# 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::bdmroot | Root class of BDM objects
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
chmat | Symmetric matrix stored in square root decomposition using upper cholesky
bdm::compositepdf | Chain rule of pdfs - abstract part common for mprod and merger. this abstract class is common to epdf and mpdf
bdm::constfn | Class representing function , here `rv` is empty
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_m2e | Data link between
bdm::datalink_m2m |
bdm::diffbifn | Class representing a differentiable function of two variables
bdm::dirfilelog | Logging into dirfile with buffer in memory
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::eigamma | Inverse-Gamma posterior density
bdm::EKF< sq_T > | Extended Kalman Filter
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::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`
fsqmat | Fake sqmat. This class maps sqmat operations to operations on full matrix
bdm::ITppFileDS | Read Data Matrix from an IT file
bdm::Kalman< sq_T > | Kalman filter with covariance matrices in square root form
bdm::KalmanCh | Kalman filter in square root form
bdm::KalmanFull | Basic Kalman filter with full matrices (education purpose only)! Will be deleted soon!
bdm::KFcondQR | Kalman Filter with conditional diagonal matrices R and Q
bdm::KFcondR | Kalman Filter with conditional diagonal matrices R and Q
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::mEF | Exponential family model
bdm::MemDS | Memory storage of off-line data column-wise
bdm::memlog | Logging into matrices in data format in memory
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::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 > | 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 type
bdm::mpdf | Conditional probability density, e.g. modeling some dependencies
bdm::MPF< BM_T > | 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::Particular_UI< T > | The main userinfo template class. You should derive this class whenever you need a new userinfo of a class which is compound from smaller elements (all having its own userinfo class prepared)
bdm::PF | Trivial particle filter with proposal density equal to parameter evolution model
bdm::RV | Class representing variables, most often random variables
sqmat | Virtual class for representation of double symmetric matrices in square-root form
bdm::str | Structure of RV (used internally), i.e. expanded RVs - TODO tak proc je ve verejnem prostoru jmen? upravit
bdm::UI | This class serves to load and/or save DOMElements into/from files stored on a hard-disk
bdm::UI::UI::SettingsResolver |
bdm::UIbuilder | Builds computational object from a UserInfo structure
bdm::UIexternal |
bdm::UIinternal |
UImexDS | Create memory data source from mxArray