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test KF : estimation of R in KF is not possible! Likelihood of y_t is growing when R -> 0

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3<title>mixpp: Member List</title>
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9  <ul>
10    <li><a href="index.html"><span>Main&nbsp;Page</span></a></li>
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20    <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
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23<h1>Kalman&lt; sq_T &gt; Member List</h1>This is the complete list of members for <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>, including all inherited members.<p><table>
24  <tr class="memlist"><td><a class="el" href="classKalman.html#a213c57aef55b2645e550bed81cfc0d4">_epdf</a>()</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [inline, virtual]</code></td></tr>
25  <tr bgcolor="#f0f0f0"><td><b>_iP</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr>
26  <tr bgcolor="#f0f0f0"><td><b>_iRy</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr>
27  <tr bgcolor="#f0f0f0"><td><b>_K</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr>
28  <tr bgcolor="#f0f0f0"><td><b>_mu</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr>
29  <tr bgcolor="#f0f0f0"><td><b>_P</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr>
30  <tr bgcolor="#f0f0f0"><td><b>_Ry</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr>
31  <tr bgcolor="#f0f0f0"><td><b>_yp</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr>
32  <tr bgcolor="#f0f0f0"><td><b>A</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr>
33  <tr bgcolor="#f0f0f0"><td><b>B</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr>
34  <tr class="memlist"><td><a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">bayes</a>(const vec &amp;dt)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [inline, virtual]</code></td></tr>
35  <tr class="memlist"><td><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM::bayes</a>(mat Dt)</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>
36  <tr class="memlist"><td><a class="el" href="classBM.html#605d28b426adb677c86a57ddb525132a">BM</a>(const RV &amp;rv0)</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr>
37  <tr bgcolor="#f0f0f0"><td><b>C</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr>
38  <tr bgcolor="#f0f0f0"><td><b>D</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr>
39  <tr bgcolor="#f0f0f0"><td><b>dimu</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr>
40  <tr bgcolor="#f0f0f0"><td><b>dimx</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr>
41  <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr>
42  <tr class="memlist"><td><a class="el" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424">est</a></td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr>
43  <tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td><code> [protected]</code></td></tr>
44  <tr class="memlist"><td><a class="el" href="classKalman.html#e580ab06483952bd03f2e651763e184f">fy</a></td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr>
45  <tr class="memlist"><td><a class="el" href="classKalman.html#3d56b0a97b8c1e25fdd3b10eef3c2ad3">Kalman</a>(RV rvx0, RV rvy0, RV rvu0)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [inline]</code></td></tr>
46  <tr class="memlist"><td><a class="el" href="classKalman.html#ce38e31810aea4db45a83ad05eaba009">Kalman</a>(const Kalman&lt; sq_T &gt; &amp;K0)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [inline]</code></td></tr>
47  <tr class="memlist"><td><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td><td><a class="el" href="classBM.html">BM</a></td><td><code> [protected]</code></td></tr>
48  <tr bgcolor="#f0f0f0"><td><b>Q</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr>
49  <tr bgcolor="#f0f0f0"><td><b>R</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr>
50  <tr class="memlist"><td><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td><td><a class="el" href="classBM.html">BM</a></td><td><code> [protected]</code></td></tr>
51  <tr bgcolor="#f0f0f0"><td><b>rvu</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr>
52  <tr bgcolor="#f0f0f0"><td><b>rvy</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [protected]</code></td></tr>
53  <tr class="memlist"><td><a class="el" href="classKalman.html#80bcf29466d9a9dd2b8f74699807d0c0">set_est</a>(const vec &amp;mu0, const sq_T &amp;P0)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [inline]</code></td></tr>
54  <tr class="memlist"><td><a class="el" href="classKalman.html#239b28a0380946f5749b2f8d2807f93a">set_parameters</a>(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const sq_T &amp;R0, const sq_T &amp;Q0)</td><td><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td><code> [inline]</code></td></tr>
55  <tr class="memlist"><td><a class="el" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">~BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline, virtual]</code></td></tr>
56</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:50 2008 for mixpp by&nbsp;
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