#include <arx_ui.h>
Public Member Functions | |
bdmroot * | build (Setting &S) const |
Function building the computational object. |
The ARX is constructed from a structure with fields:
estimator = { type = "ARX"; y = {type="rv", ...} // description of output variables rgr = {type="rv", ...} // description of regressor variables constant = true; // boolean switch if the constant term is modelled or not //optional fields dV0 = [1e-3, 1e-5, 1e-5, 1e-5]; // default: 1e-3 for y, 1e-5 for rgr nu0 = 6; // default: rgrlen + 2 frg = 1.0; // forgetting, default frg=1.0 };
The estimator will assign names of the posterior in the form ["theta_i" and "r_i"]