MatrixFactory.getDefault().copyArray(new double[][] {
{1d, 0d},
{0d, 1d}}));
final int N = 100;
final List<ObservedValue<Vector, Matrix>> observations = Lists.newArrayList();
final LogisticDistribution ev1Dist = new LogisticDistribution(0d, 1d);
List<SimObservedValue<Vector, Matrix, Vector>> dlmSamples = DlmUtils.sampleDlm(
rng, N, trueInitialPrior, initialFilter);
for (SimObservedValue<Vector, Matrix, Vector> samplePair : dlmSamples) {
final double ev1Upper = -Math.log(-Math.log(rng.nextDouble()));