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68 | <h1>bdm Namespace Reference</h1><hr><a name="_details"></a><h2>Detailed Description</h2> |
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69 | Space of basic BDM structures. |
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70 | <p> |
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71 | |
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72 | <p> |
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73 | <table border="0" cellpadding="0" cellspacing="0"> |
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74 | <tr><td></td></tr> |
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75 | <tr><td colspan="2"><br><h2>Classes</h2></td></tr> |
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76 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html">ARX</a></td></tr> |
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77 | |
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78 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Linear Autoregressive model with Gaussian noise. <a href="classbdm_1_1ARX.html#_details">More...</a><br></td></tr> |
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79 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFful__unQR.html">EKFful_unQR</a></td></tr> |
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80 | |
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81 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code> and <code>R</code>. <a href="classbdm_1_1EKFful__unQR.html#_details">More...</a><br></td></tr> |
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82 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh__unQ.html">EKFCh_unQ</a></td></tr> |
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83 | |
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84 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter in Choleski form with unknown <code>Q</code>. <a href="classbdm_1_1EKFCh__unQ.html#_details">More...</a><br></td></tr> |
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85 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh__cond.html">EKFCh_cond</a></td></tr> |
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86 | |
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87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown parameters in <code>IM</code>. <a href="classbdm_1_1EKFCh__cond.html#_details">More...</a><br></td></tr> |
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88 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html">KalmanFull</a></td></tr> |
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89 | |
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90 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Basic <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with full matrices (education purpose only)! Will be deleted soon! <a href="classbdm_1_1KalmanFull.html#_details">More...</a><br></td></tr> |
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91 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html">Kalman</a></td></tr> |
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92 | |
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93 | <tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with covariance matrices in square root form. <a href="classbdm_1_1Kalman.html#_details">More...</a><br></td></tr> |
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94 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html">KalmanCh</a></td></tr> |
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95 | |
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96 | <tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter in square root form. <a href="classbdm_1_1KalmanCh.html#_details">More...</a><br></td></tr> |
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97 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html">EKFfull</a></td></tr> |
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98 | |
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99 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in full matrices. <a href="classbdm_1_1EKFfull.html#_details">More...</a><br></td></tr> |
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100 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKF.html">EKF</a></td></tr> |
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101 | |
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102 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter. <a href="classbdm_1_1EKF.html#_details">More...</a><br></td></tr> |
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103 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html">EKFCh</a></td></tr> |
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104 | |
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105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in Square root. <a href="classbdm_1_1EKFCh.html#_details">More...</a><br></td></tr> |
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106 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KFcondQR.html">KFcondQR</a></td></tr> |
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107 | |
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108 | <tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter with conditional diagonal matrices R and Q. <a href="classbdm_1_1KFcondQR.html#_details">More...</a><br></td></tr> |
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109 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KFcondR.html">KFcondR</a></td></tr> |
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110 | |
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111 | <tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter with conditional diagonal matrices R and Q. <a href="classbdm_1_1KFcondR.html#_details">More...</a><br></td></tr> |
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112 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html">PF</a></td></tr> |
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113 | |
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114 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Trivial particle filter with proposal density equal to parameter evolution model. <a href="classbdm_1_1PF.html#_details">More...</a><br></td></tr> |
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115 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html">MPF</a></td></tr> |
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116 | |
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117 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Marginalized Particle filter. <a href="classbdm_1_1MPF.html#_details">More...</a><br></td></tr> |
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118 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger.html">merger</a></td></tr> |
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119 | |
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120 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Function for general combination of pdfs. <a href="classbdm_1_1merger.html#_details">More...</a><br></td></tr> |
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121 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html">MixEF</a></td></tr> |
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122 | |
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123 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Mixture of Exponential Family Densities. <a href="classbdm_1_1MixEF.html#_details">More...</a><br></td></tr> |
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124 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mratio.html">mratio</a></td></tr> |
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125 | |
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126 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Class representing ratio of two densities which arise e.g. by applying the Bayes rule. It represents density in the form: <p class="formulaDsp"> |
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127 | <img class="formulaDsp" alt="\[ f(rv|rvc) = \frac{f(rv,rvc)}{f(rvc)} \]" src="form_79.png"> |
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128 | <p> |
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129 | where <img class="formulaInl" alt="$ f(rvc) = \int f(rv,rvc) d\ rv $" src="form_80.png">. <a href="classbdm_1_1mratio.html#_details">More...</a><br></td></tr> |
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130 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html">emix</a></td></tr> |
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131 | |
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132 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Mixture of epdfs. <a href="classbdm_1_1emix.html#_details">More...</a><br></td></tr> |
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133 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mprod.html">mprod</a></td></tr> |
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134 | |
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135 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Chain rule decomposition of <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. <a href="classbdm_1_1mprod.html#_details">More...</a><br></td></tr> |
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136 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eprod.html">eprod</a></td></tr> |
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137 | |
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138 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Product of independent epdfs. For dependent pdfs, use <a class="el" href="classbdm_1_1mprod.html" title="Chain rule decomposition of epdf.">mprod</a>. <a href="classbdm_1_1eprod.html#_details">More...</a><br></td></tr> |
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139 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mmix.html">mmix</a></td></tr> |
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140 | |
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141 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Mixture of mpdfs with constant weights, all mpdfs are of equal type. <a href="classbdm_1_1mmix.html#_details">More...</a><br></td></tr> |
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142 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html">bdmroot</a></td></tr> |
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143 | |
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144 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Root class of BDM objects. <a href="classbdm_1_1bdmroot.html#_details">More...</a><br></td></tr> |
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145 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1str.html">str</a></td></tr> |
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146 | |
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147 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Structure of <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> (used internally), i.e. expanded RVs. <a href="classbdm_1_1str.html#_details">More...</a><br></td></tr> |
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148 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1RV.html">RV</a></td></tr> |
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149 | |
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150 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Class representing variables, most often random variables. <a href="classbdm_1_1RV.html#_details">More...</a><br></td></tr> |
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151 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1fnc.html">fnc</a></td></tr> |
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152 | |
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153 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Class representing function <img class="formulaInl" alt="$f(x)$" src="form_35.png"> of variable <img class="formulaInl" alt="$x$" src="form_28.png"> represented by <code>rv</code>. <a href="classbdm_1_1fnc.html#_details">More...</a><br></td></tr> |
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154 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html">epdf</a></td></tr> |
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155 | |
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156 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Probability density function with numerical statistics, e.g. posterior density. <a href="classbdm_1_1epdf.html#_details">More...</a><br></td></tr> |
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157 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html">mpdf</a></td></tr> |
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158 | |
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159 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Conditional probability density, e.g. modeling some dependencies. <a href="classbdm_1_1mpdf.html#_details">More...</a><br></td></tr> |
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160 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1datalink.html">datalink</a></td></tr> |
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161 | |
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162 | <tr><td class="mdescLeft"> </td><td class="mdescRight">DataLink is a connection between two data vectors Up and Down. <a href="classbdm_1_1datalink.html#_details">More...</a><br></td></tr> |
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163 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1datalink__m2e.html">datalink_m2e</a></td></tr> |
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164 | |
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165 | <tr><td class="mdescLeft"> </td><td class="mdescRight">data link between <a href="classbdm_1_1datalink__m2e.html#_details">More...</a><br></td></tr> |
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166 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1datalink__m2m.html">datalink_m2m</a></td></tr> |
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167 | |
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168 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1logger.html">logger</a></td></tr> |
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169 | |
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170 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Class for storing results (and semi-results) of an experiment. <a href="classbdm_1_1logger.html#_details">More...</a><br></td></tr> |
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171 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mepdf.html">mepdf</a></td></tr> |
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172 | |
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173 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Unconditional <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>, allows using <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> in the role of <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>. <a href="classbdm_1_1mepdf.html#_details">More...</a><br></td></tr> |
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174 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1compositepdf.html">compositepdf</a></td></tr> |
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175 | |
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176 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Abstract composition of pdfs, will be used for specific classes this abstract class is common to <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> and <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>. <a href="classbdm_1_1compositepdf.html#_details">More...</a><br></td></tr> |
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177 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1DS.html">DS</a></td></tr> |
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178 | |
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179 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Abstract class for discrete-time sources of data. <a href="classbdm_1_1DS.html#_details">More...</a><br></td></tr> |
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180 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html">BM</a></td></tr> |
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181 | |
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182 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities. <a href="classbdm_1_1BM.html#_details">More...</a><br></td></tr> |
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183 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html">BMcond</a></td></tr> |
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184 | |
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185 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Conditional Bayesian Filter. <a href="classbdm_1_1BMcond.html#_details">More...</a><br></td></tr> |
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186 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MemDS.html">MemDS</a></td></tr> |
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187 | |
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188 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Memory storage of off-line data column-wise. <a href="classbdm_1_1MemDS.html#_details">More...</a><br></td></tr> |
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189 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ArxDS.html">ArxDS</a></td></tr> |
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190 | |
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191 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Generator of <a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> data. <a href="classbdm_1_1ArxDS.html#_details">More...</a><br></td></tr> |
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192 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><b>stateDS</b></td></tr> |
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193 | |
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194 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html">eEF</a></td></tr> |
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195 | |
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196 | <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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197 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mEF.html">mEF</a></td></tr> |
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198 | |
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199 | <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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200 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html">BMEF</a></td></tr> |
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201 | |
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202 | <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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203 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html">enorm</a></td></tr> |
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204 | |
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205 | <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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206 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html">egiw</a></td></tr> |
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207 | |
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208 | <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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209 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eDirich.html">eDirich</a></td></tr> |
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210 | |
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211 | <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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212 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html">multiBM</a></td></tr> |
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213 | |
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214 | <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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215 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html">egamma</a></td></tr> |
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216 | |
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217 | <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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218 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html">eigamma</a></td></tr> |
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219 | |
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220 | <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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221 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1euni.html">euni</a></td></tr> |
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222 | |
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223 | <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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224 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlnorm.html">mlnorm</a></td></tr> |
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225 | |
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226 | <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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227 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlstudent.html">mlstudent</a></td></tr> |
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228 | |
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229 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html">mgamma</a></td></tr> |
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230 | |
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231 | <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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232 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html">migamma</a></td></tr> |
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233 | |
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234 | <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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235 | <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">mgamma_fix</a></td></tr> |
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236 | |
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237 | <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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238 | <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">migamma_fix</a></td></tr> |
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239 | |
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240 | <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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241 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html">eEmp</a></td></tr> |
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242 | |
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243 | <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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244 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1constfn.html">constfn</a></td></tr> |
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245 | |
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246 | <tr><td class="mdescLeft"> </td><td class="mdescRight">class representing function <img class="formulaInl" alt="$f(x) = a$" src="form_45.png">, here <code>rv</code> is empty <a href="classbdm_1_1constfn.html#_details">More...</a><br></td></tr> |
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247 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1linfn.html">linfn</a></td></tr> |
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248 | |
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249 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Class representing function <img class="formulaInl" alt="$f(x) = Ax+B$" src="form_46.png">. <a href="classbdm_1_1linfn.html#_details">More...</a><br></td></tr> |
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250 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a></td></tr> |
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251 | |
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252 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Class representing a differentiable function of two variables <img class="formulaInl" alt="$f(x,u)$" src="form_47.png">. <a href="classbdm_1_1diffbifn.html#_details">More...</a><br></td></tr> |
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253 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bilinfn.html">bilinfn</a></td></tr> |
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254 | |
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255 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Class representing function <img class="formulaInl" alt="$f(x,u) = Ax+Bu$" src="form_48.png">. <a href="classbdm_1_1bilinfn.html#_details">More...</a><br></td></tr> |
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256 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1memlog.html">memlog</a></td></tr> |
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257 | |
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258 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logging into matrices in data format in memory. <a href="classbdm_1_1memlog.html#_details">More...</a><br></td></tr> |
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259 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1dirfilelog.html">dirfilelog</a></td></tr> |
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260 | |
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261 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logging into dirfile with buffer in memory. <a href="classbdm_1_1dirfilelog.html#_details">More...</a><br></td></tr> |
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262 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><b>UIFile</b></td></tr> |
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263 | |
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264 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1UIbuilder.html">UIbuilder</a></td></tr> |
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265 | |
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266 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Builds computational object from a UserInfo structure. <a href="classbdm_1_1UIbuilder.html#_details">More...</a><br></td></tr> |
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267 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><b>UIexternal</b></td></tr> |
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268 | |
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269 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><b>UIinternal</b></td></tr> |
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270 | |
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271 | <tr><td colspan="2"><br><h2>Typedefs</h2></td></tr> |
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272 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="547ee25cd5e6bae90105936ec4264257"></a><!-- doxytag: member="bdm::RVmap" ref="547ee25cd5e6bae90105936ec4264257" args="" --> |
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273 | typedef std::map< string, int > </td><td class="memItemRight" valign="bottom"><b>RVmap</b></td></tr> |
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274 | |
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275 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4dc620a66ce2fcd4c5f42a03a3909b7c"></a><!-- doxytag: member="bdm::UImap" ref="4dc620a66ce2fcd4c5f42a03a3909b7c" args="" --> |
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276 | typedef map< const string, <br> |
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277 | const <a class="el" href="classbdm_1_1UIbuilder.html">UIbuilder</a> * > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespacebdm.html#4dc620a66ce2fcd4c5f42a03a3909b7c">UImap</a></td></tr> |
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278 | |
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279 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Internal structure mapping strings to UIBuilder objects. <br></td></tr> |
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280 | <tr><td colspan="2"><br><h2>Enumerations</h2></td></tr> |
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281 | <tr><td class="memItemLeft" nowrap align="right" valign="top">enum </td><td class="memItemRight" valign="bottom"><b>MixEF_METHOD</b> { <b>EM</b> = 0, |
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282 | <b>QB</b> = 1 |
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283 | }</td></tr> |
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284 | |
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285 | <tr><td class="memItemLeft" nowrap align="right" valign="top">enum </td><td class="memItemRight" valign="bottom"><a class="el" href="namespacebdm.html#33aac0be76ded31d2e3081c5a3f6c418">RESAMPLING_METHOD</a> { <b>MULTINOMIAL</b> = 0, |
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286 | <b>STRATIFIED</b> = 1, |
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287 | <b>SYSTEMATIC</b> = 3 |
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288 | }</td></tr> |
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289 | |
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290 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Switch between various resampling methods. <br></td></tr> |
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291 | <tr><td colspan="2"><br><h2>Functions</h2></td></tr> |
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292 | <tr><td class="memItemLeft" nowrap align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="namespacebdm.html#384d37434e33cef41e2785e247b5d4d6">egiw_bestbelow</a> (<a class="el" href="classbdm_1_1egiw.html">egiw</a> Eg, <a class="el" href="classbdm_1_1egiw.html">egiw</a> Eg0, double Egll, ivec &indeces)</td></tr> |
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293 | |
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294 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return the best structure. <a href="#384d37434e33cef41e2785e247b5d4d6"></a><br></td></tr> |
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295 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1d111e8cdcd92244244a44f6b4af397c"></a><!-- doxytag: member="bdm::operator<<" ref="1d111e8cdcd92244244a44f6b4af397c" args="(std::ostream &os, const KalmanFull &kf)" --> |
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296 | std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &os, const <a class="el" href="classbdm_1_1KalmanFull.html">KalmanFull</a> &kf)</td></tr> |
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297 | |
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298 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8b6bce32bf990bf76d04935f391751b3"></a><!-- doxytag: member="bdm::RV_NAMES" ref="8b6bce32bf990bf76d04935f391751b3" args="(RV_BUFFER_STEP)" --> |
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299 | Array< string > </td><td class="memItemRight" valign="bottom"><b>RV_NAMES</b> (RV_BUFFER_STEP)</td></tr> |
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300 | |
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301 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="515ed01e2a44f57223293a8e5d98cfc1"></a><!-- doxytag: member="bdm::RV_SIZES" ref="515ed01e2a44f57223293a8e5d98cfc1" args="(RV_BUFFER_STEP)" --> |
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302 | ivec </td><td class="memItemRight" valign="bottom"><b>RV_SIZES</b> (RV_BUFFER_STEP)</td></tr> |
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303 | |
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304 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35914b7631534d21c50a9e1b70146da0"></a><!-- doxytag: member="bdm::operator<<" ref="35914b7631534d21c50a9e1b70146da0" args="(std::ostream &os, const RV &rv)" --> |
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305 | std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &os, const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv)</td></tr> |
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306 | |
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307 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b9016687c0e874ca5cdcf75ae28811aa"></a><!-- doxytag: member="bdm::concat" ref="b9016687c0e874ca5cdcf75ae28811aa" args="(const RV &rv1, const RV &rv2)" --> |
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308 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespacebdm.html#b9016687c0e874ca5cdcf75ae28811aa">concat</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv1, const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv2)</td></tr> |
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309 | |
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310 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Concat two random variables. <br></td></tr> |
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311 | <tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="9a39066aa68568b4b97f8d3103c8699c"></a><!-- doxytag: member="bdm::operator<<" ref="9a39066aa68568b4b97f8d3103c8699c" args="(std::ostream &os, mlnorm< sq_T > &ml)" --> |
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312 | template<class sq_T> </td></tr> |
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313 | <tr><td class="memTemplItemLeft" nowrap align="right" valign="top">std::ostream & </td><td class="memTemplItemRight" valign="bottom"><b>operator<<</b> (std::ostream &os, <a class="el" href="classbdm_1_1mlnorm.html">mlnorm</a>< sq_T > &ml)</td></tr> |
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314 | |
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315 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c8d6de8f4e080550406df7c1600117fe"></a><!-- doxytag: member="bdm::UIREGISTER" ref="c8d6de8f4e080550406df7c1600117fe" args="(UIexternal)" --> |
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316 | </td><td class="memItemRight" valign="bottom"><b>UIREGISTER</b> (UIexternal)</td></tr> |
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317 | |
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318 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3a4ea5a3dc0198c5df3795970e82d629"></a><!-- doxytag: member="bdm::UIREGISTER" ref="3a4ea5a3dc0198c5df3795970e82d629" args="(UIinternal)" --> |
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319 | </td><td class="memItemRight" valign="bottom"><b>UIREGISTER</b> (UIinternal)</td></tr> |
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320 | |
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321 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f420706e534b420cf6561aa529be9a9e"></a><!-- doxytag: member="bdm::UI_DBG" ref="f420706e534b420cf6561aa529be9a9e" args="(Setting &S, const string &spc)" --> |
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322 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="namespacebdm.html#f420706e534b420cf6561aa529be9a9e">UI_DBG</a> (Setting &S, const string &spc)</td></tr> |
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323 | |
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324 | <tr><td class="mdescLeft"> </td><td class="mdescRight">[Debugging] Print values in current S to cout <br></td></tr> |
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325 | <tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="b547b14af614cba1ab6c8942dde34462"></a><!-- doxytag: member="bdm::UIbuild" ref="b547b14af614cba1ab6c8942dde34462" args="(Setting &S, T *&ret)" --> |
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326 | template<class T> </td></tr> |
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327 | <tr><td class="memTemplItemLeft" nowrap align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="namespacebdm.html#b547b14af614cba1ab6c8942dde34462">UIbuild</a> (Setting &S, T *&ret)</td></tr> |
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328 | |
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329 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Prototype of a UI builder. Return value is by the second argument since it type checking via <code>dynamic_cast</code>. <br></td></tr> |
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330 | <tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="0760231b120a0b42f80b09515456d57b"></a><!-- doxytag: member="bdm::UIcall" ref="0760231b120a0b42f80b09515456d57b" args="(Setting &S, void(*func)(Setting &, T), T Tmp)" --> |
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331 | template<class T> </td></tr> |
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332 | <tr><td class="memTemplItemLeft" nowrap align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="namespacebdm.html#0760231b120a0b42f80b09515456d57b">UIcall</a> (Setting &S, void(*func)(Setting &, T), T Tmp)</td></tr> |
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333 | |
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334 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Auxiliary function allowing recursivity in S (too complex, remove?). <br></td></tr> |
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335 | <tr><td colspan="2"><br><h2>Variables</h2></td></tr> |
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336 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="356cbfd6e12dc4b6680fa82dd35063fb"></a><!-- doxytag: member="bdm::RV_BUFFER_STEP" ref="356cbfd6e12dc4b6680fa82dd35063fb" args="" --> |
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337 | const int </td><td class="memItemRight" valign="bottom"><b>RV_BUFFER_STEP</b> = 1</td></tr> |
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338 | |
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339 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c83cfa7ad40f4622cb17af4b80f09d45"></a><!-- doxytag: member="bdm::RV_MAP" ref="c83cfa7ad40f4622cb17af4b80f09d45" args="" --> |
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340 | RVmap </td><td class="memItemRight" valign="bottom"><b>RV_MAP</b></td></tr> |
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341 | |
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342 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bdd4760f14ec7d6fea083aa2170f6236"></a><!-- doxytag: member="bdm::RV0" ref="bdd4760f14ec7d6fea083aa2170f6236" args="" --> |
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343 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespacebdm.html#bdd4760f14ec7d6fea083aa2170f6236">RV0</a> = <a class="el" href="classbdm_1_1RV.html">RV</a>()</td></tr> |
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344 | |
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345 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default empty <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> that can be used as default argument. <br></td></tr> |
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346 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="58a0ee51fd426e38101eb99e7c42a65e"></a><!-- doxytag: member="bdm::RV_SIZES" ref="58a0ee51fd426e38101eb99e7c42a65e" args="" --> |
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347 | ivec </td><td class="memItemRight" valign="bottom"><b>RV_SIZES</b></td></tr> |
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348 | |
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349 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="81ac40e336bdac971cd2e60fe2fb2deb"></a><!-- doxytag: member="bdm::RV_NAMES" ref="81ac40e336bdac971cd2e60fe2fb2deb" args="" --> |
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350 | Array< string > </td><td class="memItemRight" valign="bottom"><b>RV_NAMES</b></td></tr> |
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351 | |
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352 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="96288dbda6916cd442af735f66a9f40b"></a><!-- doxytag: member="bdm::UniRNG" ref="96288dbda6916cd442af735f66a9f40b" args="" --> |
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353 | Uniform_RNG </td><td class="memItemRight" valign="bottom"><a class="el" href="namespacebdm.html#96288dbda6916cd442af735f66a9f40b">UniRNG</a></td></tr> |
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354 | |
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355 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Global Uniform_RNG. <br></td></tr> |
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356 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c959a7382efbcc31af4b58cf0f0f951a"></a><!-- doxytag: member="bdm::NorRNG" ref="c959a7382efbcc31af4b58cf0f0f951a" args="" --> |
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357 | Normal_RNG </td><td class="memItemRight" valign="bottom"><a class="el" href="namespacebdm.html#c959a7382efbcc31af4b58cf0f0f951a">NorRNG</a></td></tr> |
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358 | |
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359 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Global Normal_RNG. <br></td></tr> |
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360 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2828dc833cc283a1fb39a5e8dc06518f"></a><!-- doxytag: member="bdm::GamRNG" ref="2828dc833cc283a1fb39a5e8dc06518f" args="" --> |
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361 | Gamma_RNG </td><td class="memItemRight" valign="bottom"><a class="el" href="namespacebdm.html#2828dc833cc283a1fb39a5e8dc06518f">GamRNG</a></td></tr> |
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362 | |
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363 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Global Gamma_RNG. <br></td></tr> |
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364 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="edbf34217028dd95a3680c346af85fea"></a><!-- doxytag: member="bdm::__uimap__" ref="edbf34217028dd95a3680c346af85fea" args="" --> |
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365 | <a class="el" href="namespacebdm.html#4dc620a66ce2fcd4c5f42a03a3909b7c">UImap</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespacebdm.html#edbf34217028dd95a3680c346af85fea">__uimap__</a></td></tr> |
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366 | |
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367 | <tr><td class="mdescLeft"> </td><td class="mdescRight">global map of UIbulder names to instances of UIbuilders. Created by UIREGISTER macro <br></td></tr> |
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368 | </table> |
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369 | <hr><h2>Function Documentation</h2> |
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370 | <a class="anchor" name="384d37434e33cef41e2785e247b5d4d6"></a><!-- doxytag: member="bdm::egiw_bestbelow" ref="384d37434e33cef41e2785e247b5d4d6" args="(egiw Eg, egiw Eg0, double Egll, ivec &indeces)" --> |
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371 | <div class="memitem"> |
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372 | <div class="memproto"> |
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373 | <table class="memname"> |
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374 | <tr> |
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375 | <td class="memname">double bdm::egiw_bestbelow </td> |
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376 | <td>(</td> |
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377 | <td class="paramtype">egiw </td> |
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378 | <td class="paramname"> <em>Eg</em>, </td> |
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379 | </tr> |
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380 | <tr> |
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381 | <td class="paramkey"></td> |
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382 | <td></td> |
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383 | <td class="paramtype">egiw </td> |
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384 | <td class="paramname"> <em>Eg0</em>, </td> |
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385 | </tr> |
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386 | <tr> |
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387 | <td class="paramkey"></td> |
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388 | <td></td> |
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389 | <td class="paramtype">double </td> |
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390 | <td class="paramname"> <em>Egll</em>, </td> |
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391 | </tr> |
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392 | <tr> |
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393 | <td class="paramkey"></td> |
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394 | <td></td> |
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395 | <td class="paramtype">ivec & </td> |
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396 | <td class="paramname"> <em>indeces</em></td><td> </td> |
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397 | </tr> |
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398 | <tr> |
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399 | <td></td> |
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400 | <td>)</td> |
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401 | <td></td><td></td><td></td> |
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402 | </tr> |
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403 | </table> |
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404 | </div> |
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405 | <div class="memdoc"> |
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406 | |
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407 | <p> |
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408 | Return the best structure. |
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409 | <p> |
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410 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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411 | <table border="0" cellspacing="2" cellpadding="0"> |
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412 | <tr><td valign="top"></td><td valign="top"><em>Eg</em> </td><td>a copy of GiW density that is being examined </td></tr> |
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413 | <tr><td valign="top"></td><td valign="top"><em>Eg0</em> </td><td>a copy of prior GiW density before estimation </td></tr> |
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414 | <tr><td valign="top"></td><td valign="top"><em>Egll</em> </td><td>likelihood of the current Eg </td></tr> |
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415 | <tr><td valign="top"></td><td valign="top"><em>indeces</em> </td><td>current indeces </td></tr> |
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416 | </table> |
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417 | </dl> |
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418 | <dl class="return" compact><dt><b>Returns:</b></dt><dd>best likelihood in the structure below the given one </dd></dl> |
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419 | |
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420 | <p>References <a class="el" href="libDC_8h-source.html#l00259">ldmat::_D()</a>, <a class="el" href="libDC_8h-source.html#l00261">ldmat::_L()</a>, <a class="el" href="libEF_8h-source.html#l00202">bdm::egiw::_V()</a>, <a class="el" href="libDC_8cpp-source.html#l00200">ldmat::ldform()</a>, <a class="el" href="libEF_8cpp-source.html#l00044">bdm::egiw::lognc()</a>, and <a class="el" href="libDC_8h-source.html#l00289">ldmat::rows()</a>.</p> |
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421 | |
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422 | <p>Referenced by <a class="el" href="bdm_2estim_2arx_8cpp-source.html#l00190">bdm::ARX::structure_est()</a>.</p> |
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423 | |
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424 | </div> |
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425 | </div><p> |
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426 | </div> |
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427 | <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 15 23:05:34 2009 for mixpp by |
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428 | <a href="http://www.doxygen.org/index.html"> |
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429 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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430 | </body> |
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431 | </html> |
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