15 | | \item\contentsline{section}{\hyperlink{classconstfn}{constfn} (Class representing function $f(x) = a$, here {\tt rv} is empty )}{\pageref{classconstfn}}{} |
16 | | \item\contentsline{section}{\hyperlink{classdatalink__e2e}{datalink\_\-e2e} }{\pageref{classdatalink__e2e}}{} |
17 | | \item\contentsline{section}{\hyperlink{classdatalink__m2e}{datalink\_\-m2e} (Data link between )}{\pageref{classdatalink__m2e}}{} |
18 | | \item\contentsline{section}{\hyperlink{classdatalink__m2m}{datalink\_\-m2m} }{\pageref{classdatalink__m2m}}{} |
19 | | \item\contentsline{section}{\hyperlink{classdiffbifn}{diffbifn} (Class representing a differentiable function of two variables $f(x,u)$ )}{\pageref{classdiffbifn}}{} |
20 | | \item\contentsline{section}{\hyperlink{classdirfilelog}{dirfilelog} (Logging into dirfile with buffer in memory )}{\pageref{classdirfilelog}}{} |
21 | | \item\contentsline{section}{\hyperlink{classDS}{DS} (Abstract class for discrete-time sources of data )}{\pageref{classDS}}{} |
22 | | \item\contentsline{section}{\hyperlink{classeDirich}{eDirich} (Dirichlet posterior density )}{\pageref{classeDirich}}{} |
23 | | \item\contentsline{section}{\hyperlink{classeEF}{eEF} (General conjugate exponential family posterior density )}{\pageref{classeEF}}{} |
24 | | \item\contentsline{section}{\hyperlink{classeEmp}{eEmp} (Weighted empirical density )}{\pageref{classeEmp}}{} |
25 | | \item\contentsline{section}{\hyperlink{classegamma}{egamma} (Gamma posterior density )}{\pageref{classegamma}}{} |
26 | | \item\contentsline{section}{\hyperlink{classegiw}{egiw} (Gauss-inverse-Wishart density stored in LD form )}{\pageref{classegiw}}{} |
27 | | \item\contentsline{section}{\hyperlink{classeigamma}{eigamma} (Inverse-Gamma posterior density )}{\pageref{classeigamma}}{} |
28 | | \item\contentsline{section}{\hyperlink{classEKF}{EKF$<$ sq\_\-T $>$} (Extended \hyperlink{classKalman}{Kalman} Filter )}{\pageref{classEKF}}{} |
29 | | \item\contentsline{section}{\hyperlink{classEKF__unQ}{EKF\_\-unQ} (Extended \hyperlink{classKalman}{Kalman} filter with unknown {\tt Q} )}{\pageref{classEKF__unQ}}{} |
30 | | \item\contentsline{section}{\hyperlink{classEKFCh}{EKFCh} (Extended \hyperlink{classKalman}{Kalman} Filter in Square root )}{\pageref{classEKFCh}}{} |
31 | | \item\contentsline{section}{\hyperlink{classEKFCh__cond}{EKFCh\_\-cond} (Extended \hyperlink{classKalman}{Kalman} filter with unknown parameters in {\tt IM} )}{\pageref{classEKFCh__cond}}{} |
32 | | \item\contentsline{section}{\hyperlink{classEKFCh__du__kQ}{EKFCh\_\-du\_\-kQ} (Extended \hyperlink{classKalman}{Kalman} filter with unknown {\tt Q} and delta u )}{\pageref{classEKFCh__du__kQ}}{} |
33 | | \item\contentsline{section}{\hyperlink{classEKFCh__unQ}{EKFCh\_\-unQ} (Extended \hyperlink{classKalman}{Kalman} filter in Choleski form with unknown {\tt Q} )}{\pageref{classEKFCh__unQ}}{} |
34 | | \item\contentsline{section}{\hyperlink{classEKFfixed}{EKFfixed} (Extended \hyperlink{classKalman}{Kalman} Filter with full matrices in fixed point arithmetic )}{\pageref{classEKFfixed}}{} |
35 | | \item\contentsline{section}{\hyperlink{classEKFful__unQR}{EKFful\_\-unQR} (Extended \hyperlink{classKalman}{Kalman} filter with unknown {\tt Q} and {\tt R} )}{\pageref{classEKFful__unQR}}{} |
36 | | \item\contentsline{section}{\hyperlink{classEKFfull}{EKFfull} (Extended \hyperlink{classKalman}{Kalman} Filter in full matrices )}{\pageref{classEKFfull}}{} |
37 | | \item\contentsline{section}{\hyperlink{classemix}{emix} (Mixture of epdfs )}{\pageref{classemix}}{} |
38 | | \item\contentsline{section}{\hyperlink{classenorm}{enorm$<$ sq\_\-T $>$} (Gaussian density with positive definite (decomposed) covariance matrix )}{\pageref{classenorm}}{} |
39 | | \item\contentsline{section}{\hyperlink{classepdf}{epdf} (Probability density function with numerical statistics, e.g. posterior density )}{\pageref{classepdf}}{} |
40 | | \item\contentsline{section}{\hyperlink{classeprod}{eprod} (Product of independent epdfs. For dependent pdfs, use \hyperlink{classmprod}{mprod} )}{\pageref{classeprod}}{} |
41 | | \item\contentsline{section}{\hyperlink{classeuni}{euni} (Uniform distributed density on a rectangular support )}{\pageref{classeuni}}{} |
42 | | \item\contentsline{section}{\hyperlink{classfnc}{fnc} (Class representing function $f(x)$ of variable $x$ represented by {\tt rv} )}{\pageref{classfnc}}{} |
| 16 | \item\contentsline{section}{\hyperlink{classbdm_1_1constfn}{bdm::constfn} (Class representing function $f(x) = a$, here {\tt rv} is empty )}{\pageref{classbdm_1_1constfn}}{} |
| 17 | \item\contentsline{section}{\hyperlink{classbdm_1_1datalink__e2e}{bdm::datalink\_\-e2e} }{\pageref{classbdm_1_1datalink__e2e}}{} |
| 18 | \item\contentsline{section}{\hyperlink{classbdm_1_1datalink__m2e}{bdm::datalink\_\-m2e} (Data link between )}{\pageref{classbdm_1_1datalink__m2e}}{} |
| 19 | \item\contentsline{section}{\hyperlink{classbdm_1_1datalink__m2m}{bdm::datalink\_\-m2m} }{\pageref{classbdm_1_1datalink__m2m}}{} |
| 20 | \item\contentsline{section}{\hyperlink{classbdm_1_1diffbifn}{bdm::diffbifn} (Class representing a differentiable function of two variables $f(x,u)$ )}{\pageref{classbdm_1_1diffbifn}}{} |
| 21 | \item\contentsline{section}{\hyperlink{classbdm_1_1dirfilelog}{bdm::dirfilelog} (Logging into dirfile with buffer in memory )}{\pageref{classbdm_1_1dirfilelog}}{} |
| 22 | \item\contentsline{section}{\hyperlink{classbdm_1_1DS}{bdm::DS} (Abstract class for discrete-time sources of data )}{\pageref{classbdm_1_1DS}}{} |
| 23 | \item\contentsline{section}{\hyperlink{classbdm_1_1eDirich}{bdm::eDirich} (Dirichlet posterior density )}{\pageref{classbdm_1_1eDirich}}{} |
| 24 | \item\contentsline{section}{\hyperlink{classbdm_1_1eEF}{bdm::eEF} (General conjugate exponential family posterior density )}{\pageref{classbdm_1_1eEF}}{} |
| 25 | \item\contentsline{section}{\hyperlink{classbdm_1_1eEmp}{bdm::eEmp} (Weighted empirical density )}{\pageref{classbdm_1_1eEmp}}{} |
| 26 | \item\contentsline{section}{\hyperlink{classbdm_1_1egamma}{bdm::egamma} (Gamma posterior density )}{\pageref{classbdm_1_1egamma}}{} |
| 27 | \item\contentsline{section}{\hyperlink{classbdm_1_1egiw}{bdm::egiw} (Gauss-inverse-Wishart density stored in LD form )}{\pageref{classbdm_1_1egiw}}{} |
| 28 | \item\contentsline{section}{\hyperlink{classbdm_1_1eigamma}{bdm::eigamma} (Inverse-Gamma posterior density )}{\pageref{classbdm_1_1eigamma}}{} |
| 29 | \item\contentsline{section}{\hyperlink{classbdm_1_1EKF}{bdm::EKF$<$ sq\_\-T $>$} (Extended \hyperlink{classbdm_1_1Kalman}{Kalman} Filter )}{\pageref{classbdm_1_1EKF}}{} |
| 30 | \item\contentsline{section}{\hyperlink{classEKF__unQ}{EKF\_\-unQ} (Extended Kalman filter with unknown {\tt Q} )}{\pageref{classEKF__unQ}}{} |
| 31 | \item\contentsline{section}{\hyperlink{classbdm_1_1EKFCh}{bdm::EKFCh} (Extended \hyperlink{classbdm_1_1Kalman}{Kalman} Filter in Square root )}{\pageref{classbdm_1_1EKFCh}}{} |
| 32 | \item\contentsline{section}{\hyperlink{classbdm_1_1EKFCh__cond}{bdm::EKFCh\_\-cond} (Extended \hyperlink{classbdm_1_1Kalman}{Kalman} filter with unknown parameters in {\tt IM} )}{\pageref{classbdm_1_1EKFCh__cond}}{} |
| 33 | \item\contentsline{section}{\hyperlink{classEKFCh__cond}{EKFCh\_\-cond} (Extended Kalman filter with unknown {\tt Q} )}{\pageref{classEKFCh__cond}}{} |
| 34 | \item\contentsline{section}{\hyperlink{classEKFCh__du__kQ}{EKFCh\_\-du\_\-kQ} (Extended Kalman filter with unknown {\tt Q} and delta u )}{\pageref{classEKFCh__du__kQ}}{} |
| 35 | \item\contentsline{section}{\hyperlink{classbdm_1_1EKFCh__unQ}{bdm::EKFCh\_\-unQ} (Extended \hyperlink{classbdm_1_1Kalman}{Kalman} filter in Choleski form with unknown {\tt Q} )}{\pageref{classbdm_1_1EKFCh__unQ}}{} |
| 36 | \item\contentsline{section}{\hyperlink{classEKFfixed}{EKFfixed} (Extended Kalman Filter with full matrices in fixed point arithmetic )}{\pageref{classEKFfixed}}{} |
| 37 | \item\contentsline{section}{\hyperlink{classbdm_1_1EKFful__unQR}{bdm::EKFful\_\-unQR} (Extended \hyperlink{classbdm_1_1Kalman}{Kalman} filter with unknown {\tt Q} and {\tt R} )}{\pageref{classbdm_1_1EKFful__unQR}}{} |
| 38 | \item\contentsline{section}{\hyperlink{classbdm_1_1EKFfull}{bdm::EKFfull} (Extended \hyperlink{classbdm_1_1Kalman}{Kalman} Filter in full matrices )}{\pageref{classbdm_1_1EKFfull}}{} |
| 39 | \item\contentsline{section}{\hyperlink{classbdm_1_1emix}{bdm::emix} (Mixture of epdfs )}{\pageref{classbdm_1_1emix}}{} |
| 40 | \item\contentsline{section}{\hyperlink{classbdm_1_1enorm}{bdm::enorm$<$ sq\_\-T $>$} (Gaussian density with positive definite (decomposed) covariance matrix )}{\pageref{classbdm_1_1enorm}}{} |
| 41 | \item\contentsline{section}{\hyperlink{classbdm_1_1epdf}{bdm::epdf} (Probability density function with numerical statistics, e.g. posterior density )}{\pageref{classbdm_1_1epdf}}{} |
| 42 | \item\contentsline{section}{\hyperlink{classbdm_1_1eprod}{bdm::eprod} (Product of independent epdfs. For dependent pdfs, use \hyperlink{classbdm_1_1mprod}{mprod} )}{\pageref{classbdm_1_1eprod}}{} |
| 43 | \item\contentsline{section}{\hyperlink{classbdm_1_1euni}{bdm::euni} (Uniform distributed density on a rectangular support )}{\pageref{classbdm_1_1euni}}{} |
| 44 | \item\contentsline{section}{\hyperlink{classbdm_1_1fnc}{bdm::fnc} (Class representing function $f(x)$ of variable $x$ represented by {\tt rv} )}{\pageref{classbdm_1_1fnc}}{} |
55 | | \item\contentsline{section}{\hyperlink{classlinfn}{linfn} (Class representing function $f(x) = Ax+B$ )}{\pageref{classlinfn}}{} |
56 | | \item\contentsline{section}{\hyperlink{classlogger}{logger} (Class for storing results (and semi-results) of an experiment )}{\pageref{classlogger}}{} |
57 | | \item\contentsline{section}{\hyperlink{classmEF}{mEF} (Exponential family model )}{\pageref{classmEF}}{} |
58 | | \item\contentsline{section}{\hyperlink{classMemDS}{MemDS} (Class representing off-line data stored in memory )}{\pageref{classMemDS}}{} |
59 | | \item\contentsline{section}{\hyperlink{classmemlog}{memlog} (Logging into matrices in data format in memory )}{\pageref{classmemlog}}{} |
60 | | \item\contentsline{section}{\hyperlink{classmepdf}{mepdf} (Unconditional \hyperlink{classmpdf}{mpdf}, allows using \hyperlink{classepdf}{epdf} in the role of \hyperlink{classmpdf}{mpdf} )}{\pageref{classmepdf}}{} |
61 | | \item\contentsline{section}{\hyperlink{classmerger}{merger} (Function for general combination of pdfs )}{\pageref{classmerger}}{} |
62 | | \item\contentsline{section}{\hyperlink{classmgamma}{mgamma} (Gamma random walk )}{\pageref{classmgamma}}{} |
63 | | \item\contentsline{section}{\hyperlink{classmgamma__fix}{mgamma\_\-fix} (Gamma random walk around a fixed point )}{\pageref{classmgamma__fix}}{} |
64 | | \item\contentsline{section}{\hyperlink{classmigamma}{migamma} (Inverse-Gamma random walk )}{\pageref{classmigamma}}{} |
65 | | \item\contentsline{section}{\hyperlink{classmigamma__fix}{migamma\_\-fix} (Inverse-Gamma random walk around a fixed point )}{\pageref{classmigamma__fix}}{} |
66 | | \item\contentsline{section}{\hyperlink{classMixEF}{MixEF} (Mixture of Exponential Family Densities )}{\pageref{classMixEF}}{} |
67 | | \item\contentsline{section}{\hyperlink{classmlnorm}{mlnorm$<$ sq\_\-T $>$} (Normal distributed linear function with linear function of mean value; )}{\pageref{classmlnorm}}{} |
68 | | \item\contentsline{section}{\hyperlink{classmlstudent}{mlstudent} }{\pageref{classmlstudent}}{} |
69 | | \item\contentsline{section}{\hyperlink{classmmix}{mmix} (Mixture of mpdfs with constant weights, all mpdfs are of equal type )}{\pageref{classmmix}}{} |
70 | | \item\contentsline{section}{\hyperlink{classmpdf}{mpdf} (Conditional probability density, e.g. modeling some dependencies )}{\pageref{classmpdf}}{} |
71 | | \item\contentsline{section}{\hyperlink{classMPF}{MPF$<$ BM\_\-T $>$} (Marginalized Particle filter )}{\pageref{classMPF}}{} |
72 | | \item\contentsline{section}{\hyperlink{classmprod}{mprod} (Chain rule decomposition of \hyperlink{classepdf}{epdf} )}{\pageref{classmprod}}{} |
73 | | \item\contentsline{section}{\hyperlink{classmratio}{mratio} (Class representing ratio of two densities which arise e.g. by applying the Bayes rule. It represents density in the form: \[ f(rv|rvc) = \frac{f(rv,rvc)}{f(rvc)} \] where $ f(rvc) = \int f(rv,rvc) d\ rv $ )}{\pageref{classmratio}}{} |
74 | | \item\contentsline{section}{\hyperlink{classmultiBM}{multiBM} (Estimator for Multinomial density )}{\pageref{classmultiBM}}{} |
| 57 | \item\contentsline{section}{\hyperlink{classbdm_1_1linfn}{bdm::linfn} (Class representing function $f(x) = Ax+B$ )}{\pageref{classbdm_1_1linfn}}{} |
| 58 | \item\contentsline{section}{\hyperlink{classbdm_1_1logger}{bdm::logger} (Class for storing results (and semi-results) of an experiment )}{\pageref{classbdm_1_1logger}}{} |
| 59 | \item\contentsline{section}{\hyperlink{classbdm_1_1mEF}{bdm::mEF} (Exponential family model )}{\pageref{classbdm_1_1mEF}}{} |
| 60 | \item\contentsline{section}{\hyperlink{classbdm_1_1MemDS}{bdm::MemDS} (Class representing off-line data stored in memory )}{\pageref{classbdm_1_1MemDS}}{} |
| 61 | \item\contentsline{section}{\hyperlink{classbdm_1_1memlog}{bdm::memlog} (Logging into matrices in data format in memory )}{\pageref{classbdm_1_1memlog}}{} |
| 62 | \item\contentsline{section}{\hyperlink{classbdm_1_1mepdf}{bdm::mepdf} (Unconditional \hyperlink{classbdm_1_1mpdf}{mpdf}, allows using \hyperlink{classbdm_1_1epdf}{epdf} in the role of \hyperlink{classbdm_1_1mpdf}{mpdf} )}{\pageref{classbdm_1_1mepdf}}{} |
| 63 | \item\contentsline{section}{\hyperlink{classbdm_1_1merger}{bdm::merger} (Function for general combination of pdfs )}{\pageref{classbdm_1_1merger}}{} |
| 64 | \item\contentsline{section}{\hyperlink{classbdm_1_1mgamma}{bdm::mgamma} (Gamma random walk )}{\pageref{classbdm_1_1mgamma}}{} |
| 65 | \item\contentsline{section}{\hyperlink{classbdm_1_1mgamma__fix}{bdm::mgamma\_\-fix} (Gamma random walk around a fixed point )}{\pageref{classbdm_1_1mgamma__fix}}{} |
| 66 | \item\contentsline{section}{\hyperlink{classbdm_1_1migamma}{bdm::migamma} (Inverse-Gamma random walk )}{\pageref{classbdm_1_1migamma}}{} |
| 67 | \item\contentsline{section}{\hyperlink{classbdm_1_1migamma__fix}{bdm::migamma\_\-fix} (Inverse-Gamma random walk around a fixed point )}{\pageref{classbdm_1_1migamma__fix}}{} |
| 68 | \item\contentsline{section}{\hyperlink{classbdm_1_1MixEF}{bdm::MixEF} (Mixture of Exponential Family Densities )}{\pageref{classbdm_1_1MixEF}}{} |
| 69 | \item\contentsline{section}{\hyperlink{classbdm_1_1mlnorm}{bdm::mlnorm$<$ sq\_\-T $>$} (Normal distributed linear function with linear function of mean value; )}{\pageref{classbdm_1_1mlnorm}}{} |
| 70 | \item\contentsline{section}{\hyperlink{classbdm_1_1mlstudent}{bdm::mlstudent} }{\pageref{classbdm_1_1mlstudent}}{} |
| 71 | \item\contentsline{section}{\hyperlink{classbdm_1_1mmix}{bdm::mmix} (Mixture of mpdfs with constant weights, all mpdfs are of equal type )}{\pageref{classbdm_1_1mmix}}{} |
| 72 | \item\contentsline{section}{\hyperlink{classbdm_1_1mpdf}{bdm::mpdf} (Conditional probability density, e.g. modeling some dependencies )}{\pageref{classbdm_1_1mpdf}}{} |
| 73 | \item\contentsline{section}{\hyperlink{classbdm_1_1MPF}{bdm::MPF$<$ BM\_\-T $>$} (Marginalized Particle filter )}{\pageref{classbdm_1_1MPF}}{} |
| 74 | \item\contentsline{section}{\hyperlink{classbdm_1_1mprod}{bdm::mprod} (Chain rule decomposition of \hyperlink{classbdm_1_1epdf}{epdf} )}{\pageref{classbdm_1_1mprod}}{} |
| 75 | \item\contentsline{section}{\hyperlink{classbdm_1_1mratio}{bdm::mratio} (Class representing ratio of two densities which arise e.g. by applying the Bayes rule. It represents density in the form: \[ f(rv|rvc) = \frac{f(rv,rvc)}{f(rvc)} \] where $ f(rvc) = \int f(rv,rvc) d\ rv $ )}{\pageref{classbdm_1_1mratio}}{} |
| 76 | \item\contentsline{section}{\hyperlink{classbdm_1_1multiBM}{bdm::multiBM} (Estimator for Multinomial density )}{\pageref{classbdm_1_1multiBM}}{} |