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21 | <h1>libEF.h File Reference</h1>Probability distributions for Exponential Family models. <a href="#_details">More...</a> |
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22 | <p> |
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23 | <code>#include "<a class="el" href="libBM_8h-source.html">libBM.h</a>"</code><br> |
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24 | <code>#include "<a class="el" href="chmat_8h-source.html">../math/chmat.h</a>"</code><br> |
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25 | |
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26 | <p> |
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27 | <div class="dynheader"> |
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28 | Include dependency graph for libEF.h:</div> |
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29 | <div class="dynsection"> |
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30 | <p><center><img src="libEF_8h__incl.png" border="0" usemap="#libEF.h_map" alt=""></center> |
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31 | <map name="libEF.h_map"> |
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32 | <area shape="rect" href="libBM_8h.html" title="Bayesian Models (bm) that use Bayes rule to learn from observations." alt="" coords="5,161,72,188"><area shape="rect" href="chmat_8h.html" title="Matrices in decomposed forms (LDL', LU, UDU', etc)." alt="" coords="75,84,197,111"><area shape="rect" href="itpp__ext_8h-source.html" title="../itpp_ext.h" alt="" coords="37,239,133,265"><area shape="rect" href="libDC_8h.html" title="Matrices in decomposed forms (LDL', LU, UDU', etc)." alt="" coords="100,161,167,188"></map> |
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33 | </div> |
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34 | |
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36 | <div class="dynheader"> |
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37 | This graph shows which files directly or indirectly include this file:</div> |
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39 | <p><center><img src="libEF_8h__dep__incl.png" border="0" usemap="#libEF.hdep_map" alt=""></center> |
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40 | <map name="libEF.hdep_map"> |
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41 | <area shape="rect" href="arx_8h.html" title="Bayesian Filtering for generalized autoregressive (ARX) model." alt="" coords="48,84,101,111"><area shape="rect" href="libKF_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="136,84,195,111"><area shape="rect" href="libPF_8h.html" title="Bayesian Filtering using stochastic sampling (Particle Filters)." alt="" coords="219,84,277,111"><area shape="rect" href="mixef_8h.html" title="Bayesian Filtering for mixtures of exponential family (EF) members." alt="" coords="296,161,363,188"><area shape="rect" href="emix_8h.html" title="Probability distributions for Mixtures of pdfs." alt="" coords="352,84,416,111"><area shape="rect" href="libDS_8h.html" title="Common DataSources." alt="" coords="440,84,507,111"><area shape="rect" href="arx__test_8cpp.html" title="Test of basic elements of the ARX class." alt="" coords="5,161,104,188"><area shape="rect" href="ekf__templ_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="128,161,224,188"><area shape="rect" href="merger_8h.html" title="Mergers for combination of pdfs." alt="" coords="289,239,369,265"><area shape="rect" href="libDS__ui_8h.html" title="UI for Common DataSources." alt="" coords="432,161,515,188"><area shape="rect" href="UIArxDS__test_8cpp.html" title="Test of UI builders for ARX." alt="" coords="407,239,540,265"></map> |
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42 | </div> |
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43 | |
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44 | <p> |
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45 | <a href="libEF_8h-source.html">Go to the source code of this file.</a><table border="0" cellpadding="0" cellspacing="0"> |
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46 | <tr><td></td></tr> |
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47 | <tr><td colspan="2"><br><h2>Namespaces</h2></td></tr> |
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48 | <tr><td class="memItemLeft" nowrap align="right" valign="top">namespace </td><td class="memItemRight" valign="bottom"><a class="el" href="namespacebdm.html">bdm</a></td></tr> |
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49 | |
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50 | <tr><td colspan="2"><br><h2>Classes</h2></td></tr> |
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51 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html">bdm::eEF</a></td></tr> |
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52 | |
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53 | <tr><td class="mdescLeft"> </td><td class="mdescRight">General conjugate exponential family posterior density. <a href="classbdm_1_1eEF.html#_details">More...</a><br></td></tr> |
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54 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mEF.html">bdm::mEF</a></td></tr> |
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55 | |
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56 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Exponential family model. <a href="classbdm_1_1mEF.html#_details">More...</a><br></td></tr> |
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57 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html">bdm::BMEF</a></td></tr> |
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58 | |
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59 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Estimator for Exponential family. <a href="classbdm_1_1BMEF.html#_details">More...</a><br></td></tr> |
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60 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html">bdm::enorm< sq_T ></a></td></tr> |
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61 | |
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62 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Gaussian density with positive definite (decomposed) covariance matrix. <a href="classbdm_1_1enorm.html#_details">More...</a><br></td></tr> |
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63 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html">bdm::egiw</a></td></tr> |
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64 | |
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65 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Gauss-inverse-Wishart density stored in LD form. <a href="classbdm_1_1egiw.html#_details">More...</a><br></td></tr> |
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66 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eDirich.html">bdm::eDirich</a></td></tr> |
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67 | |
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68 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Dirichlet posterior density. <a href="classbdm_1_1eDirich.html#_details">More...</a><br></td></tr> |
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69 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html">bdm::multiBM</a></td></tr> |
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70 | |
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71 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Estimator for Multinomial density. <a href="classbdm_1_1multiBM.html#_details">More...</a><br></td></tr> |
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72 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html">bdm::egamma</a></td></tr> |
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73 | |
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74 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Gamma posterior density. <a href="classbdm_1_1egamma.html#_details">More...</a><br></td></tr> |
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75 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html">bdm::eigamma</a></td></tr> |
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76 | |
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77 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Inverse-Gamma posterior density. <a href="classbdm_1_1eigamma.html#_details">More...</a><br></td></tr> |
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78 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1euni.html">bdm::euni</a></td></tr> |
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79 | |
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80 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Uniform distributed density on a rectangular support. <a href="classbdm_1_1euni.html#_details">More...</a><br></td></tr> |
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81 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlnorm.html">bdm::mlnorm< sq_T ></a></td></tr> |
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82 | |
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83 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Normal distributed linear function with linear function of mean value;. <a href="classbdm_1_1mlnorm.html#_details">More...</a><br></td></tr> |
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84 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlstudent.html">bdm::mlstudent</a></td></tr> |
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85 | |
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86 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html">bdm::mgamma</a></td></tr> |
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87 | |
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88 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Gamma random walk. <a href="classbdm_1_1mgamma.html#_details">More...</a><br></td></tr> |
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89 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html">bdm::migamma</a></td></tr> |
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90 | |
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91 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Inverse-Gamma random walk. <a href="classbdm_1_1migamma.html#_details">More...</a><br></td></tr> |
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92 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html">bdm::mgamma_fix</a></td></tr> |
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93 | |
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94 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Gamma random walk around a fixed point. <a href="classbdm_1_1mgamma__fix.html#_details">More...</a><br></td></tr> |
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95 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma__fix.html">bdm::migamma_fix</a></td></tr> |
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96 | |
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97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Inverse-Gamma random walk around a fixed point. <a href="classbdm_1_1migamma__fix.html#_details">More...</a><br></td></tr> |
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98 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html">bdm::eEmp</a></td></tr> |
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99 | |
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100 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Weighted empirical density. <a href="classbdm_1_1eEmp.html#_details">More...</a><br></td></tr> |
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101 | <tr><td colspan="2"><br><h2>Enumerations</h2></td></tr> |
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102 | <tr><td class="memItemLeft" nowrap align="right" valign="top">enum </td><td class="memItemRight" valign="bottom"><a class="el" href="namespacebdm.html#33aac0be76ded31d2e3081c5a3f6c418">bdm::RESAMPLING_METHOD</a> { <b>MULTINOMIAL</b> = 0, |
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103 | <b>STRATIFIED</b> = 1, |
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104 | <b>SYSTEMATIC</b> = 3 |
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105 | }</td></tr> |
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106 | |
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107 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Switch between various resampling methods. <br></td></tr> |
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108 | <tr><td colspan="2"><br><h2>Functions</h2></td></tr> |
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109 | <tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="9a39066aa68568b4b97f8d3103c8699c"></a><!-- doxytag: member="libEF.h::operator<<" ref="9a39066aa68568b4b97f8d3103c8699c" args="(std::ostream &os, mlnorm< sq_T > &ml)" --> |
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110 | template<class sq_T> </td></tr> |
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111 | <tr><td class="memTemplItemLeft" nowrap align="right" valign="top">std::ostream & </td><td class="memTemplItemRight" valign="bottom"><b>bdm::operator<<</b> (std::ostream &os, mlnorm< sq_T > &ml)</td></tr> |
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112 | |
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113 | </table> |
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114 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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115 | Probability distributions for Exponential Family models. |
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116 | <p> |
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117 | <dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> |
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118 | ----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> |
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119 | Using IT++ for numerical operations ----------------------------------- </div> |
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120 | <hr size="1"><address style="text-align: right;"><small>Generated on Fri Feb 6 19:49:54 2009 for mixpp by |
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122 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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