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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: emix Class Reference</title>
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23<h1>emix Class Reference</h1><!-- doxytag: class="emix" --><!-- doxytag: inherits="epdf" -->Weighted mixture of epdfs with external owned components. 
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 emix:</div>
30<div class="dynsection">
31<p><center><img src="classemix__inherit__graph.png" border="0" usemap="#emix__inherit__map" alt="Inheritance graph"></center>
32<map name="emix__inherit__map">
33<area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="7,7,57,33"></map>
34<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35<div class="dynheader">
36Collaboration diagram for emix:</div>
37<div class="dynsection">
38<p><center><img src="classemix__coll__graph.png" border="0" usemap="#emix__coll__map" alt="Collaboration graph"></center>
39<map name="emix__coll__map">
40<area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="7,103,57,129"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="13,7,51,33"><area shape="rect" title="rv" alt="" coords="28,31,36,39"><area shape="rect" title="rv" alt="" coords="28,99,36,107"></map>
41<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
42
43<p>
44<a href="classemix-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="b0ac204af8919c22bce72816ed82019e"></a><!-- doxytag: member="emix::emix" ref="b0ac204af8919c22bce72816ed82019e" args="(const RV &amp;rv, vec &amp;w0)" -->
48&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classemix.html#b0ac204af8919c22bce72816ed82019e">emix</a> (const <a class="el" href="classRV.html">RV</a> &amp;rv, vec &amp;w0)</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="599366d678152cfb0703da697b6b1de1"></a><!-- doxytag: member="emix::set_parameters" ref="599366d678152cfb0703da697b6b1de1" args="(int &amp;i, epdf *ep)" -->
52void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int &amp;i, <a class="el" href="classepdf.html">epdf</a> *ep)</td></tr>
53
54<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dcb3f927bf061eac6229850158ca1558"></a><!-- doxytag: member="emix::mean" ref="dcb3f927bf061eac6229850158ca1558" args="()" -->
55vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classemix.html#dcb3f927bf061eac6229850158ca1558">mean</a> ()</td></tr>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
58<tr><td class="memItemLeft" nowrap align="right" valign="top">vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classemix.html#3eb9a8e12ce1c5c8a3ddb245354b6941">sample</a> ()</td></tr>
59
60<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="#3eb9a8e12ce1c5c8a3ddb245354b6941"></a><br></td></tr>
61<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f333ceeb88ebc37d81fcd4cea4526bfc"></a><!-- doxytag: member="emix::eval" ref="f333ceeb88ebc37d81fcd4cea4526bfc" args="(const vec &amp;val)" -->
62virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">eval</a> (const vec &amp;val)</td></tr>
63
64<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr>
65<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="113c76c61d20e3f2a24ba322a73dfc51"></a><!-- doxytag: member="emix::evalpdflog" ref="113c76c61d20e3f2a24ba322a73dfc51" args="(const vec &amp;val)" -->
66virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#113c76c61d20e3f2a24ba322a73dfc51">evalpdflog</a> (const vec &amp;val)</td></tr>
67
68<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of argument <code>val</code>. <br></td></tr>
69<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
70<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d408b764d002e5eb88acbf333921b2b3"></a><!-- doxytag: member="emix::n" ref="d408b764d002e5eb88acbf333921b2b3" args="" -->
71int&nbsp;</td><td class="memItemRight" valign="bottom"><b>n</b></td></tr>
72
73<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c79274a1e67dde9cc2914054c69b596b"></a><!-- doxytag: member="emix::w" ref="c79274a1e67dde9cc2914054c69b596b" args="" -->
74vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>w</b></td></tr>
75
76<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7155d827417b53fb6aa5cff1459e6eb4"></a><!-- doxytag: member="emix::Coms" ref="7155d827417b53fb6aa5cff1459e6eb4" args="" -->
77Array&lt; <a class="el" href="classepdf.html">epdf</a> * &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><b>Coms</b></td></tr>
78
79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="emix::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" -->
80<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>rv</b></td></tr>
81
82</table>
83<hr><a name="_details"></a><h2>Detailed Description</h2>
84Weighted mixture of epdfs with external owned components. <hr><h2>Member Function Documentation</h2>
85<a class="anchor" name="3eb9a8e12ce1c5c8a3ddb245354b6941"></a><!-- doxytag: member="emix::sample" ref="3eb9a8e12ce1c5c8a3ddb245354b6941" args="()" -->
86<div class="memitem">
87<div class="memproto">
88      <table class="memname">
89        <tr>
90          <td class="memname">vec emix::sample           </td>
91          <td>(</td>
92          <td class="paramname">          </td>
93          <td>&nbsp;)&nbsp;</td>
94          <td width="100%"><code> [inline, virtual]</code></td>
95        </tr>
96      </table>
97</div>
98<div class="memdoc">
99
100<p>
101Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.
102<p>
103Returns a sample from the density, <img class="formulaInl" alt="$x \sim epdf(rv)$" src="form_3.png"> 
104<p>Implements <a class="el" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa">epdf</a>.</p>
105
106</div>
107</div><p>
108<hr>The documentation for this class was generated from the following file:<ul>
109<li>work/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
110<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:48 2008 for mixpp by&nbsp;
111<a href="http://www.doxygen.org/index.html">
112<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
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