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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: eEmp Class Reference</title>
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9  <ul>
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20    <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
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23<h1>eEmp Class Reference</h1><!-- doxytag: class="eEmp" --><!-- doxytag: inherits="epdf" -->Weighted empirical 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 eEmp:</div>
30<div class="dynsection">
31<p><center><img src="classeEmp__inherit__graph.png" border="0" usemap="#eEmp__inherit__map" alt="Inheritance graph"></center>
32<map name="eEmp__inherit__map">
33<area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="9,7,60,33"></map>
34<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35<div class="dynheader">
36Collaboration diagram for eEmp:</div>
37<div class="dynsection">
38<p><center><img src="classeEmp__coll__graph.png" border="0" usemap="#eEmp__coll__map" alt="Collaboration graph"></center>
39<map name="eEmp__coll__map">
40<area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="9,103,60,129"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="16,7,53,33"><area shape="rect" title="rv" alt="" coords="31,31,39,39"><area shape="rect" title="rv" alt="" coords="31,99,39,107"></map>
41<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
42
43<p>
44<a href="classeEmp-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="0b7235ea451df276dd2c57aae207fe34"></a><!-- doxytag: member="eEmp::eEmp" ref="0b7235ea451df276dd2c57aae207fe34" args="(const RV &amp;rv0)" -->
48&nbsp;</td><td class="memItemRight" valign="bottom"><b>eEmp</b> (const <a class="el" href="classRV.html">RV</a> &amp;rv0)</td></tr>
49
50<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6606a656c1b28114f7384c25aaf80e8d"></a><!-- doxytag: member="eEmp::set_parameters" ref="6606a656c1b28114f7384c25aaf80e8d" args="(const vec &amp;w0, epdf *pdf0)" -->
51void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &amp;w0, <a class="el" href="classepdf.html">epdf</a> *pdf0)</td></tr>
52
53<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="31b2bfb73b72486a5c89f2ab850c7a9b"></a><!-- doxytag: member="eEmp::_w" ref="31b2bfb73b72486a5c89f2ab850c7a9b" args="()" -->
54vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#31b2bfb73b72486a5c89f2ab850c7a9b">_w</a> ()</td></tr>
55
56<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Potentially dangerous, use with care. <br></td></tr>
57<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="31b747eca73b16f30370827ba4cc3575"></a><!-- doxytag: member="eEmp::_samples" ref="31b747eca73b16f30370827ba4cc3575" args="()" -->
58Array&lt; vec &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_samples</b> ()</td></tr>
59
60<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="77268292fc4465cb73ddbfb1f2932a59"></a><!-- doxytag: member="eEmp::resample" ref="77268292fc4465cb73ddbfb1f2932a59" args="(RESAMPLING_METHOD method=SYSTEMATIC)" -->
61ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#77268292fc4465cb73ddbfb1f2932a59">resample</a> (<a class="el" href="libEF_8h.html#99497a3ff630f761cf6bff7babd23212">RESAMPLING_METHOD</a> method=SYSTEMATIC)</td></tr>
62
63<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Function performs resampling, i.e. removal of low-weight samples and duplication of high-weight samples such that the new samples represent the same density. <br></td></tr>
64<tr><td class="memItemLeft" nowrap align="right" valign="top">vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#c9b44099a400579b88aff9f5afaf9c13">sample</a> ()</td></tr>
65
66<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="#c9b44099a400579b88aff9f5afaf9c13"></a><br></td></tr>
67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de42454cb65a17fd8662d207dd59aacf"></a><!-- doxytag: member="eEmp::mean" ref="de42454cb65a17fd8662d207dd59aacf" args="()" -->
68vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#de42454cb65a17fd8662d207dd59aacf">mean</a> ()</td></tr>
69
70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f333ceeb88ebc37d81fcd4cea4526bfc"></a><!-- doxytag: member="eEmp::eval" ref="f333ceeb88ebc37d81fcd4cea4526bfc" args="(const vec &amp;val)" -->
72virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">eval</a> (const vec &amp;val)</td></tr>
73
74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="113c76c61d20e3f2a24ba322a73dfc51"></a><!-- doxytag: member="eEmp::evalpdflog" ref="113c76c61d20e3f2a24ba322a73dfc51" args="(const vec &amp;val)" -->
76virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#113c76c61d20e3f2a24ba322a73dfc51">evalpdflog</a> (const vec &amp;val)</td></tr>
77
78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of argument <code>val</code>. <br></td></tr>
79<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8c33034de0e35f03f8bb85d3d67438fd"></a><!-- doxytag: member="eEmp::n" ref="8c33034de0e35f03f8bb85d3d67438fd" args="" -->
81int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd">n</a></td></tr>
82
83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Number of particles. <br></td></tr>
84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ae78d144404ddba843c93b171b215de8"></a><!-- doxytag: member="eEmp::w" ref="ae78d144404ddba843c93b171b215de8" args="" -->
85vec&nbsp;</td><td class="memItemRight" valign="bottom"><b>w</b></td></tr>
86
87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4d6f4bbd6a6824fc39f14676701279a"></a><!-- doxytag: member="eEmp::samples" ref="a4d6f4bbd6a6824fc39f14676701279a" args="" -->
88Array&lt; vec &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><b>samples</b></td></tr>
89
90<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="eEmp::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" -->
91<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>rv</b></td></tr>
92
93</table>
94<hr><a name="_details"></a><h2>Detailed Description</h2>
95Weighted empirical density.
96<p>
97Used e.g. in particle filters. <hr><h2>Member Function Documentation</h2>
98<a class="anchor" name="c9b44099a400579b88aff9f5afaf9c13"></a><!-- doxytag: member="eEmp::sample" ref="c9b44099a400579b88aff9f5afaf9c13" args="()" -->
99<div class="memitem">
100<div class="memproto">
101      <table class="memname">
102        <tr>
103          <td class="memname">vec eEmp::sample           </td>
104          <td>(</td>
105          <td class="paramname">          </td>
106          <td>&nbsp;)&nbsp;</td>
107          <td width="100%"><code> [inline, virtual]</code></td>
108        </tr>
109      </table>
110</div>
111<div class="memdoc">
112
113<p>
114Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.
115<p>
116Returns a sample from the density, <img class="formulaInl" alt="$x \sim epdf(rv)$" src="form_3.png"> 
117<p>Implements <a class="el" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa">epdf</a>.</p>
118
119</div>
120</div><p>
121<hr>The documentation for this class was generated from the following files:<ul>
122<li>work/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a><li>work/mixpp/bdm/stat/libEF.cpp</ul>
123<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:44 2008 for mixpp by&nbsp;
124<a href="http://www.doxygen.org/index.html">
125<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
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