#ifndef __FILE_SVMOD_H_SEEN__ #define __FILE_SVMOD_H_SEEN__ #include "libscl.h" struct sample { REAL x0; scl::realmat x; scl::realmat y; sample(INTEGER n) : x0(0.0), x(1,n), y(1,n) { } }; class svmod { private: REAL phi; REAL sigma; REAL beta; public: svmod() : phi(0.9),sigma(0.5),beta(0.01) { } void set_parms(const scl::realmat& theta); scl::realmat get_parms() const; REAL draw_x0(INT_32BIT& seed) const; REAL draw_xt(REAL xlag, INT_32BIT& seed) const; REAL prob_yt(REAL yt, REAL xt) const; sample draw_sample(INTEGER n, INT_32BIT& seed) const; }; #endif