Changeset 32 for doc/html/classeEF.html

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Timestamp:
03/03/08 13:00:32 (16 years ago)
Author:
smidl
Message:

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

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  • doc/html/classeEF.html

    r28 r32  
    3131<p><center><img src="classeEF__inherit__graph.png" border="0" usemap="#eEF__inherit__map" alt="Inheritance graph"></center> 
    3232<map name="eEF__inherit__map"> 
    33 <area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="5,161,125,188"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="40,7,91,33"></map> 
     33<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" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="144,7,195,33"><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> 
    3434<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
    3535<div class="dynheader"> 
     
    4545<tr><td></td></tr> 
    4646<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="702e24158366430bc24d57c7f64e1e9e"></a><!-- doxytag: member="eEF::eEF" ref="702e24158366430bc24d57c7f64e1e9e" args="()" --> 
     48&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#702e24158366430bc24d57c7f64e1e9e">eEF</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="7e3c63655e8375c76bf1f421245427a7"></a><!-- doxytag: member="eEF::eEF" ref="7e3c63655e8375c76bf1f421245427a7" args="(const RV &amp;rv)" --> 
     52&nbsp;</td><td class="memItemRight" valign="bottom"><b>eEF</b> (const <a class="el" href="classRV.html">RV</a> &amp;rv)</td></tr> 
     53 
    4754<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fd88bc35550ec8fe9281d358216d0fcf"></a><!-- doxytag: member="eEF::tupdate" ref="fd88bc35550ec8fe9281d358216d0fcf" args="(double phi, mat &amp;vbar, double nubar)" --> 
    4855virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><b>tupdate</b> (double phi, mat &amp;vbar, double nubar)</td></tr> 
     
    5865 
    5966<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr> 
     67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="113c76c61d20e3f2a24ba322a73dfc51"></a><!-- doxytag: member="eEF::evalpdflog" ref="113c76c61d20e3f2a24ba322a73dfc51" args="(const vec &amp;val)" --> 
     68virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#113c76c61d20e3f2a24ba322a73dfc51">evalpdflog</a> (const vec &amp;val)</td></tr> 
     69 
     70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of argument <code>val</code>. <br></td></tr> 
     71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5b61fae74d370d2216576d598c1a74ef"></a><!-- doxytag: member="eEF::mean" ref="5b61fae74d370d2216576d598c1a74ef" args="()=0" --> 
     72virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#5b61fae74d370d2216576d598c1a74ef">mean</a> ()=0</td></tr> 
     73 
     74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr> 
     75<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     76<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="eEF::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" --> 
     77<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>rv</b></td></tr> 
     78 
    6079</table> 
    6180<hr><a name="_details"></a><h2>Detailed Description</h2> 
     
    82101<p> 
    83102Returns a sample from the density, <img class="formulaInl" alt="$x \sim epdf(rv)$" src="form_3.png">  
    84 <p>Implemented in <a class="el" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">enorm&lt; sq_T &gt;</a>.</p> 
     103<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> 
    85104 
    86105</div> 
     
    88107<hr>The documentation for this class was generated from the following file:<ul> 
    89108<li>work/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul> 
    90 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:41 2008 for mixpp by&nbsp; 
     109<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:44 2008 for mixpp by&nbsp; 
    91110<a href="http://www.doxygen.org/index.html"> 
    92111<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>