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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: epdf 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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20    <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
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23<h1>epdf Class Reference</h1><!-- doxytag: class="epdf" -->Probability density function with numerical statistics, e.g. posterior density. 
24<a href="#_details">More...</a>
25<p>
26<code>#include &lt;<a class="el" href="libBM_8h-source.html">libBM.h</a>&gt;</code>
27<p>
28<div class="dynheader">
29Inheritance diagram for epdf:</div>
30<div class="dynsection">
31<p><center><img src="classepdf__inherit__graph.png" border="0" usemap="#epdf__inherit__map" alt="Inheritance graph"></center>
32<map name="epdf__inherit__map">
33<area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="147,87,192,113"><area shape="rect" href="classeEmp.html" title="Weighted empirical density." alt="" coords="216,87,275,113"><area shape="rect" href="classemix.html" title="Weighted mixture of epdfs with external owned components." alt="" coords="299,87,352,113"><area shape="rect" href="classeuni.html" title="Uniform distributed density on a rectangular support." alt="" coords="376,87,424,113"><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" 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 epdf:</div>
37<div class="dynsection">
38<p><center><img src="classepdf__coll__graph.png" border="0" usemap="#epdf__coll__map" alt="Collaboration graph"></center>
39<map name="epdf__coll__map">
40<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="classepdf-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="d8eb760037b3bad5a0d64081606697cd"></a><!-- doxytag: member="epdf::epdf" ref="d8eb760037b3bad5a0d64081606697cd" args="()" -->
48&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd">epdf</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="c95b1a27a8dd9507bb9a5a3cb2809c7a"></a><!-- doxytag: member="epdf::epdf" ref="c95b1a27a8dd9507bb9a5a3cb2809c7a" args="(const RV &amp;rv0)" -->
52&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#c95b1a27a8dd9507bb9a5a3cb2809c7a">epdf</a> (const <a class="el" href="classRV.html">RV</a> &amp;rv0)</td></tr>
53
54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">default constructor <br></td></tr>
55<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>
56
57<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>
58<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f333ceeb88ebc37d81fcd4cea4526bfc"></a><!-- doxytag: member="epdf::eval" ref="f333ceeb88ebc37d81fcd4cea4526bfc" args="(const vec &amp;val)" -->
59virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">eval</a> (const vec &amp;val)</td></tr>
60
61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr>
62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="113c76c61d20e3f2a24ba322a73dfc51"></a><!-- doxytag: member="epdf::evalpdflog" ref="113c76c61d20e3f2a24ba322a73dfc51" args="(const vec &amp;val)" -->
63virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#113c76c61d20e3f2a24ba322a73dfc51">evalpdflog</a> (const vec &amp;val)</td></tr>
64
65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of argument <code>val</code>. <br></td></tr>
66<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5b61fae74d370d2216576d598c1a74ef"></a><!-- doxytag: member="epdf::mean" ref="5b61fae74d370d2216576d598c1a74ef" args="()=0" -->
67virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#5b61fae74d370d2216576d598c1a74ef">mean</a> ()=0</td></tr>
68
69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
70<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a322dd106f04c0a2915e3d4f4227396"></a><!-- doxytag: member="epdf::~epdf" ref="0a322dd106f04c0a2915e3d4f4227396" args="()" -->
71virtual&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396">~epdf</a> ()</td></tr>
72
73<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Destructor for future use;. <br></td></tr>
74<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="epdf::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" -->
76<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>rv</b></td></tr>
77
78</table>
79<hr><a name="_details"></a><h2>Detailed Description</h2>
80Probability density function with numerical statistics, e.g. posterior density. <hr><h2>Member Function Documentation</h2>
81<a class="anchor" name="7f74d871d50b9ff360f1b3879092a9fa"></a><!-- doxytag: member="epdf::sample" ref="7f74d871d50b9ff360f1b3879092a9fa" args="()=0" -->
82<div class="memitem">
83<div class="memproto">
84      <table class="memname">
85        <tr>
86          <td class="memname">virtual vec epdf::sample           </td>
87          <td>(</td>
88          <td class="paramname">          </td>
89          <td>&nbsp;)&nbsp;</td>
90          <td width="100%"><code> [pure virtual]</code></td>
91        </tr>
92      </table>
93</div>
94<div class="memdoc">
95
96<p>
97Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.
98<p>
99Returns a sample from the density, <img class="formulaInl" alt="$x \sim epdf(rv)$" src="form_3.png"> 
100<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>
101
102</div>
103</div><p>
104<hr>The documentation for this class was generated from the following file:<ul>
105<li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul>
106<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:49 2008 for mixpp by&nbsp;
107<a href="http://www.doxygen.org/index.html">
108<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
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