example

example #

An example namespace.

Classes #

Name
class example::LinearModel
Linear Regression Model.
class example::PoissonModel
Poisson Model.

Functions #

Name
auto random_walk(size_t n_t, const arma::mat & Q, arma::vec x0)
simulates random walk

Function Details #

random_walk # 

auto random_walk(
    size_t n_t,
    const arma::mat & Q,
    arma::vec x0
)

Parameters:

  • n_t number of time samples
  • Q process noise covariance
  • x0 initial value

Return: random variable

Updated on 4 March 2021 at 09:51:17 CST