diff --git a/example/ar2.dblog b/example/ar2.dblog index 14e99872..6df6e4ad 100644 --- a/example/ar2.dblog +++ b/example/ar2.dblog @@ -1,13 +1,12 @@ -fixed RealMatrix beta = [0.2, 0.8]; +random Real beta2 = Gaussian(0.0, 1.0); +random Real beta1 = Gaussian(0.0, 1.0); +// fixed RealMatrix beta = [0.8, 0.2]; // currently Liu-West filter doesnot support matrix parameter. so we need a workaround fixed Real sigma = 0.1; +random Real z(Timestep t) ~ + if t == @0 then Gaussian(0.0, sigma) + else x(prev(t)); random Real x(Timestep t) ~ - if t == @0 then 0.0 - else if t == @1 then Gaussian(0.0, sigma) - else Gaussian(toInt(beta[0]) * x(prev(prev(t))) + toInt(beta[1]) * x(prev(t)), sigma); - + if t == @0 then Gaussian(0.0, sigma) + else Gaussian(z(prev(t)) * beta2 + x(prev(t)) * beta1, sigma); obs x(@1) = 1.0; - -query x(@2); -query x(@3); -