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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

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1 modified

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  • doc/html/functions_vars.html

    r28 r32  
    3232<p> 
    3333<ul> 
     34<li>_iR 
     35: <a class="el" href="classenorm.html#82f39ac49911d7097f4bfe385deba355">enorm&lt; sq_T &gt;</a> 
     36<li>cached 
     37: <a class="el" href="classenorm.html#ae12db77283a96e0f14a3eae93dc3bf1">enorm&lt; sq_T &gt;</a> 
     38<li>dim 
     39: <a class="el" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e">enorm&lt; sq_T &gt;</a> 
     40<li>distance 
     41: <a class="el" href="classeuni.html#52a6ff4a54010f88a6a19fca605c64a4">euni</a> 
    3442<li>Drv 
    3543: <a class="el" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">DS</a> 
     44<li>ep 
     45: <a class="el" href="classmpdf.html#7aa894208a32f3487827df6d5054424c">mpdf</a> 
     46<li>ePdf 
     47: <a class="el" href="classPF.html#a2ac56d1e3ffbb4ff0b3f02e6399deb0">PF</a> 
     48<li>est 
     49: <a class="el" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424">Kalman&lt; sq_T &gt;</a> 
    3650<li>evalll 
    3751: <a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">BM</a> 
     52<li>fy 
     53: <a class="el" href="classKalman.html#e580ab06483952bd03f2e651763e184f">Kalman&lt; sq_T &gt;</a> 
     54<li>high 
     55: <a class="el" href="classeuni.html#71b6d6b41aeb61a7f76f682b72119231">euni</a> 
     56<li>len 
     57: <a class="el" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9">RV</a> 
    3858<li>ll 
    3959: <a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">BM</a> 
     60<li>low 
     61: <a class="el" href="classeuni.html#ef42cd8d7645422048d46c46ec5cdac1">euni</a> 
    4062<li>mu 
    4163: <a class="el" href="classKalmanFull.html#fb5aec635e2720cc5ac31bc01c18a68a">KalmanFull</a> 
    42 , <a class="el" href="classKalman.html#3063a3f58a74cea672ae889971012eed">Kalman&lt; sq_T &gt;</a> 
     64, <a class="el" href="classenorm.html#71fde0d54bba147e00f612577f95ad20">enorm&lt; sq_T &gt;</a> 
     65<li>n 
     66: <a class="el" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280">PF</a> 
     67, <a class="el" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd">eEmp</a> 
     68<li>nk 
     69: <a class="el" href="classeuni.html#63105490e946e43372d6187ad1bafdda">euni</a> 
     70<li>obs 
     71: <a class="el" href="classPF.html#dd0a687a4515333d6809147335854e77">PF</a> 
    4372<li>P 
    4473: <a class="el" href="classKalmanFull.html#b75dc059e84fa8ffc076203b30f926cc">KalmanFull</a> 
    45 , <a class="el" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3">Kalman&lt; sq_T &gt;</a> 
     74<li>par 
     75: <a class="el" href="classPF.html#d92ac103f88f8c21e197e90af5695a09">PF</a> 
     76<li>R 
     77: <a class="el" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1">enorm&lt; sq_T &gt;</a> 
     78<li>rv 
     79: <a class="el" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">mpdf</a> 
     80, <a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">BM</a> 
     81<li>rvc 
     82: <a class="el" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">mpdf</a> 
     83<li>samples 
     84: <a class="el" href="classPF.html#361743a0b5b89de1a29e91d1343b2565">PF</a> 
     85<li>size 
     86: <a class="el" href="classRV.html#0cae53d262be90a775a99a198e17fa58">RV</a> 
    4687<li>Urv 
    4788: <a class="el" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">DS</a> 
     89<li>w 
     90: <a class="el" href="classPF.html#a97d12da4d1832c0b0c6ec5877f921f0">PF</a> 
    4891</ul> 
    49 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by&nbsp; 
     92<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:41 2008 for mixpp by&nbsp; 
    5093<a href="http://www.doxygen.org/index.html"> 
    5194<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>