mixpp: bdm::ARXfrg Class Reference

bdm::ARXfrg Class Reference

ARX model conditined by knowledge of the forgetting factor

\[ f( heta| d_1 \ldots d_t , \phi_t) \]

. More...

#include <arx.h>

List of all members.

Detailed Description

ARX model conditined by knowledge of the forgetting factor

\[ f( heta| d_1 \ldots d_t , \phi_t) \]

.

The symbol $ \phi $ is assumed to be the last of the conditioning variables.

The documentation for this class was generated from the following file:
Generated on Fri Aug 27 16:54:40 2010 for mixpp by  doxygen 1.6.0