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69<h1>Class List</h1>Here are the classes, structs, unions and interfaces with brief descriptions:<table>
[255]70  <tr><td class="indexkey"><a class="el" href="classbdm_1_1ARX.html">bdm::ARX</a></td><td class="indexvalue">Linear Autoregressive model with Gaussian noise </td></tr>
[261]71  <tr><td class="indexkey"><a class="el" href="classbdm_1_1ArxDS.html">bdm::ArxDS</a></td><td class="indexvalue">Generator of <a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> data </td></tr>
[397]72  <tr><td class="indexkey"><a class="el" href="classbdm_1_1bilinfn.html">bdm::bilinfn</a></td><td class="indexvalue">Class representing function <img class="formulaInl" alt="$f(x,u) = Ax+Bu$" src="form_43.png"> </td></tr>
[269]73  <tr><td class="indexkey"><a class="el" href="classbdm_1_1BM.html">bdm::BM</a></td><td class="indexvalue">Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities </td></tr>
[255]74  <tr><td class="indexkey"><a class="el" href="classbdm_1_1BMEF.html">bdm::BMEF</a></td><td class="indexvalue">Estimator for Exponential family </td></tr>
[37]75  <tr><td class="indexkey"><a class="el" href="classchmat.html">chmat</a></td><td class="indexvalue">Symmetric matrix stored in square root decomposition using upper cholesky </td></tr>
[385]76  <tr><td class="indexkey"><a class="el" href="classbdm_1_1compositepdf.html">bdm::compositepdf</a></td><td class="indexvalue">Chain rule of pdfs - abstract part common for <a class="el" href="classbdm_1_1mprod.html" title="Chain rule decomposition of epdf.">mprod</a> and merger. 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> </td></tr>
[397]77  <tr><td class="indexkey"><a class="el" href="classbdm_1_1constfn.html">bdm::constfn</a></td><td class="indexvalue">Class representing function <img class="formulaInl" alt="$f(x) = a$" src="form_40.png">, here <code>rv</code> is empty </td></tr>
78  <tr><td class="indexkey"><a class="el" href="classbdm_1_1CsvFileDS.html">bdm::CsvFileDS</a></td><td class="indexvalue">CSV file data storage The constructor creates <code>Data</code> matrix from the records in a CSV file <code>fname</code>. The orientation can be of two types: 1. <code>BY_COL</code> which is default - the data are stored in columns; one column per time <img class="formulaInl" alt="$t$" src="form_15.png">, one row per data item. 2. <code>BY_ROW</code> if the data are stored the classical CSV style. Then each column stores the values for data item, for ex. <img class="formulaInl" alt="$[y_{t} y_{t-1} ...]$" src="form_16.png">, one row for each discrete time instant </td></tr>
[270]79  <tr><td class="indexkey"><a class="el" href="classbdm_1_1datalink.html">bdm::datalink</a></td><td class="indexvalue">DataLink is a connection between two data vectors Up and Down </td></tr>
[255]80  <tr><td class="indexkey"><a class="el" href="classbdm_1_1datalink__m2e.html">bdm::datalink_m2e</a></td><td class="indexvalue">Data link between </td></tr>
81  <tr><td class="indexkey"><a class="el" href="classbdm_1_1datalink__m2m.html">bdm::datalink_m2m</a></td><td class="indexvalue"></td></tr>
[397]82  <tr><td class="indexkey"><a class="el" href="classbdm_1_1diffbifn.html">bdm::diffbifn</a></td><td class="indexvalue">Class representing a differentiable function of two variables <img class="formulaInl" alt="$f(x,u)$" src="form_42.png"> </td></tr>
[255]83  <tr><td class="indexkey"><a class="el" href="classbdm_1_1dirfilelog.html">bdm::dirfilelog</a></td><td class="indexvalue">Logging into dirfile with buffer in memory </td></tr>
84  <tr><td class="indexkey"><a class="el" href="classbdm_1_1DS.html">bdm::DS</a></td><td class="indexvalue">Abstract class for discrete-time sources of data </td></tr>
85  <tr><td class="indexkey"><a class="el" href="classbdm_1_1eDirich.html">bdm::eDirich</a></td><td class="indexvalue">Dirichlet posterior density </td></tr>
86  <tr><td class="indexkey"><a class="el" href="classbdm_1_1eEF.html">bdm::eEF</a></td><td class="indexvalue">General conjugate exponential family posterior density </td></tr>
87  <tr><td class="indexkey"><a class="el" href="classbdm_1_1eEmp.html">bdm::eEmp</a></td><td class="indexvalue">Weighted empirical density </td></tr>
88  <tr><td class="indexkey"><a class="el" href="classbdm_1_1egamma.html">bdm::egamma</a></td><td class="indexvalue">Gamma posterior density </td></tr>
89  <tr><td class="indexkey"><a class="el" href="classbdm_1_1egiw.html">bdm::egiw</a></td><td class="indexvalue">Gauss-inverse-Wishart density stored in LD form </td></tr>
[353]90  <tr><td class="indexkey"><a class="el" href="classbdm_1_1egiwmix.html">bdm::egiwmix</a></td><td class="indexvalue">Mixture of egiws </td></tr>
[255]91  <tr><td class="indexkey"><a class="el" href="classbdm_1_1eigamma.html">bdm::eigamma</a></td><td class="indexvalue">Inverse-Gamma posterior density </td></tr>
92  <tr><td class="indexkey"><a class="el" href="classbdm_1_1EKF.html">bdm::EKF&lt; sq_T &gt;</a></td><td class="indexvalue">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter </td></tr>
[396]93  <tr><td class="indexkey"><a class="el" href="classbdm_1_1EKFCh.html">bdm::EKFCh</a></td><td class="indexvalue">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in Square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> </td></tr>
[296]94  <tr><td class="indexkey"><a class="el" href="classbdm_1_1EKFCh__chQ.html">bdm::EKFCh_chQ</a></td><td class="indexvalue">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> </td></tr>
[287]95  <tr><td class="indexkey"><a class="el" href="classbdm_1_1EKFCh__cond.html">bdm::EKFCh_cond</a></td><td class="indexvalue">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> </td></tr>
[296]96  <tr><td class="indexkey"><a class="el" href="classbdm_1_1EKFCh__dQ.html">bdm::EKFCh_dQ</a></td><td class="indexvalue">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 diagonal <code>Q</code> </td></tr>
[255]97  <tr><td class="indexkey"><a class="el" href="classbdm_1_1EKFful__unQR.html">bdm::EKFful_unQR</a></td><td class="indexvalue">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> </td></tr>
98  <tr><td class="indexkey"><a class="el" href="classbdm_1_1EKFfull.html">bdm::EKFfull</a></td><td class="indexvalue">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 </td></tr>
[287]99  <tr><td class="indexkey"><a class="el" href="classbdm_1_1elognorm.html">bdm::elognorm</a></td><td class="indexvalue"></td></tr>
[255]100  <tr><td class="indexkey"><a class="el" href="classbdm_1_1emix.html">bdm::emix</a></td><td class="indexvalue">Mixture of epdfs </td></tr>
101  <tr><td class="indexkey"><a class="el" href="classbdm_1_1enorm.html">bdm::enorm&lt; sq_T &gt;</a></td><td class="indexvalue">Gaussian density with positive definite (decomposed) covariance matrix </td></tr>
102  <tr><td class="indexkey"><a class="el" href="classbdm_1_1epdf.html">bdm::epdf</a></td><td class="indexvalue">Probability density function with numerical statistics, e.g. posterior density </td></tr>
103  <tr><td class="indexkey"><a class="el" href="classbdm_1_1eprod.html">bdm::eprod</a></td><td class="indexvalue">Product of independent epdfs. For dependent pdfs, use <a class="el" href="classbdm_1_1mprod.html" title="Chain rule decomposition of epdf.">mprod</a> </td></tr>
104  <tr><td class="indexkey"><a class="el" href="classbdm_1_1euni.html">bdm::euni</a></td><td class="indexvalue">Uniform distributed density on a rectangular support </td></tr>
[296]105  <tr><td class="indexkey"><a class="el" href="classbdm_1_1eWishartCh.html">bdm::eWishartCh</a></td><td class="indexvalue"></td></tr>
[287]106  <tr><td class="indexkey"><a class="el" href="classbdm_1_1FileDS.html">bdm::FileDS</a></td><td class="indexvalue"></td></tr>
[397]107  <tr><td class="indexkey"><a class="el" href="classbdm_1_1fnc.html">bdm::fnc</a></td><td class="indexvalue">Class representing function <img class="formulaInl" alt="$f(x)$" src="form_0.png"> of variable <img class="formulaInl" alt="$x$" src="form_1.png"> represented by <code>rv</code> </td></tr>
[8]108  <tr><td class="indexkey"><a class="el" href="classfsqmat.html">fsqmat</a></td><td class="indexvalue">Fake <a class="el" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a>. This class maps <a class="el" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> operations to operations on full matrix </td></tr>
[353]109  <tr><td class="indexkey"><a class="el" href="classbdm_1_1ITppFileDS.html">bdm::ITppFileDS</a></td><td class="indexvalue">Read Data Matrix from an IT file </td></tr>
[396]110  <tr><td class="indexkey"><a class="el" href="classbdm_1_1Kalman.html">bdm::Kalman&lt; sq_T &gt;</a></td><td class="indexvalue"><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 <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> form </td></tr>
111  <tr><td class="indexkey"><a class="el" href="classbdm_1_1KalmanCh.html">bdm::KalmanCh</a></td><td class="indexvalue"><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter in square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> form </td></tr>
[255]112  <tr><td class="indexkey"><a class="el" href="classbdm_1_1KalmanFull.html">bdm::KalmanFull</a></td><td class="indexvalue">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! </td></tr>
113  <tr><td class="indexkey"><a class="el" href="classbdm_1_1KFcondQR.html">bdm::KFcondQR</a></td><td class="indexvalue"><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 </td></tr>
114  <tr><td class="indexkey"><a class="el" href="classbdm_1_1KFcondR.html">bdm::KFcondR</a></td><td class="indexvalue"><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 </td></tr>
[181]115  <tr><td class="indexkey"><a class="el" href="classldmat.html">ldmat</a></td><td class="indexvalue">Matrix stored in LD form, (commonly known as UD) </td></tr>
[397]116  <tr><td class="indexkey"><a class="el" href="classbdm_1_1linfn.html">bdm::linfn</a></td><td class="indexvalue">Class representing function <img class="formulaInl" alt="$f(x) = Ax+B$" src="form_41.png"> </td></tr>
[269]117  <tr><td class="indexkey"><a class="el" href="classbdm_1_1logger.html">bdm::logger</a></td><td class="indexvalue">Class for storing results (and semi-results) of an experiment </td></tr>
[255]118  <tr><td class="indexkey"><a class="el" href="classbdm_1_1mEF.html">bdm::mEF</a></td><td class="indexvalue">Exponential family model </td></tr>
[261]119  <tr><td class="indexkey"><a class="el" href="classbdm_1_1MemDS.html">bdm::MemDS</a></td><td class="indexvalue">Memory storage of off-line data column-wise </td></tr>
[255]120  <tr><td class="indexkey"><a class="el" href="classbdm_1_1memlog.html">bdm::memlog</a></td><td class="indexvalue">Logging into matrices in data format in memory </td></tr>
121  <tr><td class="indexkey"><a class="el" href="classbdm_1_1mepdf.html">bdm::mepdf</a></td><td class="indexvalue">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> </td></tr>
[385]122  <tr><td class="indexkey"><a class="el" href="classbdm_1_1merger__base.html">bdm::merger_base</a></td><td class="indexvalue">Base class for general combination of pdfs on discrete support </td></tr>
[396]123  <tr><td class="indexkey"><a class="el" href="classbdm_1_1MexDS.html">bdm::MexDS</a></td><td class="indexvalue">Memory storage of off-line data column-wise </td></tr>
[255]124  <tr><td class="indexkey"><a class="el" href="classbdm_1_1mgamma.html">bdm::mgamma</a></td><td class="indexvalue">Gamma random walk </td></tr>
125  <tr><td class="indexkey"><a class="el" href="classbdm_1_1mgamma__fix.html">bdm::mgamma_fix</a></td><td class="indexvalue">Gamma random walk around a fixed point </td></tr>
[287]126  <tr><td class="indexkey"><a class="el" href="classbdm_1_1mgnorm.html">bdm::mgnorm&lt; sq_T &gt;</a></td><td class="indexvalue">Mpdf with general function for mean value </td></tr>
[255]127  <tr><td class="indexkey"><a class="el" href="classbdm_1_1migamma.html">bdm::migamma</a></td><td class="indexvalue">Inverse-Gamma random walk </td></tr>
[287]128  <tr><td class="indexkey"><a class="el" href="classbdm_1_1migamma__ref.html">bdm::migamma_ref</a></td><td class="indexvalue">Inverse-Gamma random walk around a fixed point </td></tr>
[255]129  <tr><td class="indexkey"><a class="el" href="classbdm_1_1MixEF.html">bdm::MixEF</a></td><td class="indexvalue">Mixture of Exponential Family Densities </td></tr>
130  <tr><td class="indexkey"><a class="el" href="classbdm_1_1mlnorm.html">bdm::mlnorm&lt; sq_T &gt;</a></td><td class="indexvalue">Normal distributed linear function with linear function of mean value; </td></tr>
[287]131  <tr><td class="indexkey"><a class="el" href="classbdm_1_1mlognorm.html">bdm::mlognorm</a></td><td class="indexvalue">Log-Normal random walk </td></tr>
[255]132  <tr><td class="indexkey"><a class="el" href="classbdm_1_1mlstudent.html">bdm::mlstudent</a></td><td class="indexvalue"></td></tr>
133  <tr><td class="indexkey"><a class="el" href="classbdm_1_1mmix.html">bdm::mmix</a></td><td class="indexvalue">Mixture of mpdfs with constant weights, all mpdfs are of equal type </td></tr>
134  <tr><td class="indexkey"><a class="el" href="classbdm_1_1mpdf.html">bdm::mpdf</a></td><td class="indexvalue">Conditional probability density, e.g. modeling some dependencies </td></tr>
135  <tr><td class="indexkey"><a class="el" href="classbdm_1_1MPF.html">bdm::MPF&lt; BM_T &gt;</a></td><td class="indexvalue">Marginalized Particle filter </td></tr>
136  <tr><td class="indexkey"><a class="el" href="classbdm_1_1mprod.html">bdm::mprod</a></td><td class="indexvalue">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> </td></tr>
137  <tr><td class="indexkey"><a class="el" href="classbdm_1_1mratio.html">bdm::mratio</a></td><td class="indexvalue">Class representing ratio of two densities which arise e.g. by applying the Bayes rule. It represents density in the form: <p class="formulaDsp">
[397]138<img class="formulaDsp" alt="\[ f(rv|rvc) = \frac{f(rv,rvc)}{f(rvc)} \]" src="form_62.png">
[210]139<p>
[397]140 where <img class="formulaInl" alt="$ f(rvc) = \int f(rv,rvc) d\ rv $" src="form_63.png"> </td></tr>
[255]141  <tr><td class="indexkey"><a class="el" href="classbdm_1_1multiBM.html">bdm::multiBM</a></td><td class="indexvalue">Estimator for Multinomial density </td></tr>
[353]142  <tr><td class="indexkey"><a class="el" href="classbdm_1_1MultiModel.html">bdm::MultiModel</a></td><td class="indexvalue">(Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness) </td></tr>
[396]143  <tr><td class="indexkey"><a class="el" href="classbdm_1_1ParticularUI.html">bdm::ParticularUI&lt; T &gt;</a></td><td class="indexvalue">The only <a class="el" href="classbdm_1_1UI.html" title="UI is an abstract class and it is intended for internal purposes only.">UI</a> descendant class which is not intended for direct use. It should be accessed within the <a class="el" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> macro only </td></tr>
[255]144  <tr><td class="indexkey"><a class="el" href="classbdm_1_1PF.html">bdm::PF</a></td><td class="indexvalue">Trivial particle filter with proposal density equal to parameter evolution model </td></tr>
[396]145  <tr><td class="indexkey"><a class="el" href="classbdm_1_1root.html">bdm::root</a></td><td class="indexvalue">Root class of BDM objects </td></tr>
[255]146  <tr><td class="indexkey"><a class="el" href="classbdm_1_1RV.html">bdm::RV</a></td><td class="indexvalue">Class representing variables, most often random variables </td></tr>
[396]147  <tr><td class="indexkey"><a class="el" href="classbdm_1_1SettingResolver.html">bdm::SettingResolver</a></td><td class="indexvalue">This class serves to expand links used within configuration files </td></tr>
[8]148  <tr><td class="indexkey"><a class="el" href="classsqmat.html">sqmat</a></td><td class="indexvalue">Virtual class for representation of double symmetric matrices in square-root form </td></tr>
[368]149  <tr><td class="indexkey"><a class="el" href="classbdm_1_1str.html">bdm::str</a></td><td class="indexvalue">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 - TODO tak proc je ve verejnem prostoru jmen? upravit </td></tr>
[396]150  <tr><td class="indexkey"><a class="el" href="classbdm_1_1UI.html">bdm::UI</a></td><td class="indexvalue"><a class="el" href="classbdm_1_1UI.html" title="UI is an abstract class and it is intended for internal purposes only.">UI</a> is an abstract class and it is intended for internal purposes only </td></tr>
151  <tr><td class="indexkey"><a class="el" href="classbdm_1_1UIException.html">bdm::UIException</a></td><td class="indexvalue">Exception prepared for reporting user-info errors which are always related to some concrete Setting path </td></tr>
152  <tr><td class="indexkey"><a class="el" href="classbdm_1_1UIFile.html">bdm::UIFile</a></td><td class="indexvalue">This class serves to load and/or save user-infos into/from configuration files stored on a hard-disk </td></tr>
[3]153</table>
[91]154</div>
[401]155<hr size="1"><address style="text-align: right;"><small>Generated on Wed Jul 1 13:05:56 2009 for mixpp by&nbsp;
[3]156<a href="http://www.doxygen.org/index.html">
[398]157<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
[3]158</body>
159</html>
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