ｄ２６５ - 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(){
 
    double[] aa=new double[1];
    double[] hh=new double[1];
     double[] qq=new double[1];
    double[] rr=new double[1];
      double[] ss=new double[1];
    aa[0]=1;
    hh[0]=1;
    qq[0]=1;
    rr[0]=1;
    ss[0]=1;
 
 
RealMatrix A = new Array2DRowRealMatrix(aa);
RealMatrix B = null;
RealMatrix H = new Array2DRowRealMatrix(hh);
RealMatrix Q = new Array2DRowRealMatrix(qq);
RealMatrix R = new Array2DRowRealMatrix(rr);
ArrayRealVector S=new ArrayRealVector(ss);
 
 
ProcessModel pm= new DefaultProcessModel(A, B, Q,S, null);
MeasurementModel mm = new DefaultMeasurementModel(H, R);
KalmanFilter filter = new KalmanFilter(pm, mm);
 
 
 
 
 
}
}