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Matrix in Cholesky decomposition, Square-root Kalman and many bug fixes

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[8]1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
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3<title>mixpp: RV Class Reference</title>
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9  <ul>
10    <li><a href="index.html"><span>Main&nbsp;Page</span></a></li>
11    <li class="current"><a href="annotated.html"><span>Classes</span></a></li>
12    <li><a href="files.html"><span>Files</span></a></li>
[28]13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
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17  <ul>
18    <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
19    <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
20    <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
21  </ul>
22</div>
23<h1>RV Class Reference</h1><!-- doxytag: class="RV" -->Class representing variables, most often random variables. 
24<a href="#_details">More...</a>
25<p>
26<code>#include &lt;<a class="el" href="libBM_8h-source.html">libBM.h</a>&gt;</code>
27<p>
28
29<p>
30<a href="classRV-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
31<tr><td></td></tr>
32<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[33]33<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e032d2e90e5b6e156d15f137caca940f"></a><!-- doxytag: member="RV::RV" ref="e032d2e90e5b6e156d15f137caca940f" args="(ivec in_ids, Array&lt; std::string &gt; in_names, ivec in_sizes, ivec in_times)" -->
34&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#e032d2e90e5b6e156d15f137caca940f">RV</a> (ivec in_ids, Array&lt; std::string &gt; in_names, ivec in_sizes, ivec in_times)</td></tr>
[8]35
36<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Full constructor which is called by the others. <br></td></tr>
37<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf911c3900214460ade1366b04058462"></a><!-- doxytag: member="RV::RV" ref="cf911c3900214460ade1366b04058462" args="(ivec ids)" -->
[33]38&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#cf911c3900214460ade1366b04058462">RV</a> (ivec <a class="el" href="classRV.html#1bd7165140f4b880a7f344bbb1c433f9">ids</a>)</td></tr>
[8]39
40<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">default constructor <br></td></tr>
41<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6a22f5c06d6403870d4e414b1993bf9e"></a><!-- doxytag: member="RV::RV" ref="6a22f5c06d6403870d4e414b1993bf9e" args="()" -->
42&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e">RV</a> ()</td></tr>
43
44<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Empty constructor will be set later. <br></td></tr>
[22]45<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f5c7b8bd589eef09ccdf3329a0addea0"></a><!-- doxytag: member="RV::count" ref="f5c7b8bd589eef09ccdf3329a0addea0" args="() const " -->
46int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0">count</a> () const </td></tr>
[8]47
48<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return length (number of scalars) of the <a class="el" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>. <br></td></tr>
[19]49<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6b078b1086224aca3a9e5a203e647fb6"></a><!-- doxytag: member="RV::find" ref="6b078b1086224aca3a9e5a203e647fb6" args="(RV rv2)" -->
50ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#6b078b1086224aca3a9e5a203e647fb6">find</a> (<a class="el" href="classRV.html">RV</a> rv2)</td></tr>
[8]51
52<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Find indexes of another rv in self. <br></td></tr>
[33]53<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4fc941a5ebc9f82aa372f54f2e02dab2"></a><!-- doxytag: member="RV::add" ref="4fc941a5ebc9f82aa372f54f2e02dab2" args="(const RV &amp;rv2)" -->
54void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#4fc941a5ebc9f82aa372f54f2e02dab2">add</a> (const <a class="el" href="classRV.html">RV</a> &amp;rv2)</td></tr>
[8]55
56<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Add (concat) another variable to the current one. <br></td></tr>
[19]57<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c5ec5e913fc598e242cb930ae8bdf4a"></a><!-- doxytag: member="RV::subt" ref="4c5ec5e913fc598e242cb930ae8bdf4a" args="(RV rv2)" -->
58<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#4c5ec5e913fc598e242cb930ae8bdf4a">subt</a> (<a class="el" href="classRV.html">RV</a> rv2)</td></tr>
[8]59
60<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Subtract another variable from the current one. <br></td></tr>
[19]61<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2bf35b18a32aad419f0516273939628e"></a><!-- doxytag: member="RV::subselect" ref="2bf35b18a32aad419f0516273939628e" args="(ivec ind)" -->
62<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#2bf35b18a32aad419f0516273939628e">subselect</a> (ivec ind)</td></tr>
[8]63
64<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Select only variables at indeces ind. <br></td></tr>
65<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="28bbcb8873bafdac317bafb7b481cc45"></a><!-- doxytag: member="RV::operator()" ref="28bbcb8873bafdac317bafb7b481cc45" args="(ivec ind)" -->
66<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#28bbcb8873bafdac317bafb7b481cc45">operator()</a> (ivec ind)</td></tr>
67
68<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Select only variables at indeces ind. <br></td></tr>
69<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e0a158d53ab9430627241f844f4c9a60"></a><!-- doxytag: member="RV::t" ref="e0a158d53ab9430627241f844f4c9a60" args="(int delta)" -->
70void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#e0a158d53ab9430627241f844f4c9a60">t</a> (int delta)</td></tr>
71
72<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Generate new <code><a class="el" href="classRV.html" title="Class representing variables, most often random variables.">RV</a></code> with <code>time</code> shifted by delta. <br></td></tr>
[22]73<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8470cf53be6e7bdba78ad0efbd203ee7"></a><!-- doxytag: member="RV::indexlist" ref="8470cf53be6e7bdba78ad0efbd203ee7" args="()" -->
74ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#8470cf53be6e7bdba78ad0efbd203ee7">indexlist</a> ()</td></tr>
75
76<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">generate a list of indeces, i.e. which <br></td></tr>
[32]77<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
78<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0cae53d262be90a775a99a198e17fa58"></a><!-- doxytag: member="RV::size" ref="0cae53d262be90a775a99a198e17fa58" args="" -->
79int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#0cae53d262be90a775a99a198e17fa58">size</a></td></tr>
80
81<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">size = sum of sizes <br></td></tr>
82<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0d7b36e2bbccf880c8fcf1e8cc43c1a9"></a><!-- doxytag: member="RV::len" ref="0d7b36e2bbccf880c8fcf1e8cc43c1a9" args="" -->
83int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9">len</a></td></tr>
84
85<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">len = number of individual rvs <br></td></tr>
86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1bd7165140f4b880a7f344bbb1c433f9"></a><!-- doxytag: member="RV::ids" ref="1bd7165140f4b880a7f344bbb1c433f9" args="" -->
[33]87ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#1bd7165140f4b880a7f344bbb1c433f9">ids</a></td></tr>
[32]88
[33]89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Vector of unique IDs. <br></td></tr>
[32]90<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c878aab13f34b420e1eb5b485563682b"></a><!-- doxytag: member="RV::sizes" ref="c878aab13f34b420e1eb5b485563682b" args="" -->
[33]91ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#c878aab13f34b420e1eb5b485563682b">sizes</a></td></tr>
[32]92
[33]93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Vector of sizes. <br></td></tr>
[32]94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="646e530c47a2dd38254b778d9f11ac89"></a><!-- doxytag: member="RV::times" ref="646e530c47a2dd38254b778d9f11ac89" args="" -->
[33]95ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#646e530c47a2dd38254b778d9f11ac89">times</a></td></tr>
[32]96
[33]97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Vector of shifts from current time. <br></td></tr>
[32]98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="df5d0030b277a1db2f1fd5fb79152acb"></a><!-- doxytag: member="RV::names" ref="df5d0030b277a1db2f1fd5fb79152acb" args="" -->
[33]99Array&lt; std::string &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#df5d0030b277a1db2f1fd5fb79152acb">names</a></td></tr>
[32]100
[33]101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Array of names. <br></td></tr>
[8]102<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cad6f15535d10437f6690cb4492176a8"></a><!-- doxytag: member="RV::operator&lt;&lt;" ref="cad6f15535d10437f6690cb4492176a8" args="(std::ostream &amp;os, const RV &amp;rv)" -->
104std::ostream &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#cad6f15535d10437f6690cb4492176a8">operator&lt;&lt;</a> (std::ostream &amp;os, const <a class="el" href="classRV.html">RV</a> &amp;rv)</td></tr>
105
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Printing output e.g. for debugging. <br></td></tr>
[33]107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="33c114e83980d883c5b211c47d5322a4"></a><!-- doxytag: member="RV::concat" ref="33c114e83980d883c5b211c47d5322a4" args="(const RV &amp;rv1, const RV &amp;rv2)" -->
108<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#33c114e83980d883c5b211c47d5322a4">concat</a> (const <a class="el" href="classRV.html">RV</a> &amp;rv1, const <a class="el" href="classRV.html">RV</a> &amp;rv2)</td></tr>
109
110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Add (concat) another variable to the current one. <br></td></tr>
[8]111</table>
112<hr><a name="_details"></a><h2>Detailed Description</h2>
113Class representing variables, most often random variables.
114<p>
115More?... <hr>The documentation for this class was generated from the following files:<ul>
[19]116<li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a><li>work/mixpp/bdm/stat/libBM.cpp</ul>
[37]117<hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 12 16:15:53 2008 for mixpp by&nbsp;
[8]118<a href="http://www.doxygen.org/index.html">
119<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
120</body>
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