root/doc/html/functions_func.html @ 32

Revision 32, 14.3 kB (checked in by smidl, 17 years ago)

test KF : estimation of R in KF is not possible! Likelihood of y_t is growing when R -> 0

RevLine 
[8]1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
2<html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
3<title>mixpp: Class Members - Functions</title>
4<link href="doxygen.css" rel="stylesheet" type="text/css">
5<link href="tabs.css" rel="stylesheet" type="text/css">
6</head><body>
7<!-- Generated by Doxygen 1.5.3 -->
8<div class="tabs">
9  <ul>
10    <li><a href="index.html"><span>Main&nbsp;Page</span></a></li>
11    <li class="current"><a href="annotated.html"><span>Classes</span></a></li>
12    <li><a href="files.html"><span>Files</span></a></li>
[28]13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
[8]14  </ul>
15</div>
16<div class="tabs">
17  <ul>
18    <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
19    <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
20    <li class="current"><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
21  </ul>
22</div>
23<div class="tabs">
24  <ul>
25    <li><a href="functions.html"><span>All</span></a></li>
26    <li class="current"><a href="functions_func.html"><span>Functions</span></a></li>
27    <li><a href="functions_vars.html"><span>Variables</span></a></li>
28    <li><a href="functions_rela.html"><span>Related&nbsp;Functions</span></a></li>
29  </ul>
30</div>
[19]31<div class="tabs">
32  <ul>
[22]33    <li><a href="#index__"><span>_</span></a></li>
[19]34    <li><a href="#index_a"><span>a</span></a></li>
35    <li><a href="#index_b"><span>b</span></a></li>
36    <li><a href="#index_c"><span>c</span></a></li>
[22]37    <li><a href="#index_d"><span>d</span></a></li>
38    <li><a href="#index_e"><span>e</span></a></li>
[19]39    <li><a href="#index_f"><span>f</span></a></li>
40    <li><a href="#index_g"><span>g</span></a></li>
[22]41    <li><a href="#index_i"><span>i</span></a></li>
[19]42    <li><a href="#index_k"><span>k</span></a></li>
43    <li><a href="#index_l"><span>l</span></a></li>
44    <li><a href="#index_m"><span>m</span></a></li>
45    <li><a href="#index_o"><span>o</span></a></li>
46    <li><a href="#index_q"><span>q</span></a></li>
47    <li><a href="#index_r"><span>r</span></a></li>
48    <li><a href="#index_s"><span>s</span></a></li>
49    <li><a href="#index_t"><span>t</span></a></li>
50    <li><a href="#index_w"><span>w</span></a></li>
[32]51    <li><a href="#index_~"><span>~</span></a></li>
[19]52  </ul>
53</div>
54
55<p>
[8]56&nbsp;
57<p>
[22]58<h3><a class="anchor" name="index__">- _ -</a></h3><ul>
[32]59<li>_cached()
60: <a class="el" href="classenorm.html#c9ca4f2ca42568e40ca146168e7f3247">enorm&lt; sq_T &gt;</a>
[22]61<li>_dimu()
62: <a class="el" href="classdiffbifn.html#fc8779acbff170611aff0ee70cee3879">diffbifn</a>
63<li>_dimx()
64: <a class="el" href="classdiffbifn.html#436de7a7301ea9eac7d6081b893bbf57">diffbifn</a>
65<li>_dimy()
66: <a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">fnc</a>
[28]67<li>_epdf()
[32]68: <a class="el" href="classKalman.html#a213c57aef55b2645e550bed81cfc0d4">Kalman&lt; sq_T &gt;</a>
69, <a class="el" href="classBM.html#3dc45554556926bde996a267636abe55">BM</a>
70, <a class="el" href="classMPF.html#549e08268a46a250f21a33d06f19276a">MPF&lt; BM_T &gt;</a>
71<li>_mu()
72: <a class="el" href="classenorm.html#3be0cb541ec9b88e5aa3f60307bbc753">enorm&lt; sq_T &gt;</a>
73<li>_param()
74: <a class="el" href="classegamma.html#44445c56e60b91b377f207f8d5089790">egamma</a>
75<li>_R()
76: <a class="el" href="classenorm.html#8725c534863c4fc2bddef0edfb95a740">enorm&lt; sq_T &gt;</a>
77<li>_w()
78: <a class="el" href="classeEmp.html#31b2bfb73b72486a5c89f2ab850c7a9b">eEmp</a>
[22]79</ul>
[19]80<h3><a class="anchor" name="index_a">- a -</a></h3><ul>
81<li>add()
[32]82: <a class="el" href="classRV.html#18fa114b92017f7f80301a4f8d3a6382">RV</a>
[19]83</ul>
84<h3><a class="anchor" name="index_b">- b -</a></h3><ul>
[8]85<li>bayes()
[32]86: <a class="el" href="classKalmanFull.html#13a041cd98ff157703766be275a657bb">KalmanFull</a>
87, <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman&lt; sq_T &gt;</a>
88, <a class="el" href="classPF.html#64f636bbd63bea9efd778214e6b631d3">PF</a>
89, <a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM</a>
90, <a class="el" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623">MPF&lt; BM_T &gt;</a>
91, <a class="el" href="classEKF.html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7">EKF&lt; sq_T &gt;</a>
[22]92<li>bilinfn()
93: <a class="el" href="classbilinfn.html#af9f36282730d910a41b95f4d1fb8221">bilinfn</a>
94<li>BM()
[32]95: <a class="el" href="classBM.html#605d28b426adb677c86a57ddb525132a">BM</a>
[19]96</ul>
97<h3><a class="anchor" name="index_c">- c -</a></h3><ul>
[8]98<li>clear()
99: <a class="el" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e">sqmat</a>
[22]100, <a class="el" href="classfsqmat.html#cfa4c359483d2322f32d1d50050f8ac4">fsqmat</a>
[8]101<li>cols()
[22]102: <a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">sqmat</a>
[32]103<li>condition()
104: <a class="el" href="classBMcond.html#3543cfe274c35f9033c24d8036a96c4d">BMcond</a>
105, <a class="el" href="classKFcondQR.html#c9ecf292a85327aa6309c9fd70ceb606">KFcondQR</a>
[22]106<li>constfn()
107: <a class="el" href="classconstfn.html#d08acd7fac0ef3edfa59bbe48403f2bc">constfn</a>
[19]108<li>count()
[22]109: <a class="el" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0">RV</a>
[19]110</ul>
[22]111<h3><a class="anchor" name="index_d">- d -</a></h3><ul>
112<li>dfdu_cond()
113: <a class="el" href="classdiffbifn.html#1978bafd7909d15c139a08c495c24aa0">diffbifn</a>
114, <a class="el" href="classbilinfn.html#90f2b15612b14883d6ed2b0e295cb82b">bilinfn</a>
115<li>dfdx_cond()
116: <a class="el" href="classbilinfn.html#79c022de8dbe2b054bb9cc49345f3ef5">bilinfn</a>
117, <a class="el" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4">diffbifn</a>
118<li>diffbifn()
119: <a class="el" href="classdiffbifn.html#0b33e1bfa23be5ed234d172eb4c0e4b5">diffbifn</a>
120</ul>
121<h3><a class="anchor" name="index_e">- e -</a></h3><ul>
[32]122<li>eEF()
123: <a class="el" href="classeEF.html#702e24158366430bc24d57c7f64e1e9e">eEF</a>
124<li>egamma()
125: <a class="el" href="classegamma.html#4b1d34f3b244ea51a58ec10c468788c1">egamma</a>
[22]126<li>EKF()
[32]127: <a class="el" href="classEKF.html#ea4f3254cacf0a92d2a820b1201d049e">EKF&lt; sq_T &gt;</a>
128<li>emix()
129: <a class="el" href="classemix.html#b0ac204af8919c22bce72816ed82019e">emix</a>
130<li>epdf()
131: <a class="el" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd">epdf</a>
[22]132<li>eval()
[32]133: <a class="el" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632">diffbifn</a>
134, <a class="el" href="classbilinfn.html#e36a16e72e7f9fedf3cb18d2d5505a24">bilinfn</a>
135, <a class="el" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">epdf</a>
[22]136, <a class="el" href="classenorm.html#93107f05a8e9b34b64853767200121a4">enorm&lt; sq_T &gt;</a>
137, <a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">fnc</a>
[32]138, <a class="el" href="classeuni.html#95f29237feb32fcadf570a181d5a0918">euni</a>
139, <a class="el" href="classdiffbifn.html#40d8a7eee45acc55cda33d43282faa03">diffbifn</a>
140<li>evalpdflog()
141: <a class="el" href="classepdf.html#113c76c61d20e3f2a24ba322a73dfc51">epdf</a>
142, <a class="el" href="classeuni.html#830fca2ffb6786530529c57eabc81666">euni</a>
143, <a class="el" href="classenorm.html#9517594915e897584eaebbb057ed8881">enorm&lt; sq_T &gt;</a>
[22]144</ul>
[19]145<h3><a class="anchor" name="index_f">- f -</a></h3><ul>
146<li>find()
147: <a class="el" href="classRV.html#6b078b1086224aca3a9e5a203e647fb6">RV</a>
[22]148<li>fsqmat()
149: <a class="el" href="classfsqmat.html#1929fbc9fe375f1d67f979d0d302336f">fsqmat</a>
[19]150</ul>
151<h3><a class="anchor" name="index_g">- g -</a></h3><ul>
[32]152<li>Gamma_RNG()
153: <a class="el" href="classitpp_1_1Gamma__RNG.html#e132860f825f427d63652edd02c25b54">itpp::Gamma_RNG</a>
154<li>get_setup()
155: <a class="el" href="classitpp_1_1Gamma__RNG.html#8e666953249038f262cece2d3ed952d6">itpp::Gamma_RNG</a>
[19]156<li>getdata()
[32]157: <a class="el" href="classMemDS.html#23522b9e7dd0bb0c365cc9cde4c05449">MemDS</a>
158, <a class="el" href="classDS.html#4027575bc66ea358f9b03dd3be28fe1e">DS</a>
[19]159, <a class="el" href="classMemDS.html#900f1e1c9eb950f87e557c068628e60e">MemDS</a>
160</ul>
[22]161<h3><a class="anchor" name="index_i">- i -</a></h3><ul>
162<li>indexlist()
163: <a class="el" href="classRV.html#8470cf53be6e7bdba78ad0efbd203ee7">RV</a>
164<li>inv()
[28]165: <a class="el" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1">fsqmat</a>
[22]166</ul>
[19]167<h3><a class="anchor" name="index_k">- k -</a></h3><ul>
[8]168<li>Kalman()
[32]169: <a class="el" href="classKalman.html#3d56b0a97b8c1e25fdd3b10eef3c2ad3">Kalman&lt; sq_T &gt;</a>
[8]170<li>KalmanFull()
171: <a class="el" href="classKalmanFull.html#7197ab6e7380790006394eabd3b97043">KalmanFull</a>
[19]172</ul>
173<h3><a class="anchor" name="index_l">- l -</a></h3><ul>
174<li>linkrvs()
175: <a class="el" href="classDS.html#9a35ca9c9321dce2bf63bf668f785b75">DS</a>
176, <a class="el" href="classMemDS.html#5f72b555e0e4a61de1440c457cf57007">MemDS</a>
[8]177<li>logdet()
[32]178: <a class="el" href="classsqmat.html#0a772b396750eeeed85d69fa72478b45">sqmat</a>
179, <a class="el" href="classfsqmat.html#eb0d1358f536e4453b5f99d0418ca1e5">fsqmat</a>
[19]180</ul>
181<h3><a class="anchor" name="index_m">- m -</a></h3><ul>
[32]182<li>mean()
183: <a class="el" href="classepdf.html#5b61fae74d370d2216576d598c1a74ef">epdf</a>
184, <a class="el" href="classenorm.html#191c1220c3ddd0c5f54e78f19b57ebd5">enorm&lt; sq_T &gt;</a>
185, <a class="el" href="classemix.html#dcb3f927bf061eac6229850158ca1558">emix</a>
186, <a class="el" href="classeuni.html#34a2f2d23158c40b97b44dfe551a1b3d">euni</a>
187, <a class="el" href="classegamma.html#6617890ffa40767fc196876534d4119d">egamma</a>
188, <a class="el" href="classeEmp.html#de42454cb65a17fd8662d207dd59aacf">eEmp</a>
189<li>mgamma()
190: <a class="el" href="classmgamma.html#af43e61b86900c0398d5c0ffc83b94e6">mgamma</a>
191<li>mlnorm()
192: <a class="el" href="classmlnorm.html#f927203b3f31171c5c10ffc7caa797f5">mlnorm&lt; sq_T &gt;</a>
193<li>mpdf()
194: <a class="el" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f">mpdf</a>
195<li>MPF()
196: <a class="el" href="classMPF.html#827a66609cf69a832535d52233f76fa0">MPF&lt; BM_T &gt;</a>
[8]197<li>mult_sym()
[32]198: <a class="el" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa">sqmat</a>
199, <a class="el" href="classfsqmat.html#5530d2756b5d991de755e6121c9a452e">fsqmat</a>
200<li>mult_sym_t()
201: <a class="el" href="classfsqmat.html#92052a8adc2054b63e42d1373d145c89">fsqmat</a>
202, <a class="el" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325">sqmat</a>
[19]203</ul>
204<h3><a class="anchor" name="index_o">- o -</a></h3><ul>
[8]205<li>operator()()
[32]206: <a class="el" href="classitpp_1_1Gamma__RNG.html#98e2e65456bca33fca602b2bd607235e">itpp::Gamma_RNG</a>
207, <a class="el" href="classRV.html#28bbcb8873bafdac317bafb7b481cc45">RV</a>
208, <a class="el" href="classitpp_1_1Gamma__RNG.html#7b82b9d6c35579ab04f1a86a17571b47">itpp::Gamma_RNG</a>
[8]209<li>opupdt()
[22]210: <a class="el" href="classfsqmat.html#b36530e155667fe9f1bd58394e50c65a">fsqmat</a>
211, <a class="el" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">sqmat</a>
[19]212</ul>
213<h3><a class="anchor" name="index_q">- q -</a></h3><ul>
[8]214<li>qform()
[32]215: <a class="el" href="classsqmat.html#90f97cdf9de08ead4f0648419b3aa4ce">sqmat</a>
216, <a class="el" href="classfsqmat.html#1eec8762a2299d83c7b7cd6bf6cbc1ad">fsqmat</a>
[19]217</ul>
218<h3><a class="anchor" name="index_r">- r -</a></h3><ul>
[8]219<li>resample()
[32]220: <a class="el" href="classeEmp.html#77268292fc4465cb73ddbfb1f2932a59">eEmp</a>
[8]221<li>rows()
[22]222: <a class="el" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">sqmat</a>
[8]223<li>RV()
224: <a class="el" href="classRV.html#cf911c3900214460ade1366b04058462">RV</a>
[19]225</ul>
226<h3><a class="anchor" name="index_s">- s -</a></h3><ul>
[8]227<li>sample()
[19]228: <a class="el" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa">epdf</a>
[8]229, <a class="el" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">enorm&lt; sq_T &gt;</a>
[32]230, <a class="el" href="classemix.html#3eb9a8e12ce1c5c8a3ddb245354b6941">emix</a>
231, <a class="el" href="classeuni.html#0f71562e3e919aba823cb7d9d420ad4c">euni</a>
232, <a class="el" href="classegamma.html#0a2186a586432c2c3f22d09c5341890f">egamma</a>
233, <a class="el" href="classeEmp.html#c9b44099a400579b88aff9f5afaf9c13">eEmp</a>
[8]234<li>samplecond()
[32]235: <a class="el" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18">mlnorm&lt; sq_T &gt;</a>
236, <a class="el" href="classmgamma.html#9f40dc43885085fad8e3d6652b79e139">mgamma</a>
237, <a class="el" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41">mpdf</a>
238<li>set_est()
239: <a class="el" href="classKalman.html#80bcf29466d9a9dd2b8f74699807d0c0">Kalman&lt; sq_T &gt;</a>
240<li>set_parameters()
241: <a class="el" href="classKalman.html#239b28a0380946f5749b2f8d2807f93a">Kalman&lt; sq_T &gt;</a>
242, <a class="el" href="classegamma.html#8e348b89be82b70471fe8c5630f61339">egamma</a>
243<li>setup()
244: <a class="el" href="classitpp_1_1Gamma__RNG.html#dfaae19411e39aa87e1f72e409b6babe">itpp::Gamma_RNG</a>
[19]245<li>sqrt_mult()
[32]246: <a class="el" href="classsqmat.html#975ddc7e8035d8d4e6cbd52dd99c248c">sqmat</a>
247, <a class="el" href="classfsqmat.html#2288389e2d47bd9df112815ef570c5c9">fsqmat</a>
[19]248<li>step()
[22]249: <a class="el" href="classMemDS.html#21916feb3e5ff960855c09b06a0d279b">MemDS</a>
250, <a class="el" href="classDS.html#470ba89e8e7c3c4d830803221b4e9be6">DS</a>
[19]251<li>subselect()
252: <a class="el" href="classRV.html#2bf35b18a32aad419f0516273939628e">RV</a>
253<li>subt()
254: <a class="el" href="classRV.html#4c5ec5e913fc598e242cb930ae8bdf4a">RV</a>
255</ul>
256<h3><a class="anchor" name="index_t">- t -</a></h3><ul>
[8]257<li>t()
258: <a class="el" href="classRV.html#e0a158d53ab9430627241f844f4c9a60">RV</a>
259<li>to_mat()
260: <a class="el" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc">sqmat</a>
[22]261, <a class="el" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8">fsqmat</a>
262<li>tupdate()
263: <a class="el" href="classenorm.html#5b5fd142b6b17ea334597960e3fe126a">enorm&lt; sq_T &gt;</a>
[8]264</ul>
[19]265<h3><a class="anchor" name="index_w">- w -</a></h3><ul>
266<li>write()
267: <a class="el" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039">DS</a>
268, <a class="el" href="classMemDS.html#6279bf18d44343750747ecc12e050f09">MemDS</a>
269, <a class="el" href="classDS.html#f4ae51a3bc1267a6a52fc229973afe85">DS</a>
270</ul>
[32]271<h3><a class="anchor" name="index_~">- ~ -</a></h3><ul>
272<li>~BM()
273: <a class="el" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">BM</a>
274<li>~epdf()
275: <a class="el" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396">epdf</a>
276<li>~fnc()
277: <a class="el" href="classfnc.html#17164c202f6feee3d708b8caab6306ab">fnc</a>
278<li>~fsqmat()
279: <a class="el" href="classfsqmat.html#2a8f104e4befbc2aa90d8b11edfedb2e">fsqmat</a>
280<li>~mpdf()
281: <a class="el" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb">mpdf</a>
282<li>~sqmat()
283: <a class="el" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656">sqmat</a>
284</ul>
285<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:41 2008 for mixpp by&nbsp;
[8]286<a href="http://www.doxygen.org/index.html">
287<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
288</body>
289</html>
Note: See TracBrowser for help on using the browser.