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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: euni Class Reference</title>
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23<h1>euni Class Reference</h1><!-- doxytag: class="euni" --><!-- doxytag: inherits="epdf" -->Uniform distributed density on a rectangular support. 
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 euni:</div>
30<div class="dynsection">
31<p><center><img src="classeuni__inherit__graph.png" border="0" usemap="#euni__inherit__map" alt="Inheritance graph"></center>
32<map name="euni__inherit__map">
33<area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="5,7,56,33"></map>
34<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35<div class="dynheader">
36Collaboration diagram for euni:</div>
37<div class="dynsection">
38<p><center><img src="classeuni__coll__graph.png" border="0" usemap="#euni__coll__map" alt="Collaboration graph"></center>
39<map name="euni__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="classeuni-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="2537a6c239cff52e3ba814851a1116cd"></a><!-- doxytag: member="euni::euni" ref="2537a6c239cff52e3ba814851a1116cd" args="(const RV rv)" -->
48&nbsp;</td><td class="memItemRight" valign="bottom"><b>euni</b> (const <a class="el" href="classRV.html">RV</a> rv)</td></tr>
49
50<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="95f29237feb32fcadf570a181d5a0918"></a><!-- doxytag: member="euni::eval" ref="95f29237feb32fcadf570a181d5a0918" args="(const vec &amp;val)" -->
51double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeuni.html#95f29237feb32fcadf570a181d5a0918">eval</a> (const vec &amp;val)</td></tr>
52
53<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr>
54<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="830fca2ffb6786530529c57eabc81666"></a><!-- doxytag: member="euni::evalpdflog" ref="830fca2ffb6786530529c57eabc81666" args="(const vec &amp;val)" -->
55double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeuni.html#830fca2ffb6786530529c57eabc81666">evalpdflog</a> (const vec &amp;val)</td></tr>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of argument <code>val</code>. <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="classeuni.html#0f71562e3e919aba823cb7d9d420ad4c">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="#0f71562e3e919aba823cb7d9d420ad4c"></a><br></td></tr>
61<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4fd7c6a05100616ad16ece405cad7bf2"></a><!-- doxytag: member="euni::set_parameters" ref="4fd7c6a05100616ad16ece405cad7bf2" args="(const vec &amp;low0, const vec &amp;high0)" -->
62void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &amp;low0, const vec &amp;high0)</td></tr>
63
64<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34a2f2d23158c40b97b44dfe551a1b3d"></a><!-- doxytag: member="euni::mean" ref="34a2f2d23158c40b97b44dfe551a1b3d" args="()" -->
65vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeuni.html#34a2f2d23158c40b97b44dfe551a1b3d">mean</a> ()</td></tr>
66
67<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
68<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
69<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef42cd8d7645422048d46c46ec5cdac1"></a><!-- doxytag: member="euni::low" ref="ef42cd8d7645422048d46c46ec5cdac1" args="" -->
70vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeuni.html#ef42cd8d7645422048d46c46ec5cdac1">low</a></td></tr>
71
72<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">lower bound on support <br></td></tr>
73<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="71b6d6b41aeb61a7f76f682b72119231"></a><!-- doxytag: member="euni::high" ref="71b6d6b41aeb61a7f76f682b72119231" args="" -->
74vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeuni.html#71b6d6b41aeb61a7f76f682b72119231">high</a></td></tr>
75
76<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">upper bound on support <br></td></tr>
77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="52a6ff4a54010f88a6a19fca605c64a4"></a><!-- doxytag: member="euni::distance" ref="52a6ff4a54010f88a6a19fca605c64a4" args="" -->
78vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeuni.html#52a6ff4a54010f88a6a19fca605c64a4">distance</a></td></tr>
79
80<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">internal <br></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="63105490e946e43372d6187ad1bafdda"></a><!-- doxytag: member="euni::nk" ref="63105490e946e43372d6187ad1bafdda" args="" -->
82double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeuni.html#63105490e946e43372d6187ad1bafdda">nk</a></td></tr>
83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">normalizing coefficients <br></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f445a0ce24f39d14c1a4eed53fc8e2c3"></a><!-- doxytag: member="euni::lnk" ref="f445a0ce24f39d14c1a4eed53fc8e2c3" args="" -->
86double&nbsp;</td><td class="memItemRight" valign="bottom"><b>lnk</b></td></tr>
87
88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="euni::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" -->
89<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>rv</b></td></tr>
90
91</table>
92<hr><a name="_details"></a><h2>Detailed Description</h2>
93Uniform distributed density on a rectangular support. <hr><h2>Member Function Documentation</h2>
94<a class="anchor" name="0f71562e3e919aba823cb7d9d420ad4c"></a><!-- doxytag: member="euni::sample" ref="0f71562e3e919aba823cb7d9d420ad4c" args="()" -->
95<div class="memitem">
96<div class="memproto">
97      <table class="memname">
98        <tr>
99          <td class="memname">vec euni::sample           </td>
100          <td>(</td>
101          <td class="paramname">          </td>
102          <td>&nbsp;)&nbsp;</td>
103          <td width="100%"><code> [inline, virtual]</code></td>
104        </tr>
105      </table>
106</div>
107<div class="memdoc">
108
109<p>
110Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.
111<p>
112Returns a sample from the density, <img class="formulaInl" alt="$x \sim epdf(rv)$" src="form_3.png"> 
113<p>Implements <a class="el" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa">epdf</a>.</p>
114
115</div>
116</div><p>
117<hr>The documentation for this class was generated from the following file:<ul>
118<li>work/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
119<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:49 2008 for mixpp by&nbsp;
120<a href="http://www.doxygen.org/index.html">
121<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
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