr ); // Inefficient! Used for compatibility with Matlab! 52 Ar.bayes ( Psi ); // Bayes rule 52 Ar.bayes ( vec_1(Yt(t)), rgr ); // Bayes rule 53 53 54 54 // Build predictor