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[145]20<h1>work/git/mixpp/bdm/stat/libEF.h File Reference</h1>Probability distributions for Exponential Family models. <a href="#_details">More...</a>
[8]21<p>
22<code>#include &lt;itpp/itbase.h&gt;</code><br>
[19]23<code>#include &quot;<a class="el" href="libDC_8h-source.html">../math/libDC.h</a>&quot;</code><br>
24<code>#include &quot;<a class="el" href="libBM_8h-source.html">libBM.h</a>&quot;</code><br>
[32]25<code>#include &quot;../itpp_ext.h&quot;</code><br>
[8]26
27<p>
[19]28<div class="dynheader">
29Include dependency graph for libEF.h:</div>
30<div class="dynsection">
[145]31<p><center><img src="libEF_8h__incl.png" border="0" usemap="#work/git/mixpp/bdm/stat/libEF.h_map" alt=""></center>
32<map name="work/git/mixpp/bdm/stat/libEF.h_map">
[210]33<area shape="rect" href="libDC_8h.html" title="Matrices in decomposed forms (LDL&#39;, LU, UDU&#39;, etc)." alt="" coords="17,84,132,111"><area shape="rect" href="itpp__ext_8h-source.html" title="../itpp_ext.h" alt="" coords="109,161,205,188"><area shape="rect" href="libBM_8h.html" title="Bayesian Models (bm) that use Bayes rule to learn from observations." alt="" coords="207,84,273,111"></map>
[19]34</div>
35
36<p>
[32]37<div class="dynheader">
38This graph shows which files directly or indirectly include this file:</div>
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[145]40<p><center><img src="libEF_8h__dep__incl.png" border="0" usemap="#work/git/mixpp/bdm/stat/libEF.hdep_map" alt=""></center>
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[234]42<area shape="rect" href="arx_8h.html" title="Bayesian Filtering for generalized autoregressive (ARX) model." alt="" coords="537,84,759,111"><area shape="rect" href="libKF_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="1291,84,1520,111"><area shape="rect" href="libPF_8h.html" title="Bayesian Filtering using stochastic sampling (Particle Filters)." alt="" coords="2360,84,2589,111"><area shape="rect" href="mixef_8h.html" title="Bayesian Filtering for mixtures of exponential family (EF) members." alt="" coords="2827,161,3061,188"><area shape="rect" href="emix_8h.html" title="Probability distributions for Mixtures of pdfs." alt="" coords="2679,84,2900,111"><area shape="rect" href="sim__var__arx_8cpp.html" title="Disturbances of PMSM model are fitted by an ARX model." alt="" coords="5,161,272,188"><area shape="rect" href="ekf__templ_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="1104,161,1368,188"><area shape="rect" href="mpf__load_8cpp.html" title="Simulation of disturbances in PMSM model, EKF runs with simulated covariances." alt="" coords="963,239,1211,265"><area shape="rect" href="mpf__test_8cpp.html" title="TR 2525 file for testing Toy Problem of mpf for Covariance Estimation." alt="" coords="1557,239,1803,265"><area shape="rect" href="mpf__u__delta__real_8cpp.html" title="TR 2525 file for testing Toy Problem of mpf for Covariance Estimation." alt="" coords="1235,239,1533,265"><area shape="rect" href="mpf__u__delta_8cpp.html" title="TR 2525 file for testing Toy Problem of mpf for Covariance Estimation." alt="" coords="1981,161,2248,188"><area shape="rect" href="mpf__u__weight_8cpp.html" title="Voltage U is multiplied by an unknown weight w which is estimated by MPF." alt="" coords="2272,161,2549,188"><area shape="rect" href="pmsm__unkQpf_8cpp.html" title="A test for Kalman with unknown Q." alt="" coords="1443,161,1723,188"><area shape="rect" href="sim_8cpp.html" title="Simulation of disturbances in PMSM model, PWM and integration disturbances are distinguished..." alt="" coords="1747,161,1957,188"><area shape="rect" href="sim__var_8cpp.html" title="Simulation of disturbances in PMSM model, EKF runs with simulated covariances." alt="" coords="792,161,1029,188"><area shape="rect" href="ekf__obj_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="347,161,768,188"><area shape="rect" href="k1_8cpp.html" title="Models for synchronous electric drive using IT++ and BDM." alt="" coords="723,239,939,265"><area shape="rect" href="pmsm__mix_8cpp.html" title="Models for synchronous electric drive using IT++ and BDM." alt="" coords="2573,239,2832,265"><area shape="rect" href="merger_8h.html" title="Mergers for combination of pdfs." alt="" coords="2856,239,3104,265"></map>
[32]43</div>
44
45<p>
[8]46<a href="libEF_8h-source.html">Go to the source code of this file.</a><table border="0" cellpadding="0" cellspacing="0">
47<tr><td></td></tr>
48<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
49<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html">eEF</a></td></tr>
50
51<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">General conjugate exponential family posterior density.  <a href="classeEF.html#_details">More...</a><br></td></tr>
[33]52<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmEF.html">mEF</a></td></tr>
[8]53
[33]54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Exponential family model.  <a href="classmEF.html#_details">More...</a><br></td></tr>
[171]55<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMEF.html">BMEF</a></td></tr>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Estimator for Exponential family.  <a href="classBMEF.html#_details">More...</a><br></td></tr>
[8]58<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html">enorm&lt; sq_T &gt;</a></td></tr>
59
[22]60<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Gaussian density with positive definite (decomposed) covariance matrix.  <a href="classenorm.html#_details">More...</a><br></td></tr>
[99]61<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html">egiw</a></td></tr>
62
63<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Gauss-inverse-Wishart density stored in LD form.  <a href="classegiw.html#_details">More...</a><br></td></tr>
[171]64<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeDirich.html">eDirich</a></td></tr>
65
66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Dirichlet posterior density.  <a href="classeDirich.html#_details">More...</a><br></td></tr>
67<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmultiBM.html">multiBM</a></td></tr>
68
69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Estimator for Multinomial density.  <a href="classmultiBM.html#_details">More...</a><br></td></tr>
[32]70<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html">egamma</a></td></tr>
[8]71
[32]72<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Gamma posterior density.  <a href="classegamma.html#_details">More...</a><br></td></tr>
[234]73<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeigamma.html">eigamma</a></td></tr>
74
75<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Inverse-Gamma posterior density.  <a href="classeigamma.html#_details">More...</a><br></td></tr>
[32]76<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeuni.html">euni</a></td></tr>
77
78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Uniform distributed density on a rectangular support.  <a href="classeuni.html#_details">More...</a><br></td></tr>
79<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html">mlnorm&lt; sq_T &gt;</a></td></tr>
80
81<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Normal distributed linear function with linear function of mean value;.  <a href="classmlnorm.html#_details">More...</a><br></td></tr>
[210]82<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlstudent.html">mlstudent</a></td></tr>
83
[32]84<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma.html">mgamma</a></td></tr>
85
86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Gamma random walk.  <a href="classmgamma.html#_details">More...</a><br></td></tr>
[234]87<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmigamma.html">migamma</a></td></tr>
88
89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Inverse-Gamma random walk.  <a href="classmigamma.html#_details">More...</a><br></td></tr>
[79]90<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma__fix.html">mgamma_fix</a></td></tr>
91
92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Gamma random walk around a fixed point.  <a href="classmgamma__fix.html#_details">More...</a><br></td></tr>
[234]93<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmigamma__fix.html">migamma_fix</a></td></tr>
94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Inverse-Gamma random walk around a fixed point.  <a href="classmigamma__fix.html#_details">More...</a><br></td></tr>
[32]96<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html">eEmp</a></td></tr>
97
98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted empirical density.  <a href="classeEmp.html#_details">More...</a><br></td></tr>
99<tr><td colspan="2"><br><h2>Enumerations</h2></td></tr>
100<tr><td class="memItemLeft" nowrap align="right" valign="top">enum &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="libEF_8h.html#99497a3ff630f761cf6bff7babd23212">RESAMPLING_METHOD</a> { <b>MULTINOMIAL</b> =  0,
101<b>STRATIFIED</b> =  1,
102<b>SYSTEMATIC</b> =  3
103 }</td></tr>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Switch between various resampling methods. <br></td></tr>
[210]106<tr><td colspan="2"><br><h2>Functions</h2></td></tr>
107<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="1779e814da995852d2ced93bd8171610"></a><!-- doxytag: member="libEF.h::operator&lt;&lt;" ref="1779e814da995852d2ced93bd8171610" args="(std::ostream &amp;os, mlnorm&lt; sq_T &gt; &amp;ml)" -->
108template&lt;class sq_T&gt; </td></tr>
109<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">std::ostream &amp;&nbsp;</td><td class="memTemplItemRight" valign="bottom"><b>operator&lt;&lt;</b> (std::ostream &amp;os, <a class="el" href="classmlnorm.html">mlnorm</a>&lt; sq_T &gt; &amp;ml)</td></tr>
110
[32]111<tr><td colspan="2"><br><h2>Variables</h2></td></tr>
112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2ae7dcdfebede774dd1b1f16cad10dd9"></a><!-- doxytag: member="libEF.h::UniRNG" ref="2ae7dcdfebede774dd1b1f16cad10dd9" args="" -->
113Uniform_RNG&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="libEF_8h.html#2ae7dcdfebede774dd1b1f16cad10dd9">UniRNG</a></td></tr>
114
115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Global Uniform_RNG. <br></td></tr>
116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="395c5925c8792aef3be4c360e91526c0"></a><!-- doxytag: member="libEF.h::NorRNG" ref="395c5925c8792aef3be4c360e91526c0" args="" -->
[33]117Normal_RNG&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="libEF_8h.html#395c5925c8792aef3be4c360e91526c0">NorRNG</a></td></tr>
[32]118
[33]119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Global Normal_RNG. <br></td></tr>
[32]120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="884a8348c92a49725b78e2b6ab0bb802"></a><!-- doxytag: member="libEF.h::GamRNG" ref="884a8348c92a49725b78e2b6ab0bb802" args="" -->
[33]121<a class="el" href="classitpp_1_1Gamma__RNG.html">Gamma_RNG</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="libEF_8h.html#884a8348c92a49725b78e2b6ab0bb802">GamRNG</a></td></tr>
[32]122
[33]123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Global Gamma_RNG. <br></td></tr>
[8]124</table>
125<hr><a name="_details"></a><h2>Detailed Description</h2>
126Probability distributions for Exponential Family models.
127<p>
128<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl>
129----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p>
[91]130Using IT++ for numerical operations ----------------------------------- </div>
[234]131<hr size="1"><address style="text-align: right;"><small>Generated on Thu Jan 15 10:50:40 2009 for mixpp by&nbsp;
[8]132<a href="http://www.doxygen.org/index.html">
[139]133<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
[8]134</body>
135</html>
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