Changeset 32 for doc/html/functions_func.html

Timestamp:

03/03/08 13:00:32 (17 years ago)

Author:

smidl

Message:

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

Files:

• doc/html/functions_func.html (modified) (11 diffs)

doc/html/functions_func.html

@@ -49 +49 @@
     <li><a href="#index_t"><span>t</span></a></li>
     <li><a href="#index_w"><span>w</span></a></li>
+    <li><a href="#index_~"><span>~</span></a></li>
   </ul>
 </div>
@@ -56 +57 @@
 <p>
 <h3><a class="anchor" name="index__">- _ -</a></h3><ul>
+<li>_cached()
+: <a class="el" href="classenorm.html#c9ca4f2ca42568e40ca146168e7f3247">enorm&lt; sq_T &gt;</a>
 <li>_dimu()
 : <a class="el" href="classdiffbifn.html#fc8779acbff170611aff0ee70cee3879">diffbifn</a>
@@ -63 +66 @@
 : <a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">fnc</a>
 <li>_epdf()
-: <a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">BM</a>
+: <a class="el" href="classKalman.html#a213c57aef55b2645e550bed81cfc0d4">Kalman&lt; sq_T &gt;</a>
+, <a class="el" href="classBM.html#3dc45554556926bde996a267636abe55">BM</a>
+, <a class="el" href="classMPF.html#549e08268a46a250f21a33d06f19276a">MPF&lt; BM_T &gt;</a>
+<li>_mu()
+: <a class="el" href="classenorm.html#3be0cb541ec9b88e5aa3f60307bbc753">enorm&lt; sq_T &gt;</a>
+<li>_param()
+: <a class="el" href="classegamma.html#44445c56e60b91b377f207f8d5089790">egamma</a>
+<li>_R()
+: <a class="el" href="classenorm.html#8725c534863c4fc2bddef0edfb95a740">enorm&lt; sq_T &gt;</a>
+<li>_w()
+: <a class="el" href="classeEmp.html#31b2bfb73b72486a5c89f2ab850c7a9b">eEmp</a>
 </ul>
 <h3><a class="anchor" name="index_a">- a -</a></h3><ul>
 <li>add()
-: <a class="el" href="classRV.html#f068a86abb5a6e46fcf76c939d2ed2ec">RV</a>
+: <a class="el" href="classRV.html#18fa114b92017f7f80301a4f8d3a6382">RV</a>
 </ul>
 <h3><a class="anchor" name="index_b">- b -</a></h3><ul>
 <li>bayes()
-: <a class="el" href="classKalmanFull.html#048b13739b94c331cda08249b278552b">KalmanFull</a>
-, <a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">Kalman&lt; sq_T &gt;</a>
-, <a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM</a>
-, <a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">EKF&lt; sq_T &gt;</a>
+: <a class="el" href="classKalmanFull.html#13a041cd98ff157703766be275a657bb">KalmanFull</a>
+, <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman&lt; sq_T &gt;</a>
+, <a class="el" href="classPF.html#64f636bbd63bea9efd778214e6b631d3">PF</a>
+, <a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM</a>
+, <a class="el" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623">MPF&lt; BM_T &gt;</a>
+, <a class="el" href="classEKF.html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7">EKF&lt; sq_T &gt;</a>
 <li>bilinfn()
 : <a class="el" href="classbilinfn.html#af9f36282730d910a41b95f4d1fb8221">bilinfn</a>
 <li>BM()
-: <a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a>
+: <a class="el" href="classBM.html#605d28b426adb677c86a57ddb525132a">BM</a>
 </ul>
 <h3><a class="anchor" name="index_c">- c -</a></h3><ul>
@@ -86 +101 @@
 <li>cols()
 : <a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">sqmat</a>
+<li>condition()
+: <a class="el" href="classBMcond.html#3543cfe274c35f9033c24d8036a96c4d">BMcond</a>
+, <a class="el" href="classKFcondQR.html#c9ecf292a85327aa6309c9fd70ceb606">KFcondQR</a>
 <li>constfn()
 : <a class="el" href="classconstfn.html#d08acd7fac0ef3edfa59bbe48403f2bc">constfn</a>
@@ -100 +118 @@
 <li>diffbifn()
 : <a class="el" href="classdiffbifn.html#0b33e1bfa23be5ed234d172eb4c0e4b5">diffbifn</a>
-<li>dupdate()
-: <a class="el" href="classenorm.html#d1b0faf61260de09cf63bf823add5b32">enorm&lt; sq_T &gt;</a>
 </ul>
 <h3><a class="anchor" name="index_e">- e -</a></h3><ul>
+<li>eEF()
+: <a class="el" href="classeEF.html#702e24158366430bc24d57c7f64e1e9e">eEF</a>
+<li>egamma()
+: <a class="el" href="classegamma.html#4b1d34f3b244ea51a58ec10c468788c1">egamma</a>
 <li>EKF()
-: <a class="el" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e">EKF&lt; sq_T &gt;</a>
+: <a class="el" href="classEKF.html#ea4f3254cacf0a92d2a820b1201d049e">EKF&lt; sq_T &gt;</a>
+<li>emix()
+: <a class="el" href="classemix.html#b0ac204af8919c22bce72816ed82019e">emix</a>
+<li>epdf()
+: <a class="el" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd">epdf</a>
 <li>eval()
-: <a class="el" href="classbilinfn.html#e36a16e72e7f9fedf3cb18d2d5505a24">bilinfn</a>
+: <a class="el" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632">diffbifn</a>
+, <a class="el" href="classbilinfn.html#e36a16e72e7f9fedf3cb18d2d5505a24">bilinfn</a>
+, <a class="el" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">epdf</a>
+, <a class="el" href="classenorm.html#93107f05a8e9b34b64853767200121a4">enorm&lt; sq_T &gt;</a>
+, <a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">fnc</a>
+, <a class="el" href="classeuni.html#95f29237feb32fcadf570a181d5a0918">euni</a>
 , <a class="el" href="classdiffbifn.html#40d8a7eee45acc55cda33d43282faa03">diffbifn</a>
-, <a class="el" href="classenorm.html#93107f05a8e9b34b64853767200121a4">enorm&lt; sq_T &gt;</a>
-, <a class="el" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">epdf</a>
-, <a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">fnc</a>
+<li>evalpdflog()
+: <a class="el" href="classepdf.html#113c76c61d20e3f2a24ba322a73dfc51">epdf</a>
+, <a class="el" href="classeuni.html#830fca2ffb6786530529c57eabc81666">euni</a>
+, <a class="el" href="classenorm.html#9517594915e897584eaebbb057ed8881">enorm&lt; sq_T &gt;</a>
 </ul>
 <h3><a class="anchor" name="index_f">- f -</a></h3><ul>
@@ -120 +150 @@
 </ul>
 <h3><a class="anchor" name="index_g">- g -</a></h3><ul>
+<li>Gamma_RNG()
+: <a class="el" href="classitpp_1_1Gamma__RNG.html#e132860f825f427d63652edd02c25b54">itpp::Gamma_RNG</a>
+<li>get_setup()
+: <a class="el" href="classitpp_1_1Gamma__RNG.html#8e666953249038f262cece2d3ed952d6">itpp::Gamma_RNG</a>
 <li>getdata()
-: <a class="el" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1">DS</a>
+: <a class="el" href="classMemDS.html#23522b9e7dd0bb0c365cc9cde4c05449">MemDS</a>
+, <a class="el" href="classDS.html#4027575bc66ea358f9b03dd3be28fe1e">DS</a>
 , <a class="el" href="classMemDS.html#900f1e1c9eb950f87e557c068628e60e">MemDS</a>
-, <a class="el" href="classDS.html#4027575bc66ea358f9b03dd3be28fe1e">DS</a>
 </ul>
 <h3><a class="anchor" name="index_i">- i -</a></h3><ul>
@@ -133 +167 @@
 <h3><a class="anchor" name="index_k">- k -</a></h3><ul>
 <li>Kalman()
-: <a class="el" href="classKalman.html#96958a5ebfa966d892137987f265083a">Kalman&lt; sq_T &gt;</a>
+: <a class="el" href="classKalman.html#3d56b0a97b8c1e25fdd3b10eef3c2ad3">Kalman&lt; sq_T &gt;</a>
 <li>KalmanFull()
 : <a class="el" href="classKalmanFull.html#7197ab6e7380790006394eabd3b97043">KalmanFull</a>
@@ -142 +176 @@
 , <a class="el" href="classMemDS.html#5f72b555e0e4a61de1440c457cf57007">MemDS</a>
 <li>logdet()
-: <a class="el" href="classsqmat.html#5c852819589f74cdaefbd648c0ce8547">sqmat</a>
-, <a class="el" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3">fsqmat</a>
+: <a class="el" href="classsqmat.html#0a772b396750eeeed85d69fa72478b45">sqmat</a>
+, <a class="el" href="classfsqmat.html#eb0d1358f536e4453b5f99d0418ca1e5">fsqmat</a>
 </ul>
 <h3><a class="anchor" name="index_m">- m -</a></h3><ul>
+<li>mean()
+: <a class="el" href="classepdf.html#5b61fae74d370d2216576d598c1a74ef">epdf</a>
+, <a class="el" href="classenorm.html#191c1220c3ddd0c5f54e78f19b57ebd5">enorm&lt; sq_T &gt;</a>
+, <a class="el" href="classemix.html#dcb3f927bf061eac6229850158ca1558">emix</a>
+, <a class="el" href="classeuni.html#34a2f2d23158c40b97b44dfe551a1b3d">euni</a>
+, <a class="el" href="classegamma.html#6617890ffa40767fc196876534d4119d">egamma</a>
+, <a class="el" href="classeEmp.html#de42454cb65a17fd8662d207dd59aacf">eEmp</a>
+<li>mgamma()
+: <a class="el" href="classmgamma.html#af43e61b86900c0398d5c0ffc83b94e6">mgamma</a>
+<li>mlnorm()
+: <a class="el" href="classmlnorm.html#f927203b3f31171c5c10ffc7caa797f5">mlnorm&lt; sq_T &gt;</a>
+<li>mpdf()
+: <a class="el" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f">mpdf</a>
+<li>MPF()
+: <a class="el" href="classMPF.html#827a66609cf69a832535d52233f76fa0">MPF&lt; BM_T &gt;</a>
 <li>mult_sym()
-: <a class="el" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157">sqmat</a>
-, <a class="el" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518">fsqmat</a>
+: <a class="el" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa">sqmat</a>
+, <a class="el" href="classfsqmat.html#5530d2756b5d991de755e6121c9a452e">fsqmat</a>
+<li>mult_sym_t()
+: <a class="el" href="classfsqmat.html#92052a8adc2054b63e42d1373d145c89">fsqmat</a>
+, <a class="el" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325">sqmat</a>
 </ul>
 <h3><a class="anchor" name="index_o">- o -</a></h3><ul>
 <li>operator()()
-: <a class="el" href="classRV.html#28bbcb8873bafdac317bafb7b481cc45">RV</a>
+: <a class="el" href="classitpp_1_1Gamma__RNG.html#98e2e65456bca33fca602b2bd607235e">itpp::Gamma_RNG</a>
+, <a class="el" href="classRV.html#28bbcb8873bafdac317bafb7b481cc45">RV</a>
+, <a class="el" href="classitpp_1_1Gamma__RNG.html#7b82b9d6c35579ab04f1a86a17571b47">itpp::Gamma_RNG</a>
 <li>opupdt()
 : <a class="el" href="classfsqmat.html#b36530e155667fe9f1bd58394e50c65a">fsqmat</a>
@@ -159 +213 @@
 <h3><a class="anchor" name="index_q">- q -</a></h3><ul>
 <li>qform()
-: <a class="el" href="classsqmat.html#44e079468bc8bfccf634dc85b32ba6be">sqmat</a>
-, <a class="el" href="classfsqmat.html#6d047b9f7a27dfc093303a13cc9b1fba">fsqmat</a>
+: <a class="el" href="classsqmat.html#90f97cdf9de08ead4f0648419b3aa4ce">sqmat</a>
+, <a class="el" href="classfsqmat.html#1eec8762a2299d83c7b7cd6bf6cbc1ad">fsqmat</a>
 </ul>
 <h3><a class="anchor" name="index_r">- r -</a></h3><ul>
 <li>resample()
-: <a class="el" href="classPF.html#a0e26b2f6a5884aca49122f3e4f0cf19">PF</a>
+: <a class="el" href="classeEmp.html#77268292fc4465cb73ddbfb1f2932a59">eEmp</a>
 <li>rows()
 : <a class="el" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">sqmat</a>
@@ -174 +228 @@
 : <a class="el" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa">epdf</a>
 , <a class="el" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">enorm&lt; sq_T &gt;</a>
+, <a class="el" href="classemix.html#3eb9a8e12ce1c5c8a3ddb245354b6941">emix</a>
+, <a class="el" href="classeuni.html#0f71562e3e919aba823cb7d9d420ad4c">euni</a>
+, <a class="el" href="classegamma.html#0a2186a586432c2c3f22d09c5341890f">egamma</a>
+, <a class="el" href="classeEmp.html#c9b44099a400579b88aff9f5afaf9c13">eEmp</a>
 <li>samplecond()
-: <a class="el" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41">mpdf</a>
+: <a class="el" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18">mlnorm&lt; sq_T &gt;</a>
+, <a class="el" href="classmgamma.html#9f40dc43885085fad8e3d6652b79e139">mgamma</a>
+, <a class="el" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41">mpdf</a>
+<li>set_est()
+: <a class="el" href="classKalman.html#80bcf29466d9a9dd2b8f74699807d0c0">Kalman&lt; sq_T &gt;</a>
+<li>set_parameters()
+: <a class="el" href="classKalman.html#239b28a0380946f5749b2f8d2807f93a">Kalman&lt; sq_T &gt;</a>
+, <a class="el" href="classegamma.html#8e348b89be82b70471fe8c5630f61339">egamma</a>
+<li>setup()
+: <a class="el" href="classitpp_1_1Gamma__RNG.html#dfaae19411e39aa87e1f72e409b6babe">itpp::Gamma_RNG</a>
 <li>sqrt_mult()
-: <a class="el" href="classsqmat.html#b5236c8a050199e1a9d338b0da1a08d2">sqmat</a>
-, <a class="el" href="classfsqmat.html#6648dd4291b809cce14e8497d0433ad3">fsqmat</a>
+: <a class="el" href="classsqmat.html#975ddc7e8035d8d4e6cbd52dd99c248c">sqmat</a>
+, <a class="el" href="classfsqmat.html#2288389e2d47bd9df112815ef570c5c9">fsqmat</a>
 <li>step()
 : <a class="el" href="classMemDS.html#21916feb3e5ff960855c09b06a0d279b">MemDS</a>
@@ -202 +269 @@
 , <a class="el" href="classDS.html#f4ae51a3bc1267a6a52fc229973afe85">DS</a>
 </ul>
-<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by&nbsp;
+<h3><a class="anchor" name="index_~">- ~ -</a></h3><ul>
+<li>~BM()
+: <a class="el" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">BM</a>
+<li>~epdf()
+: <a class="el" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396">epdf</a>
+<li>~fnc()
+: <a class="el" href="classfnc.html#17164c202f6feee3d708b8caab6306ab">fnc</a>
+<li>~fsqmat()
+: <a class="el" href="classfsqmat.html#2a8f104e4befbc2aa90d8b11edfedb2e">fsqmat</a>
+<li>~mpdf()
+: <a class="el" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb">mpdf</a>
+<li>~sqmat()
+: <a class="el" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656">sqmat</a>
+</ul>
+<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:41 2008 for mixpp by&nbsp;
 <a href="http://www.doxygen.org/index.html">
 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>