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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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1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
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3<title>mixpp: eEF Class Reference</title>
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9  <ul>
10    <li><a href="index.html"><span>Main&nbsp;Page</span></a></li>
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17  <ul>
18    <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
19    <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
20    <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
21  </ul>
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23<h1>eEF Class Reference</h1><!-- doxytag: class="eEF" --><!-- doxytag: inherits="epdf" -->General conjugate exponential family posterior density. 
24<a href="#_details">More...</a>
25<p>
26<code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
27<p>
28<div class="dynheader">
29Inheritance diagram for eEF:</div>
30<div class="dynsection">
31<p><center><img src="classeEF__inherit__graph.png" border="0" usemap="#eEF__inherit__map" alt="Inheritance graph"></center>
32<map name="eEF__inherit__map">
33<area shape="rect" href="classegamma.html" title="Gamma posterior density." alt="" coords="5,167,85,193"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="109,167,229,193"><area shape="rect" href="classenorm.html" title="enorm\&lt; ldmat \&gt;" alt="" coords="155,263,285,289"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="144,7,195,33"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="167,191,175,199"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="199,259,207,267"></map>
34<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35<div class="dynheader">
36Collaboration diagram for eEF:</div>
37<div class="dynsection">
38<p><center><img src="classeEF__coll__graph.png" border="0" usemap="#eEF__coll__map" alt="Collaboration graph"></center>
39<map name="eEF__coll__map">
40<area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="5,103,56,129"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="12,7,49,33"><area shape="rect" title="rv" alt="" coords="27,31,35,39"><area shape="rect" title="rv" alt="" coords="27,99,35,107"></map>
41<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
42
43<p>
44<a href="classeEF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
45<tr><td></td></tr>
46<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
47<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="702e24158366430bc24d57c7f64e1e9e"></a><!-- doxytag: member="eEF::eEF" ref="702e24158366430bc24d57c7f64e1e9e" args="()" -->
48&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#702e24158366430bc24d57c7f64e1e9e">eEF</a> ()</td></tr>
49
50<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">default constructor <br></td></tr>
51<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7e3c63655e8375c76bf1f421245427a7"></a><!-- doxytag: member="eEF::eEF" ref="7e3c63655e8375c76bf1f421245427a7" args="(const RV &amp;rv)" -->
52&nbsp;</td><td class="memItemRight" valign="bottom"><b>eEF</b> (const <a class="el" href="classRV.html">RV</a> &amp;rv)</td></tr>
53
54<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fd88bc35550ec8fe9281d358216d0fcf"></a><!-- doxytag: member="eEF::tupdate" ref="fd88bc35550ec8fe9281d358216d0fcf" args="(double phi, mat &amp;vbar, double nubar)" -->
55virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><b>tupdate</b> (double phi, mat &amp;vbar, double nubar)</td></tr>
56
57<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5863718c3b2fb1496dece10c5b745d5c"></a><!-- doxytag: member="eEF::dupdate" ref="5863718c3b2fb1496dece10c5b745d5c" args="(mat &amp;v, double nu=1.0)" -->
58virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><b>dupdate</b> (mat &amp;v, double nu=1.0)</td></tr>
59
60<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa">sample</a> ()=0</td></tr>
61
62<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.  <a href="#7f74d871d50b9ff360f1b3879092a9fa"></a><br></td></tr>
63<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f333ceeb88ebc37d81fcd4cea4526bfc"></a><!-- doxytag: member="eEF::eval" ref="f333ceeb88ebc37d81fcd4cea4526bfc" args="(const vec &amp;val)" -->
64virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">eval</a> (const vec &amp;val)</td></tr>
65
66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr>
67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="113c76c61d20e3f2a24ba322a73dfc51"></a><!-- doxytag: member="eEF::evalpdflog" ref="113c76c61d20e3f2a24ba322a73dfc51" args="(const vec &amp;val)" -->
68virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#113c76c61d20e3f2a24ba322a73dfc51">evalpdflog</a> (const vec &amp;val)</td></tr>
69
70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of argument <code>val</code>. <br></td></tr>
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5b61fae74d370d2216576d598c1a74ef"></a><!-- doxytag: member="eEF::mean" ref="5b61fae74d370d2216576d598c1a74ef" args="()=0" -->
72virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#5b61fae74d370d2216576d598c1a74ef">mean</a> ()=0</td></tr>
73
74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
75<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
76<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="eEF::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" -->
77<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>rv</b></td></tr>
78
79</table>
80<hr><a name="_details"></a><h2>Detailed Description</h2>
81General conjugate exponential family posterior density.
82<p>
83More?... <hr><h2>Member Function Documentation</h2>
84<a class="anchor" name="7f74d871d50b9ff360f1b3879092a9fa"></a><!-- doxytag: member="eEF::sample" ref="7f74d871d50b9ff360f1b3879092a9fa" args="()=0" -->
85<div class="memitem">
86<div class="memproto">
87      <table class="memname">
88        <tr>
89          <td class="memname">virtual vec epdf::sample           </td>
90          <td>(</td>
91          <td class="paramname">          </td>
92          <td>&nbsp;)&nbsp;</td>
93          <td width="100%"><code> [pure virtual, inherited]</code></td>
94        </tr>
95      </table>
96</div>
97<div class="memdoc">
98
99<p>
100Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.
101<p>
102Returns a sample from the density, <img class="formulaInl" alt="$x \sim epdf(rv)$" src="form_3.png"> 
103<p>Implemented in <a class="el" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">enorm&lt; sq_T &gt;</a>, <a class="el" href="classegamma.html#0a2186a586432c2c3f22d09c5341890f">egamma</a>, <a class="el" href="classemix.html#3eb9a8e12ce1c5c8a3ddb245354b6941">emix</a>, <a class="el" href="classeuni.html#0f71562e3e919aba823cb7d9d420ad4c">euni</a>, <a class="el" href="classeEmp.html#c9b44099a400579b88aff9f5afaf9c13">eEmp</a>, and <a class="el" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">enorm&lt; ldmat &gt;</a>.</p>
104
105</div>
106</div><p>
107<hr>The documentation for this class was generated from the following file:<ul>
108<li>work/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
109<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:44 2008 for mixpp by&nbsp;
110<a href="http://www.doxygen.org/index.html">
111<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
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