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fix ar2 example #311

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fix ar2 example #311

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17 changes: 8 additions & 9 deletions example/ar2.dblog
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Original file line number Diff line number Diff line change
@@ -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);