Class List

Here are the classes, structs, unions and interfaces with brief descriptions:

bdm::ARX	Linear Autoregressive model with Gaussian noise
bdm::ArxDS	Generator of ARX data
bdm::ARXfrg
bdm::bilinfn	Class representing function
bdm::BM	Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities
bdm::BMEF	Estimator for Exponential family
bdm::chmat	Symmetric matrix stored in square root decomposition using upper cholesky
bdm::constfn	Class representing function , here rv is empty
bdm::Controller
bdm::CsvFileDS	CSV file data storage The constructor creates Data matrix from the records in a CSV file fname. The orientation can be of two types: 1. BY_COL which is default - the data are stored in columns; one column per time , one row per data item. 2. BY_ROW if the data are stored the classical CSV style. Then each column stores the values for data item, for ex. , one row for each discrete time instant
bdm::datalink	DataLink is a connection between two data vectors Up and Down
bdm::datalink_2to1_buffered	Buffered datalink from 2 vectors to 1
bdm::datalink_buffered	Datalink that buffers delayed values - do not forget to call step()
bdm::datalink_m2e	Data link with a condition
bdm::datalink_m2m	DataLink is a connection between mpdf and its superordinate (Up) This class links
bdm::datalink_part
bdm::Designer	Low-level class for design of control strategy
bdm::diffbifn	Class representing a differentiable function of two variables
bdm::dirfilelog	Logging into dirfile with buffer in memory
bdm::discrete_support	Discrete support with stored support points
bdm::DS	Abstract class for discrete-time sources of data
bdm::eDirich	Dirichlet posterior density
bdm::eEF	General conjugate exponential family posterior density
bdm::eEmp	Weighted empirical density
bdm::egamma	Gamma posterior density
bdm::egiw	Gauss-inverse-Wishart density stored in LD form
bdm::egiwmix	Mixture of egiws
bdm::egrid
bdm::eigamma	Inverse-Gamma posterior density
bdm::eiWishartCh	Inverse Wishart on Choleski decomposition
bdm::EKFCh	Extended Kalman Filter in Square root
bdm::EKFCh_chQ	Extended Kalman filter in Choleski form with unknown Q
bdm::EKFCh_cond	Extended Kalman filter with unknown parameters in IM
bdm::EKFCh_dQ	Extended Kalman filter in Choleski form with unknown diagonal Q
bdm::EKFful_unQR	Extended Kalman filter with unknown Q and R
bdm::EKFfull	Extended Kalman Filter in full matrices
bdm::elognorm
bdm::emix	Mixture of epdfs
bdm::enorm< sq_T >	Gaussian density with positive definite (decomposed) covariance matrix
bdm::epdf	Probability density function with numerical statistics, e.g. posterior density
bdm::EpdfDS	Simulate data from a static pdf (epdf)
bdm::eprod	Product of independent epdfs. For dependent pdfs, use mprod
bdm::euni	Uniform distributed density on a rectangular support
bdm::eWishartCh
bdm::FileDS
bdm::fnc	Class representing function of variable represented by rv
bdm::fsqmat	Fake sqmat. This class maps sqmat operations to operations on full matrix
itpp::Gamma_RNG	Gamma distribution
bdm::ITppFileDS	Read Data Matrix from an IT file
bdm::Kalman< sq_T >	Common abstract base for Kalman filters
bdm::KalmanCh	Kalman filter in square root form
bdm::KalmanFull	Basic Kalman filter with full matrices
bdm::ldmat	Matrix stored in LD form, (commonly known as UD)
bdm::linfn	Class representing function
bdm::logger	Class for storing results (and semi-results) of an experiment
bdm::LQG
bdm::mDirich
bdm::MemDS	Memory storage of off-line data column-wise
bdm::memlog
bdm::mepdf	Unconditional mpdf, allows using epdf in the role of mpdf
bdm::merger_base	Base class for general combination of pdfs on discrete support
bdm::merger_mix	Merger using importance sampling with mixture proposal density
bdm::mexDS	Matlab wrapper for DS mapping functions step() to a matlab function
bdm::mexlog	Logger storing results into an mxArray
bdm::mgamma	Gamma random walk
bdm::mgamma_fix	Gamma random walk around a fixed point
bdm::mgnorm< sq_T >	Mpdf with general function for mean value
bdm::migamma	Inverse-Gamma random walk
bdm::migamma_ref	Inverse-Gamma random walk around a fixed point
bdm::MixEF	Mixture of Exponential Family Densities
bdm::mlnorm< sq_T, TEpdf >	Normal distributed linear function with linear function of mean value;
bdm::mlognorm	Log-Normal random walk
bdm::mlstudent
bdm::mmix	Mixture of mpdfs with constant weights, all mpdfs are of equal RV and RVC
bdm::mpdf	Conditional probability density, e.g. modeling , where is random variable, rv, and is conditioning variable, rvc
bdm::mpdf_internal< EPDF >	Mpdf with internal epdf that is modified by function condition
bdm::MpdfDS	Simulate data from conditional density Still having only one density but allowing conditioning on either input or delayed values
bdm::MPF	Marginalized Particle filter
bdm::mprod	Chain rule decomposition of epdf
bdm::mratio	Class representing ratio of two densities which arise e.g. by applying the Bayes rule. It represents density in the form: where
bdm::multiBM	Estimator for Multinomial density
bdm::MultiModel	(Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness)
bdm::mxArrayDS	Memory storage of off-line data column-wise
bdm::object_ptr< T >	A wrapper of shared_ptr which is never empty
bdm::ParticularUI< T >
bdm::PF	Trivial particle filter with proposal density equal to parameter evolution model
bdm::rectangular_support
bdm::root	Root class of BDM objects
bdm::RV	Class representing variables, most often random variables
bdm::rwiWishartCh	Random Walk on inverse Wishart
bdm::SettingResolver	This class serves to expand links used within configuration files
bdm::shared_ptr< T >	A naive implementation of roughly a subset of the std::tr1::shared_ptr spec
bdm::sqmat	Abstract class for representation of double symmetric matrices in square-root form
bdm::StateCanonical	Conversion of outer ARX model (mlnorm) to state space model
bdm::StateSpace< sq_T >	Basic elements of linear state-space model
bdm::stdlog	Simple logger used for debugging All data records are written out to std from where they could be send to file
bdm::str	Structure of RV, i.e. RVs expanded into a flat list of IDs, used for debugging
bdm::UI	UI is an abstract class which collects all the auxiliary functions useful to prepare some concrete user-infos
bdm::UIClassException
bdm::UIException
bdm::UIFile	This class serves to load and/or save user-infos into/from configuration files stored on a hard-disk
UImxArray	Class for writing Settings into Matlab's mxArray
UImxConfig	Reimplementation of libconfig's Config class for Matlab mxArray structures
bdm::UISettingException