BM ARX EKFfixed EKFfull Kalman< sq_T > Kalman< chmat > Kalman< fsqmat > Kalman< ldmat > PF libBM.h RV RV BM::rv rv Random variable of the posterior. _rv MPF< BM_T >::MPF EKFfull::set_parameters ARX::structure_est double double BM::ll ll Logarithm of marginalized data likelihood. _ll EKFfixed::bayes EKF< sq_T >::bayes Kalman< sq_T >::bayes EKFCh::bayes KalmanCh::bayes EKFfull::bayes ARX::bayes bool bool BM::evalll evalll If true, the filter will compute likelihood of the data record and store it in ll . Set to false if you want to save time. EKFfixed::bayes EKF< sq_T >::bayes Kalman< sq_T >::bayes EKFCh::bayes KalmanCh::bayes EKFfull::bayes ARX::bayes BM::BM (const RV &rv0) BM const RV & rv0 Default constructor. void virtual void BM::bayes (const vec &dt)=0 bayes bayes bayes bayes bayes bayes bayes bayes bayes bayes bayes bayes bayes const vec & dt Incremental Bayes rule. dt vector of input data void void BM::bayes (mat Dt) bayes mat Dt Batch Bayes rule (columns of Dt are observations). epdf & virtual epdf& BM::_epdf ()=0 _epdf _epdf _epdf _epdf _epdf _epdf _epdf _epdf _epdf Returns a pointer to the epdf representing posterior density on parameters. Use with care! virtual BM::~BM () ~BM Destructor for future use;. const RV & const RV& BM::_rv () const _rv access function rv double double BM::_ll () const _ll access function ll Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities. EKF< sq_T > Kalman< fsqmat > < fsqmat > EKFCh BM EKFfixed MPF< BM_T > EKF_unQful KFcondR PF EKF_unQ KFcondQR KalmanCh Kalman< ldmat > < ldmat > Kalman< chmat > < chmat > Kalman< sq_T > EKFful_unQR EKFfull ARX BM rv RV BM_epdf BM_ll BM_rv BMbayes BMbayes BMBM BMevalll BMll BMrv BM~BM