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

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16<h1>work/mixpp/bdm/stat/libEF.h File Reference</h1>Probability distributions for Exponential Family models. <a href="#_details">More...</a>
17<p>
18<code>#include &lt;itpp/itbase.h&gt;</code><br>
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>
21<code>#include &quot;../itpp_ext.h&quot;</code><br>
22
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24<div class="dynheader">
25Include dependency graph for libEF.h:</div>
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27<p><center><img src="libEF_8h__incl.png" border="0" usemap="#work/mixpp/bdm/stat/libEF.h_map" alt=""></center>
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40
41<p>
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"><a class="el" href="classmEF.html">mEF</a></td></tr>
49
50<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Exponential family model.  <a href="classmEF.html#_details">More...</a><br></td></tr>
51<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>
52
53<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>
54<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>
55
56<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Gamma posterior density.  <a href="classegamma.html#_details">More...</a><br></td></tr>
57<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>
58
59<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>
60<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>
61
62<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>
63<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>
64
65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Gamma random walk.  <a href="classmgamma.html#_details">More...</a><br></td></tr>
66<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>
67
68<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted empirical density.  <a href="classeEmp.html#_details">More...</a><br></td></tr>
69<tr><td colspan="2"><br><h2>Enumerations</h2></td></tr>
70<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,
71<b>STRATIFIED</b> =  1,
72<b>SYSTEMATIC</b> =  3
73 }</td></tr>
74
75<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Switch between various resampling methods. <br></td></tr>
76<tr><td colspan="2"><br><h2>Variables</h2></td></tr>
77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2ae7dcdfebede774dd1b1f16cad10dd9"></a><!-- doxytag: member="libEF.h::UniRNG" ref="2ae7dcdfebede774dd1b1f16cad10dd9" args="" -->
78Uniform_RNG&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="libEF_8h.html#2ae7dcdfebede774dd1b1f16cad10dd9">UniRNG</a></td></tr>
79
80<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Global Uniform_RNG. <br></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="395c5925c8792aef3be4c360e91526c0"></a><!-- doxytag: member="libEF.h::NorRNG" ref="395c5925c8792aef3be4c360e91526c0" args="" -->
82Normal_RNG&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="libEF_8h.html#395c5925c8792aef3be4c360e91526c0">NorRNG</a></td></tr>
83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Global Normal_RNG. <br></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="884a8348c92a49725b78e2b6ab0bb802"></a><!-- doxytag: member="libEF.h::GamRNG" ref="884a8348c92a49725b78e2b6ab0bb802" args="" -->
86<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>
87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Global Gamma_RNG. <br></td></tr>
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>
95Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 12 16:15:45 2008 for mixpp by&nbsp;
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>
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