mixpp: bdm::ARXwin Class Reference

bdm::ARXwin Class Reference

ARX model with fixed-length window - old entries are removed

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

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#include <arx.h>

Inheritance diagram for bdm::ARXwin:

bdm::ARX bdm::BMEF bdm::BM bdm::root List of all members.

Public Member Functions

void set_parameters (const int win_length0)
 copy constructor
 ARXwin (const ARXwin &A0)
virtual ARXwin_copy () const
void bayes (const vec &val, const vec &cond)
void from_setting (const Setting &set)
void validate ()

Protected Attributes

mat Y
mat Cond
int win_length
ldmat V0
double nu0

Detailed Description

ARX model with fixed-length window - old entries are removed

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

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The documentation for this class was generated from the following file:
Generated on 2 Dec 2013 for mixpp by  doxygen 1.4.7