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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: mgamma Class Reference</title>
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23<h1>mgamma Class Reference</h1><!-- doxytag: class="mgamma" -->Gamma random walk. 
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">
29Collaboration diagram for mgamma:</div>
30<div class="dynsection">
31<p><center><img src="classmgamma__coll__graph.png" border="0" usemap="#mgamma__coll__map" alt="Collaboration graph"></center>
32<map name="mgamma__coll__map">
33<area shape="rect" href="classegamma.html" title="Gamma posterior density." alt="" coords="8,263,88,289"><area shape="rect" title="epdf" alt="" coords="44,287,52,295"><area shape="rect" title="epdf" alt="" coords="44,355,52,363"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="25,183,71,209"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="23,103,73,129"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="29,7,67,33"><area shape="rect" title="rv" alt="" coords="44,31,52,39"><area shape="rect" title="rv" alt="" coords="44,99,52,107"></map>
34<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35
36<p>
37<a href="classmgamma-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
38<tr><td></td></tr>
39<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
40<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af43e61b86900c0398d5c0ffc83b94e6"></a><!-- doxytag: member="mgamma::mgamma" ref="af43e61b86900c0398d5c0ffc83b94e6" args="(const RV &amp;rv, const RV &amp;rvc)" -->
41&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma.html#af43e61b86900c0398d5c0ffc83b94e6">mgamma</a> (const <a class="el" href="classRV.html">RV</a> &amp;rv, const <a class="el" href="classRV.html">RV</a> &amp;rvc)</td></tr>
42
43<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor. <br></td></tr>
44<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a9d646cf758a70126dde7c48790b6e94"></a><!-- doxytag: member="mgamma::set_parameters" ref="a9d646cf758a70126dde7c48790b6e94" args="(double k)" -->
45void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (double k)</td></tr>
46
47<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9f40dc43885085fad8e3d6652b79e139"></a><!-- doxytag: member="mgamma::samplecond" ref="9f40dc43885085fad8e3d6652b79e139" args="(vec &amp;cond, double &amp;lik)" -->
48vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma.html#9f40dc43885085fad8e3d6652b79e139">samplecond</a> (vec &amp;cond, double &amp;lik)</td></tr>
49
50<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Generate one sample of the posterior. <br></td></tr>
51<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e9d52749793f40aad85b70c6db4435ae"></a><!-- doxytag: member="mgamma::samplecond" ref="e9d52749793f40aad85b70c6db4435ae" args="(vec &amp;cond, vec &amp;lik, int n)" -->
52mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma.html#e9d52749793f40aad85b70c6db4435ae">samplecond</a> (vec &amp;cond, vec &amp;lik, int n)</td></tr>
53
54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Generate matrix of samples of the posterior. <br></td></tr>
55<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a61094c9f7a2d64ea77b130cbc031f97"></a><!-- doxytag: member="mgamma::condition" ref="a61094c9f7a2d64ea77b130cbc031f97" args="(const vec &amp;val)" -->
56void&nbsp;</td><td class="memItemRight" valign="bottom"><b>condition</b> (const vec &amp;val)</td></tr>
57
58</table>
59<hr><a name="_details"></a><h2>Detailed Description</h2>
60Gamma random walk.
61<p>
62Mean value, $$, of this density is given by <code>rvc</code> . Standard deviation of the random walk is proportional to one $k$-th the mean. This is achieved by setting $=k$ and $=k/$.<p>
63The standard deviation of the walk is then: $/(k)$. <hr>The documentation for this class was generated from the following files:<ul>
64<li>work/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a><li>work/mixpp/bdm/stat/libEF.cpp</ul>
65<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:53 2008 for mixpp by&nbsp;
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67<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
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