load(GROCERDIR+'/data/cousa.dat')
bounds();
rols=ols('con','inc','cte')
b=rols('beta')
sigu=sqrt(rols('sigu'))
disp('like ols:')
disp(rols('llike'))
timer();
res=tvp('con','inc','cte','R=sigu','Q=0.1*eye(2,2)','priorb0=b','priorv0=100000*eye(2,2)','tvpmeth=1','optmeth=optim','noprint')
plttvp(res) |  |  | |