1 | digraph G |
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2 | { |
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3 | edge [fontname="FreeSans",fontsize=10,labelfontname="FreeSans",labelfontsize=10]; |
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4 | node [fontname="FreeSans",fontsize=10,shape=record]; |
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5 | rankdir=LR; |
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6 | Node1 [label="bdm::bdmroot",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1bdmroot.html",tooltip="Root class of BDM objects."]; |
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7 | Node1 -> Node2 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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8 | Node2 [label="bdm::BM",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1BM.html",tooltip="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities."]; |
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9 | Node2 -> Node3 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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10 | Node3 [label="bdm::BMEF",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1BMEF.html",tooltip="Estimator for Exponential family."]; |
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11 | Node3 -> Node4 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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12 | Node4 [label="bdm::ARX",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1ARX.html",tooltip="Linear Autoregressive model with Gaussian noise."]; |
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13 | Node3 -> Node5 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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14 | Node5 [label="bdm::MixEF",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1MixEF.html",tooltip="Mixture of Exponential Family Densities."]; |
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15 | Node3 -> Node6 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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16 | Node6 [label="bdm::multiBM",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1multiBM.html",tooltip="Estimator for Multinomial density."]; |
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17 | Node2 -> Node7 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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18 | Node7 [label="bdm::EKFfull",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1EKFfull.html",tooltip="Extended Kalman Filter in full matrices."]; |
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19 | Node7 -> Node8 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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20 | Node8 [label="bdm::EKFful_unQR",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1EKFful__unQR.html",tooltip="Extended Kalman filter with unknown Q and R."]; |
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21 | Node2 -> Node9 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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22 | Node9 [label="bdm::Kalman\< sq_T \>",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1Kalman.html",tooltip="Kalman filter with covariance matrices in square root form."]; |
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23 | Node2 -> Node10 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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24 | Node10 [label="bdm::PF",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1PF.html",tooltip="Trivial particle filter with proposal density equal to parameter evolution model..."]; |
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25 | Node10 -> Node11 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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26 | Node11 [label="bdm::MPF\< BM_T \>",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1MPF.html",tooltip="Marginalized Particle filter."]; |
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27 | Node2 -> Node12 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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28 | Node12 [label="bdm::Kalman\< chmat \>",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1Kalman.html"]; |
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29 | Node12 -> Node13 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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30 | Node13 [label="bdm::KalmanCh",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1KalmanCh.html",tooltip="Kalman filter in square root form."]; |
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31 | Node13 -> Node14 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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32 | Node14 [label="bdm::EKFCh",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1EKFCh.html",tooltip="Extended Kalman Filter in Square root."]; |
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33 | Node14 -> Node15 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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34 | Node15 [label="bdm::EKFCh_cond",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1EKFCh__cond.html",tooltip="Extended Kalman filter with unknown parameters in IM."]; |
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35 | Node14 -> Node16 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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36 | Node16 [label="bdm::EKFCh_unQ",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1EKFCh__unQ.html",tooltip="Extended Kalman filter in Choleski form with unknown Q."]; |
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37 | Node2 -> Node17 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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38 | Node17 [label="bdm::Kalman\< fsqmat \>",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1Kalman.html"]; |
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39 | Node17 -> Node18 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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40 | Node18 [label="bdm::EKF\< sq_T \>",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1EKF.html",tooltip="Extended Kalman Filter."]; |
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41 | Node2 -> Node19 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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42 | Node19 [label="bdm::Kalman\< ldmat \>",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1Kalman.html"]; |
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43 | Node19 -> Node20 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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44 | Node20 [label="bdm::KFcondQR",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1KFcondQR.html",tooltip="Kalman Filter with conditional diagonal matrices R and Q."]; |
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45 | Node19 -> Node21 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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46 | Node21 [label="bdm::KFcondR",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1KFcondR.html",tooltip="Kalman Filter with conditional diagonal matrices R and Q."]; |
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47 | Node1 -> Node22 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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48 | Node22 [label="bdm::BMcond",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1BMcond.html",tooltip="Conditional Bayesian Filter."]; |
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49 | Node22 -> Node15 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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50 | Node22 -> Node16 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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51 | Node22 -> Node8 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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52 | Node22 -> Node20 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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53 | Node22 -> Node21 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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54 | Node1 -> Node23 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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55 | Node23 [label="bdm::DS",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1DS.html",tooltip="Abstract class for discrete-time sources of data."]; |
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56 | Node23 -> Node24 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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57 | Node24 [label="bdm::ArxDS",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1ArxDS.html",tooltip="Generator of ARX data."]; |
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58 | Node23 -> Node25 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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59 | Node25 [label="bdm::MemDS",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1MemDS.html",tooltip="Memory storage of off-line data column-wise."]; |
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60 | Node1 -> Node26 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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61 | Node26 [label="bdm::epdf",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1epdf.html",tooltip="Probability density function with numerical statistics, e.g. posterior density."]; |
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62 | Node26 -> Node27 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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63 | Node27 [label="bdm::eEF",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1eEF.html",tooltip="General conjugate exponential family posterior density."]; |
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64 | Node27 -> Node28 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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65 | Node28 [label="bdm::eDirich",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1eDirich.html",tooltip="Dirichlet posterior density."]; |
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66 | Node27 -> Node29 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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67 | Node29 [label="bdm::egamma",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1egamma.html",tooltip="Gamma posterior density."]; |
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68 | Node27 -> Node30 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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69 | Node30 [label="bdm::egiw",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1egiw.html",tooltip="Gauss-inverse-Wishart density stored in LD form."]; |
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70 | Node27 -> Node31 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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71 | Node31 [label="bdm::eigamma",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1eigamma.html",tooltip="Inverse-Gamma posterior density."]; |
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72 | Node27 -> Node32 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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73 | Node32 [label="bdm::enorm\< sq_T \>",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1enorm.html",tooltip="Gaussian density with positive definite (decomposed) covariance matrix."]; |
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74 | Node27 -> Node33 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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75 | Node33 [label="bdm::enorm\< chmat \>",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1enorm.html"]; |
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76 | Node27 -> Node34 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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77 | Node34 [label="bdm::enorm\< fsqmat \>",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1enorm.html"]; |
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78 | Node27 -> Node35 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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79 | Node35 [label="bdm::enorm\< ldmat \>",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1enorm.html"]; |
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80 | Node26 -> Node36 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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81 | Node36 [label="bdm::eEmp",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1eEmp.html",tooltip="Weighted empirical density."]; |
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82 | Node26 -> Node37 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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83 | Node37 [label="bdm::emix",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1emix.html",tooltip="Mixture of epdfs."]; |
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84 | Node26 -> Node38 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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85 | Node38 [label="bdm::eprod",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1eprod.html",tooltip="Product of independent epdfs. For dependent pdfs, use mprod."]; |
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86 | Node26 -> Node39 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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87 | Node39 [label="bdm::euni",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1euni.html",tooltip="Uniform distributed density on a rectangular support."]; |
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88 | Node26 -> Node40 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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89 | Node40 [label="bdm::merger",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1merger.html",tooltip="Function for general combination of pdfs."]; |
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90 | Node1 -> Node41 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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91 | Node41 [label="bdm::fnc",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1fnc.html",tooltip="Class representing function of variable represented by rv."]; |
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92 | Node41 -> Node42 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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93 | Node42 [label="bdm::constfn",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1constfn.html",tooltip="class representing function , here rv is empty"]; |
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94 | Node41 -> Node43 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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95 | Node43 [label="bdm::diffbifn",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1diffbifn.html",tooltip="Class representing a differentiable function of two variables ."]; |
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96 | Node43 -> Node44 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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97 | Node44 [label="bdm::bilinfn",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1bilinfn.html",tooltip="Class representing function ."]; |
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98 | Node41 -> Node45 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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99 | Node45 [label="bdm::linfn",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1linfn.html",tooltip="Class representing function ."]; |
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100 | Node1 -> Node46 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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101 | Node46 [label="bdm::logger",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1logger.html",tooltip="DataLink is a connection between two data vectors Up and Down."]; |
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102 | Node46 -> Node47 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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103 | Node47 [label="bdm::memlog",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1memlog.html",tooltip="Logging into matrices in data format in memory."]; |
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104 | Node47 -> Node48 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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105 | Node48 [label="bdm::dirfilelog",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1dirfilelog.html",tooltip="Logging into dirfile with buffer in memory."]; |
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106 | Node1 -> Node49 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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107 | Node49 [label="bdm::mpdf",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1mpdf.html",tooltip="Conditional probability density, e.g. modeling some dependencies."]; |
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108 | Node49 -> Node50 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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109 | Node50 [label="bdm::mEF",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1mEF.html",tooltip="Exponential family model."]; |
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110 | Node50 -> Node51 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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111 | Node51 [label="bdm::mgamma",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1mgamma.html",tooltip="Gamma random walk."]; |
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112 | Node51 -> Node52 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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113 | Node52 [label="bdm::mgamma_fix",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1mgamma__fix.html",tooltip="Gamma random walk around a fixed point."]; |
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114 | Node50 -> Node53 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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115 | Node53 [label="bdm::migamma",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1migamma.html",tooltip="Inverse-Gamma random walk."]; |
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116 | Node53 -> Node54 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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117 | Node54 [label="bdm::migamma_fix",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1migamma__fix.html",tooltip="Inverse-Gamma random walk around a fixed point."]; |
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118 | Node50 -> Node55 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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119 | Node55 [label="bdm::mlnorm\< sq_T \>",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1mlnorm.html",tooltip="Normal distributed linear function with linear function of mean value;."]; |
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120 | Node50 -> Node56 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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121 | Node56 [label="bdm::mlnorm\< ldmat \>",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1mlnorm.html"]; |
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122 | Node56 -> Node57 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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123 | Node57 [label="bdm::mlstudent",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1mlstudent.html"]; |
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124 | Node49 -> Node58 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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125 | Node58 [label="bdm::mepdf",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1mepdf.html",tooltip="Unconditional mpdf, allows using epdf in the role of mpdf."]; |
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126 | Node49 -> Node59 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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127 | Node59 [label="bdm::mmix",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1mmix.html",tooltip="Mixture of mpdfs with constant weights, all mpdfs are of equal type."]; |
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128 | Node49 -> Node60 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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129 | Node60 [label="bdm::mprod",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1mprod.html",tooltip="Chain rule decomposition of epdf."]; |
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130 | Node49 -> Node61 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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131 | Node61 [label="bdm::mratio",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1mratio.html",tooltip="Class representing ratio of two densities which arise e.g. by applying the Bayes..."]; |
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132 | Node1 -> Node62 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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133 | Node62 [label="bdm::RV",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1RV.html",tooltip="Class representing variables, most often random variables."]; |
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134 | Node63 [label="bdm::compositepdf",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1compositepdf.html",tooltip="Abstract composition of pdfs, will be used for specific classes this abstract class..."]; |
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135 | Node63 -> Node40 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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136 | Node63 -> Node60 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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137 | Node64 [label="bdm::KalmanFull",height=0.2,width=0.4,color="black", fillcolor="white", style="filled",URL="$classbdm_1_1KalmanFull.html",tooltip="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..."]; |
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138 | Node64 -> Node7 [dir=back,color="midnightblue",fontsize=10,style="solid",fontname="FreeSans"]; |
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139 | } |
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