arx_straux.h File Reference

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

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

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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 -----------------------------------