Changeset 32 for doc/latex/libEF_8h.tex

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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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  • doc/latex/libEF_8h.tex

    r22 r32  
    66{\tt \#include \char`\"{}../math/libDC.h\char`\"{}}\par 
    77{\tt \#include \char`\"{}libBM.h\char`\"{}}\par 
     8{\tt \#include \char`\"{}../itpp\_\-ext.h\char`\"{}}\par 
    89 
    910 
     
    1213\begin{center} 
    1314\leavevmode 
    14 \includegraphics[width=116pt]{libEF_8h__incl} 
     15\includegraphics[width=157pt]{libEF_8h__incl} 
     16\end{center} 
     17\end{figure} 
     18 
     19 
     20This graph shows which files directly or indirectly include this file:\nopagebreak 
     21\begin{figure}[H] 
     22\begin{center} 
     23\leavevmode 
     24\includegraphics[width=191pt]{libEF_8h__dep__incl} 
    1525\end{center} 
    1626\end{figure} 
     
    2434class {\bf enorm$<$ sq\_\-T $>$} 
    2535\begin{CompactList}\small\item\em Gaussian density with positive definite (decomposed) covariance matrix. \item\end{CompactList}\item  
    26 class \textbf{mlnorm$<$ sq\_\-T $>$} 
     36class {\bf egamma} 
     37\begin{CompactList}\small\item\em Gamma posterior density. \item\end{CompactList}\item  
     38class {\bf emix} 
     39\begin{CompactList}\small\item\em Weighted mixture of epdfs with external owned components. \item\end{CompactList}\item  
     40class {\bf euni} 
     41\begin{CompactList}\small\item\em Uniform distributed density on a rectangular support. \item\end{CompactList}\item  
     42class {\bf mlnorm$<$ sq\_\-T $>$} 
     43\begin{CompactList}\small\item\em Normal distributed linear function with linear function of mean value;. \item\end{CompactList}\item  
     44class {\bf mgamma} 
     45\begin{CompactList}\small\item\em Gamma random walk. \item\end{CompactList}\item  
     46class {\bf eEmp} 
     47\begin{CompactList}\small\item\em Weighted empirical density. \item\end{CompactList}\end{CompactItemize} 
     48\subsection*{Enumerations} 
     49\begin{CompactItemize} 
     50\item  
     51enum {\bf RESAMPLING\_\-METHOD} \{ \textbf{MULTINOMIAL} =  0,  
     52\textbf{STRATIFIED} =  1,  
     53\textbf{SYSTEMATIC} =  3 
     54 \} 
     55\begin{CompactList}\small\item\em Switch between various resampling methods. \item\end{CompactList}\end{CompactItemize} 
     56\subsection*{Variables} 
     57\begin{CompactItemize} 
     58\item  
     59Uniform\_\-RNG {\bf UniRNG}\label{libEF_8h_2ae7dcdfebede774dd1b1f16cad10dd9} 
     60 
     61\begin{CompactList}\small\item\em Global Uniform\_\-RNG. \item\end{CompactList}\item  
     62Normal\_\-RNG \textbf{NorRNG}\label{libEF_8h_395c5925c8792aef3be4c360e91526c0} 
     63 
     64\item  
     65{\bf Gamma\_\-RNG} \textbf{GamRNG}\label{libEF_8h_884a8348c92a49725b78e2b6ab0bb802} 
     66 
    2767\end{CompactItemize} 
    2868