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Timestamp:
03/03/08 13:00:32 (17 years ago)
Author:
smidl
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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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    r28 r32  
    2525  <tr class="memlist"><td><a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">cols</a>() const </td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [inline]</code></td></tr> 
    2626  <tr bgcolor="#f0f0f0"><td><b>dim</b> (defined in <a class="el" href="classsqmat.html">sqmat</a>)</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [protected]</code></td></tr> 
    27   <tr bgcolor="#f0f0f0"><td><b>fsqmat</b>() (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td></td></tr> 
     27  <tr class="memlist"><td><a class="el" href="classfsqmat.html#79e3f73e0ccd663c7f7e08083d272940">fsqmat</a>()</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td></td></tr> 
     28  <tr class="memlist"><td><a class="el" href="classfsqmat.html#40eae99305e7c7240fa95cfec125b06f">fsqmat</a>(const int dim0)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td></td></tr> 
    2829  <tr class="memlist"><td><a class="el" href="classfsqmat.html#1929fbc9fe375f1d67f979d0d302336f">fsqmat</a>(const mat &amp;M)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td></td></tr> 
    2930  <tr class="memlist"><td><a class="el" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1">inv</a>(fsqmat &amp;Inv)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [virtual]</code></td></tr> 
    30   <tr class="memlist"><td><a class="el" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3">logdet</a>()</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline, virtual]</code></td></tr> 
     31  <tr class="memlist"><td><a class="el" href="classfsqmat.html#eb0d1358f536e4453b5f99d0418ca1e5">logdet</a>() const </td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline, virtual]</code></td></tr> 
    3132  <tr bgcolor="#f0f0f0"><td><b>M</b> (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [protected]</code></td></tr> 
    32   <tr class="memlist"><td><a class="el" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518">mult_sym</a>(const mat &amp;C, bool trans=false)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [virtual]</code></td></tr> 
    33   <tr bgcolor="#f0f0f0"><td><b>mult_sym</b>(const mat &amp;C, fsqmat &amp;U, bool trans=false) (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td></td></tr> 
     33  <tr class="memlist"><td><a class="el" href="classfsqmat.html#5530d2756b5d991de755e6121c9a452e">mult_sym</a>(const mat &amp;C)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [virtual]</code></td></tr> 
     34  <tr bgcolor="#f0f0f0"><td><b>mult_sym</b>(const mat &amp;C, fsqmat &amp;U) (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td></td></tr> 
     35  <tr class="memlist"><td><a class="el" href="classfsqmat.html#92052a8adc2054b63e42d1373d145c89">mult_sym_t</a>(const mat &amp;C)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [virtual]</code></td></tr> 
     36  <tr bgcolor="#f0f0f0"><td><b>mult_sym_t</b>(const mat &amp;C, fsqmat &amp;U) (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td></td></tr> 
    3437  <tr bgcolor="#f0f0f0"><td><b>operator *=</b>(double x) (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline]</code></td></tr> 
    3538  <tr bgcolor="#f0f0f0"><td><b>operator+=</b>(const fsqmat &amp;A) (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline]</code></td></tr> 
    3639  <tr bgcolor="#f0f0f0"><td><b>operator-=</b>(const fsqmat &amp;A) (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline]</code></td></tr> 
     40  <tr bgcolor="#f0f0f0"><td><b>operator&lt;&lt;</b> (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [friend]</code></td></tr> 
    3741  <tr class="memlist"><td><a class="el" href="classfsqmat.html#b36530e155667fe9f1bd58394e50c65a">opupdt</a>(const vec &amp;v, double w)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [virtual]</code></td></tr> 
    38   <tr class="memlist"><td><a class="el" href="classfsqmat.html#6d047b9f7a27dfc093303a13cc9b1fba">qform</a>(vec &amp;v)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline, virtual]</code></td></tr> 
     42  <tr class="memlist"><td><a class="el" href="classfsqmat.html#1eec8762a2299d83c7b7cd6bf6cbc1ad">qform</a>(const vec &amp;v)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline, virtual]</code></td></tr> 
    3943  <tr class="memlist"><td><a class="el" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">rows</a>() const </td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [inline]</code></td></tr> 
    40   <tr class="memlist"><td><a class="el" href="classfsqmat.html#6648dd4291b809cce14e8497d0433ad3">sqrt_mult</a>(vec &amp;v)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline, virtual]</code></td></tr> 
     44  <tr class="memlist"><td><a class="el" href="classfsqmat.html#2288389e2d47bd9df112815ef570c5c9">sqrt_mult</a>(const vec &amp;v)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline, virtual]</code></td></tr> 
    4145  <tr class="memlist"><td><a class="el" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8">to_mat</a>()</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [virtual]</code></td></tr> 
    42 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp; 
     46  <tr class="memlist"><td><a class="el" href="classfsqmat.html#2a8f104e4befbc2aa90d8b11edfedb2e">~fsqmat</a>()</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline, virtual]</code></td></tr> 
     47  <tr class="memlist"><td><a class="el" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656">~sqmat</a>()</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [inline, virtual]</code></td></tr> 
     48</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:49 2008 for mixpp by&nbsp; 
    4349<a href="http://www.doxygen.org/index.html"> 
    4450<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>