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| [261] | 21 | <li><a href="classes.html"><span>Alphabetical List</span></a></li> |
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| [91] | 22 | <li class="current"><a href="annotated.html"><span>Class List</span></a></li> |
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| 23 | <li><a href="hierarchy.html"><span>Class Hierarchy</span></a></li> |
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| 24 | <li><a href="functions.html"><span>Class Members</span></a></li> |
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| [3] | 27 | </div> |
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| [91] | 28 | <div class="contents"> |
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| 29 | <h1>Class List</h1>Here are the classes, structs, unions and interfaces with brief descriptions:<table> |
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| [255] | 30 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1ARX.html">bdm::ARX</a></td><td class="indexvalue">Linear Autoregressive model with Gaussian noise </td></tr> |
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| [261] | 31 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1ArxDS.html">bdm::ArxDS</a></td><td class="indexvalue">Generator of <a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> data </td></tr> |
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| 32 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1bdmroot.html">bdm::bdmroot</a></td><td class="indexvalue">Root class of BDM objects </td></tr> |
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| [255] | 33 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1bilinfn.html">bdm::bilinfn</a></td><td class="indexvalue">Class representing function <img class="formulaInl" alt="$f(x,u) = Ax+Bu$" src="form_48.png"> </td></tr> |
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| [269] | 34 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1BM.html">bdm::BM</a></td><td class="indexvalue">Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities </td></tr> |
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| [255] | 35 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1BMcond.html">bdm::BMcond</a></td><td class="indexvalue">Conditional Bayesian Filter </td></tr> |
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| 36 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1BMEF.html">bdm::BMEF</a></td><td class="indexvalue">Estimator for Exponential family </td></tr> |
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| [37] | 37 | <tr><td class="indexkey"><a class="el" href="classchmat.html">chmat</a></td><td class="indexvalue">Symmetric matrix stored in square root decomposition using upper cholesky </td></tr> |
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| [261] | 38 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1compositepdf.html">bdm::compositepdf</a></td><td class="indexvalue">Abstract composition of pdfs, will be used for specific classes this abstract class is common to <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> and <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> </td></tr> |
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| [255] | 39 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1constfn.html">bdm::constfn</a></td><td class="indexvalue">Class representing function <img class="formulaInl" alt="$f(x) = a$" src="form_45.png">, here <code>rv</code> is empty </td></tr> |
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| [269] | 40 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1datalink__e2e.html">bdm::datalink_e2e</a></td><td class="indexvalue">DataLink is a connection between two data vectors Up and Down </td></tr> |
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| [255] | 41 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1datalink__m2e.html">bdm::datalink_m2e</a></td><td class="indexvalue">Data link between </td></tr> |
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| 42 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1datalink__m2m.html">bdm::datalink_m2m</a></td><td class="indexvalue"></td></tr> |
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| 43 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1diffbifn.html">bdm::diffbifn</a></td><td class="indexvalue">Class representing a differentiable function of two variables <img class="formulaInl" alt="$f(x,u)$" src="form_47.png"> </td></tr> |
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| 44 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1dirfilelog.html">bdm::dirfilelog</a></td><td class="indexvalue">Logging into dirfile with buffer in memory </td></tr> |
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| 45 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1DS.html">bdm::DS</a></td><td class="indexvalue">Abstract class for discrete-time sources of data </td></tr> |
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| 46 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1eDirich.html">bdm::eDirich</a></td><td class="indexvalue">Dirichlet posterior density </td></tr> |
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| 47 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1eEF.html">bdm::eEF</a></td><td class="indexvalue">General conjugate exponential family posterior density </td></tr> |
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| 48 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1eEmp.html">bdm::eEmp</a></td><td class="indexvalue">Weighted empirical density </td></tr> |
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| 49 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1egamma.html">bdm::egamma</a></td><td class="indexvalue">Gamma posterior density </td></tr> |
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| 50 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1egiw.html">bdm::egiw</a></td><td class="indexvalue">Gauss-inverse-Wishart density stored in LD form </td></tr> |
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| 51 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1eigamma.html">bdm::eigamma</a></td><td class="indexvalue">Inverse-Gamma posterior density </td></tr> |
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| 52 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1EKF.html">bdm::EKF< sq_T ></a></td><td class="indexvalue">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter </td></tr> |
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| 53 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1EKFCh.html">bdm::EKFCh</a></td><td class="indexvalue">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in Square root </td></tr> |
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| 54 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1EKFCh__cond.html">bdm::EKFCh_cond</a></td><td class="indexvalue">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown parameters in <code>IM</code> </td></tr> |
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| 55 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1EKFCh__unQ.html">bdm::EKFCh_unQ</a></td><td class="indexvalue">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter in Choleski form with unknown <code>Q</code> </td></tr> |
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| 56 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1EKFful__unQR.html">bdm::EKFful_unQR</a></td><td class="indexvalue">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code> and <code>R</code> </td></tr> |
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| 57 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1EKFfull.html">bdm::EKFfull</a></td><td class="indexvalue">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in full matrices </td></tr> |
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| 58 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1emix.html">bdm::emix</a></td><td class="indexvalue">Mixture of epdfs </td></tr> |
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| 59 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1enorm.html">bdm::enorm< sq_T ></a></td><td class="indexvalue">Gaussian density with positive definite (decomposed) covariance matrix </td></tr> |
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| 60 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1epdf.html">bdm::epdf</a></td><td class="indexvalue">Probability density function with numerical statistics, e.g. posterior density </td></tr> |
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| 61 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1eprod.html">bdm::eprod</a></td><td class="indexvalue">Product of independent epdfs. For dependent pdfs, use <a class="el" href="classbdm_1_1mprod.html" title="Chain rule decomposition of epdf.">mprod</a> </td></tr> |
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| 62 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1euni.html">bdm::euni</a></td><td class="indexvalue">Uniform distributed density on a rectangular support </td></tr> |
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| 63 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1fnc.html">bdm::fnc</a></td><td class="indexvalue">Class representing function <img class="formulaInl" alt="$f(x)$" src="form_35.png"> of variable <img class="formulaInl" alt="$x$" src="form_28.png"> represented by <code>rv</code> </td></tr> |
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| [8] | 64 | <tr><td class="indexkey"><a class="el" href="classfsqmat.html">fsqmat</a></td><td class="indexvalue">Fake <a class="el" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a>. This class maps <a class="el" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> operations to operations on full matrix </td></tr> |
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| [255] | 65 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1Kalman.html">bdm::Kalman< sq_T ></a></td><td class="indexvalue"><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with covariance matrices in square root form </td></tr> |
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| 66 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1KalmanCh.html">bdm::KalmanCh</a></td><td class="indexvalue"><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter in square root form </td></tr> |
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| 67 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1KalmanFull.html">bdm::KalmanFull</a></td><td class="indexvalue">Basic <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with full matrices (education purpose only)! Will be deleted soon! </td></tr> |
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| 68 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1KFcondQR.html">bdm::KFcondQR</a></td><td class="indexvalue"><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter with conditional diagonal matrices R and Q </td></tr> |
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| 69 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1KFcondR.html">bdm::KFcondR</a></td><td class="indexvalue"><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter with conditional diagonal matrices R and Q </td></tr> |
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| [181] | 70 | <tr><td class="indexkey"><a class="el" href="classldmat.html">ldmat</a></td><td class="indexvalue">Matrix stored in LD form, (commonly known as UD) </td></tr> |
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| [255] | 71 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1linfn.html">bdm::linfn</a></td><td class="indexvalue">Class representing function <img class="formulaInl" alt="$f(x) = Ax+B$" src="form_46.png"> </td></tr> |
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| [269] | 72 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1logger.html">bdm::logger</a></td><td class="indexvalue">Class for storing results (and semi-results) of an experiment </td></tr> |
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| [255] | 73 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1mEF.html">bdm::mEF</a></td><td class="indexvalue">Exponential family model </td></tr> |
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| [261] | 74 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1MemDS.html">bdm::MemDS</a></td><td class="indexvalue">Memory storage of off-line data column-wise </td></tr> |
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| [255] | 75 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1memlog.html">bdm::memlog</a></td><td class="indexvalue">Logging into matrices in data format in memory </td></tr> |
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| 76 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1mepdf.html">bdm::mepdf</a></td><td class="indexvalue">Unconditional <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>, allows using <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> in the role of <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> </td></tr> |
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| 77 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1merger.html">bdm::merger</a></td><td class="indexvalue">Function for general combination of pdfs </td></tr> |
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| 78 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1mgamma.html">bdm::mgamma</a></td><td class="indexvalue">Gamma random walk </td></tr> |
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| 79 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1mgamma__fix.html">bdm::mgamma_fix</a></td><td class="indexvalue">Gamma random walk around a fixed point </td></tr> |
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| 80 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1migamma.html">bdm::migamma</a></td><td class="indexvalue">Inverse-Gamma random walk </td></tr> |
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| 81 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1migamma__fix.html">bdm::migamma_fix</a></td><td class="indexvalue">Inverse-Gamma random walk around a fixed point </td></tr> |
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| 82 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1MixEF.html">bdm::MixEF</a></td><td class="indexvalue">Mixture of Exponential Family Densities </td></tr> |
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| 83 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1mlnorm.html">bdm::mlnorm< sq_T ></a></td><td class="indexvalue">Normal distributed linear function with linear function of mean value; </td></tr> |
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| 84 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1mlstudent.html">bdm::mlstudent</a></td><td class="indexvalue"></td></tr> |
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| 85 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1mmix.html">bdm::mmix</a></td><td class="indexvalue">Mixture of mpdfs with constant weights, all mpdfs are of equal type </td></tr> |
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| 86 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1mpdf.html">bdm::mpdf</a></td><td class="indexvalue">Conditional probability density, e.g. modeling some dependencies </td></tr> |
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| 87 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1MPF.html">bdm::MPF< BM_T ></a></td><td class="indexvalue">Marginalized Particle filter </td></tr> |
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| 88 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1mprod.html">bdm::mprod</a></td><td class="indexvalue">Chain rule decomposition of <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> </td></tr> |
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| 89 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1mratio.html">bdm::mratio</a></td><td class="indexvalue">Class representing ratio of two densities which arise e.g. by applying the Bayes rule. It represents density in the form: <p class="formulaDsp"> |
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| [210] | 90 | <img class="formulaDsp" alt="\[ f(rv|rvc) = \frac{f(rv,rvc)}{f(rvc)} \]" src="form_79.png"> |
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| 91 | <p> |
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| 92 | where <img class="formulaInl" alt="$ f(rvc) = \int f(rv,rvc) d\ rv $" src="form_80.png"> </td></tr> |
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| [255] | 93 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1multiBM.html">bdm::multiBM</a></td><td class="indexvalue">Estimator for Multinomial density </td></tr> |
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| 94 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1PF.html">bdm::PF</a></td><td class="indexvalue">Trivial particle filter with proposal density equal to parameter evolution model </td></tr> |
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| 95 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1RV.html">bdm::RV</a></td><td class="indexvalue">Class representing variables, most often random variables </td></tr> |
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| [8] | 96 | <tr><td class="indexkey"><a class="el" href="classsqmat.html">sqmat</a></td><td class="indexvalue">Virtual class for representation of double symmetric matrices in square-root form </td></tr> |
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| [255] | 97 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1str.html">bdm::str</a></td><td class="indexvalue">Structure of <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> (used internally), i.e. expanded RVs </td></tr> |
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| [269] | 98 | <tr><td class="indexkey"><a class="el" href="classUIARX.html">UIARX</a></td><td class="indexvalue"></td></tr> |
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| [264] | 99 | <tr><td class="indexkey"><a class="el" href="classUIArxDS.html">UIArxDS</a></td><td class="indexvalue"></td></tr> |
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| 100 | <tr><td class="indexkey"><a class="el" href="classbdm_1_1UIbuilder.html">bdm::UIbuilder</a></td><td class="indexvalue">Builds computational object from a UserInfo structure </td></tr> |
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| [3] | 101 | </table> |
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| [91] | 102 | </div> |
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| [269] | 103 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 10:20:20 2009 for mixpp by |
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| [3] | 104 | <a href="http://www.doxygen.org/index.html"> |
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| [139] | 105 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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| [3] | 106 | </body> |
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| 107 | </html> |
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