root/doc/html/libEF_8h.html @ 32

Revision 32, 7.8 kB (checked in by smidl, 17 years ago)

test KF : estimation of R in KF is not possible! Likelihood of y_t is growing when R -> 0

RevLine 
[8]1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
2<html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
[19]3<title>mixpp: work/mixpp/bdm/stat/libEF.h File Reference</title>
[8]4<link href="doxygen.css" rel="stylesheet" type="text/css">
5<link href="tabs.css" rel="stylesheet" type="text/css">
6</head><body>
7<!-- Generated by Doxygen 1.5.3 -->
8<div class="tabs">
9  <ul>
10    <li><a href="index.html"><span>Main&nbsp;Page</span></a></li>
11    <li><a href="annotated.html"><span>Classes</span></a></li>
12    <li class="current"><a href="files.html"><span>Files</span></a></li>
[28]13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
[8]14  </ul>
15</div>
[19]16<h1>work/mixpp/bdm/stat/libEF.h File Reference</h1>Probability distributions for Exponential Family models. <a href="#_details">More...</a>
[8]17<p>
18<code>#include &lt;itpp/itbase.h&gt;</code><br>
[19]19<code>#include &quot;<a class="el" href="libDC_8h-source.html">../math/libDC.h</a>&quot;</code><br>
20<code>#include &quot;<a class="el" href="libBM_8h-source.html">libBM.h</a>&quot;</code><br>
[32]21<code>#include &quot;../itpp_ext.h&quot;</code><br>
[8]22
23<p>
[19]24<div class="dynheader">
25Include dependency graph for libEF.h:</div>
26<div class="dynsection">
27<p><center><img src="libEF_8h__incl.png" border="0" usemap="#work/mixpp/bdm/stat/libEF.h_map" alt=""></center>
28<map name="work/mixpp/bdm/stat/libEF.h_map">
[32]29<area shape="rect" title="Probability distributions for Exponential Family models." alt="" coords="105,161,204,188"><area shape="rect" href="libDC_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="39,84,156,111"><area shape="rect" href="libBM_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="180,84,247,111"><area shape="rect" href="itpp__ext_8h&#45;source.html" title="Probability distributions for Exponential Family models." alt="" coords="271,84,367,111"></map>
[19]30</div>
31
32<p>
[32]33<div class="dynheader">
34This graph shows which files directly or indirectly include this file:</div>
35<div class="dynsection">
36<p><center><img src="libEF_8h__dep__incl.png" border="0" usemap="#work/mixpp/bdm/stat/libEF.hdep_map" alt=""></center>
37<map name="work/mixpp/bdm/stat/libEF.hdep_map">
38<area shape="rect" href="libKF_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="5,84,219,111"><area shape="rect" href="libPF_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="243,84,456,111"></map>
39</div>
40
41<p>
[8]42<a href="libEF_8h-source.html">Go to the source code of this file.</a><table border="0" cellpadding="0" cellspacing="0">
43<tr><td></td></tr>
44<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
45<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>
46
47<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>
48<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><b>mEF</b></td></tr>
49
50<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>
51
[22]52<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>
[32]53<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]54
[32]55<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Gamma posterior density.  <a href="classegamma.html#_details">More...</a><br></td></tr>
56<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classemix.html">emix</a></td></tr>
57
58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted mixture of epdfs with external owned components.  <a href="classemix.html#_details">More...</a><br></td></tr>
59<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>
60
61<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>
62<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>
63
64<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>
65<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>
66
67<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Gamma random walk.  <a href="classmgamma.html#_details">More...</a><br></td></tr>
68<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>
69
70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted empirical density.  <a href="classeEmp.html#_details">More...</a><br></td></tr>
71<tr><td colspan="2"><br><h2>Enumerations</h2></td></tr>
72<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,
73<b>STRATIFIED</b> =  1,
74<b>SYSTEMATIC</b> =  3
75 }</td></tr>
76
77<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Switch between various resampling methods. <br></td></tr>
78<tr><td colspan="2"><br><h2>Variables</h2></td></tr>
79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2ae7dcdfebede774dd1b1f16cad10dd9"></a><!-- doxytag: member="libEF.h::UniRNG" ref="2ae7dcdfebede774dd1b1f16cad10dd9" args="" -->
80Uniform_RNG&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="libEF_8h.html#2ae7dcdfebede774dd1b1f16cad10dd9">UniRNG</a></td></tr>
81
82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Global Uniform_RNG. <br></td></tr>
83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="395c5925c8792aef3be4c360e91526c0"></a><!-- doxytag: member="libEF.h::NorRNG" ref="395c5925c8792aef3be4c360e91526c0" args="" -->
84Normal_RNG&nbsp;</td><td class="memItemRight" valign="bottom"><b>NorRNG</b></td></tr>
85
86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="884a8348c92a49725b78e2b6ab0bb802"></a><!-- doxytag: member="libEF.h::GamRNG" ref="884a8348c92a49725b78e2b6ab0bb802" args="" -->
87<a class="el" href="classitpp_1_1Gamma__RNG.html">Gamma_RNG</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>GamRNG</b></td></tr>
88
[8]89</table>
90<hr><a name="_details"></a><h2>Detailed Description</h2>
91Probability distributions for Exponential Family models.
92<p>
93<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl>
94----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p>
[32]95Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by&nbsp;
[8]96<a href="http://www.doxygen.org/index.html">
97<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
98</body>
99</html>
Note: See TracBrowser for help on using the browser.