| bdm::ARX | Linear Autoregressive model with Gaussian noise |
| bdm::ArxDS | Generator of ARX data |
| 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 |
| itpp::Gamma_RNG | Gamma distribution |
| 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::MexDS | Memory storage of off-line data column-wise |
| 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::ParticularUI< T > | The only UI descendant class which is not intended for direct use. It should be accessed within the UIREGISTER macro only |
| bdm::PF | Trivial particle filter with proposal density equal to parameter evolution model |
| bdm::root | Root class of BDM objects |
| bdm::RV | Class representing variables, most often random variables |
| bdm::SettingResolver | This class serves to expand links used within configuration files |
| 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 | UI is an abstract class and it is intended for internal purposes only |
| bdm::UIException | Exception prepared for reporting user-info errors which are always related to some concrete Setting path |
| bdm::UIFile | This class serves to load and/or save user-infos into/from configuration files stored on a hard-disk |
1.5.9