mixpp: arx_straux.h File Reference

arx_straux.h File Reference

Bayesian Filtering for generalized autoregressive (ARX) model. More...

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Namespaces

namespace  bdm

Classes

struct  bdm::str_aux
struct  bdm::str_statistics

Functions

ivec bdm::straux1 (ldmat Ld, double nu, ldmat Ld0, double nu0, ivec belief, int nbest, int max_nrep, double lambda, int order_k, Array< str_aux > &rgrsout)
 Replication of Ludvik Tesar original straux1 from mixtools straux1.

Detailed Description

Bayesian Filtering for generalized autoregressive (ARX) model.

Author:
Vaclav Smidl.
----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty

Using IT++ for numerical operations -----------------------------------

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