BM | Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities |
eEF | General conjugate exponential family posterior density |
enorm< sq_T > | General exponential family density |
epdf | Probability density function with numerical statistics, e.g. posterior density |
fnc | Class representing function of variables |
fsqmat | Fake sqmat. This class maps sqmat operations to operations on full matrix |
Kalman< sq_T > | Kalman filter with covaraince matrices in square root form |
KalmanFull | Basic Kalman filter with full matrices (education purpose only)! Will be deleted soon! |
mpdf | Conditional probability density, e.g. modeling some dependencies |
PF | A Particle Filter prototype |
RV | Class representing variables, most often random variables |
sqmat | Virtual class for representation of double symmetric matrices in square-root form |
TrivialPF | Trivial particle filter with proposal density that is not conditioned on the data |