1212 - 経済統計練習帳

package math;
 
import org.apache.commons.math3.linear.Array2DRowRealMatrix;
import org.apache.commons.math3.linear.*;
import org.apache.commons.math3.filter.*;
 
 
class pro{
 
public static void main(String[] args) { 
pro test=new pro();
}
 
pro(){
 
RealMatrix A = new Array2DRowRealMatrix(new double[] { 1d });
RealMatrix B = null;
RealMatrix H = new Array2DRowRealMatrix(new double[] { 1d });
RealMatrix Q = new Array2DRowRealMatrix(new double[] { 0 });
RealMatrix R = new Array2DRowRealMatrix(new double[] { 0 });
 
ProcessModel pm
   = new DefaultProcessModel(A, B, Q, new ArrayRealVector(new double[] { 0 }), null);
MeasurementModel mm = new DefaultMeasurementModel(H, R);
KalmanFilter filter = new KalmanFilter(pm, mm);
 
 
 
 
 
}
}