| 100 | | mlnorm<ldmat>* ARX::predictor ( ) const { |
| 101 | | mat mu ( dimy, posterior()._V().rows() - dimy ); |
| 102 | | mat R ( dimy, dimy ); |
| 103 | | mlnorm<ldmat>* tmp; |
| 104 | | tmp = new mlnorm<ldmat> ( ); |
| 105 | | |
| 106 | | est.mean_mat ( mu, R ); //mu = |
| 107 | | mu = mu.T(); |
| 108 | | //correction for student-t -- TODO check if correct!! |
| 109 | | |
| 110 | | if ( have_constant) { // constant term |
| 111 | | //Assume the constant term is the last one: |
| 112 | | tmp->set_parameters ( mu.get_cols ( 0, mu.cols() - 2 ), mu.get_col ( mu.cols() - 1 ), ldmat ( R ) ); |
| 113 | | } else { |
| 114 | | tmp->set_parameters ( mu, zeros ( dimy ), ldmat ( R ) ); |
| 115 | | } |
| 116 | | return tmp; |
| 117 | | } |
