void Test(int niter, int time_dimension, int burn = 0) {
SimulateData(time_dimension);
BuildModel();
CreateObservationSpace(niter);
if (burn > 0) {
Burn(burn);
}
RunMcmc(niter);
Check();
}
TDenseMatrix SimulateData(int T, const TDenseMatrix &A0, const TDenseMatrix &Aplus, bool IsConstant, int burn_in)
{
int n_vars=A0.cols, n_lags=NumberLags(A0,Aplus,IsConstant);
TDenseVector initial_value(Aplus.cols), mean;
try
{
mean=UnconditionalMean(A0,Aplus,IsConstant);
}
catch (dw_exception &e)
{
mean.Initialize(n_vars,0.0);
}
for (int i=0; i < n_lags; i++) initial_value.Insert(i*n_vars,mean);
if (IsConstant) initial_value(initial_value.dim-1)=1.0;
return SimulateData(T,A0,Aplus,IsConstant,initial_value,burn_in);
}
