| BM | Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities |
| DS | Abstract class for discrete-time sources of data |
| eEF | General conjugate exponential family posterior density |
| enorm< sq_T > | General exponential family density |
| epdf | Probability density function with numerical statistics, e.g. posterior density |
| fnc | Class representing function of variables |
| fsqmat | Fake sqmat. This class maps sqmat operations to operations on full matrix |
| Kalman< sq_T > | Kalman filter with covaraince matrices in square root form |
| KalmanFull | Basic Kalman filter with full matrices (education purpose only)! Will be deleted soon! |
| MemDS | Class representing off-line data stored in memory |
| mpdf | Conditional probability density, e.g. modeling some dependencies |
| PF | A Particle Filter prototype |
| RV | Class representing variables, most often random variables |
| sqmat | Virtual class for representation of double symmetric matrices in square-root form |
| TrivialPF | Trivial particle filter with proposal density that is not conditioned on the data |