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r472 r538 5 5 <link href="doxygen.css" rel="stylesheet" type="text/css"> 6 6 </head><body> 7 <!-- Generated by Doxygen 1.5. 9-->7 <!-- Generated by Doxygen 1.5.8 --> 8 8 <script type="text/javascript"> 9 9 <!-- … … 67 67 <div class="contents"> 68 68 <h1>Class List</h1>Here are the classes, structs, unions and interfaces with brief descriptions:<table> 69 <tr><td class="indexkey"><a class="el" href="classadditive__generator.html">additive_generator</a></td><td class="indexvalue"></td></tr>70 69 <tr><td class="indexkey"><a class="el" href="classbdm_1_1ARX.html">bdm::ARX</a></td><td class="indexvalue">Linear Autoregressive model with Gaussian noise </td></tr> 71 70 <tr><td class="indexkey"><a class="el" href="classbdm_1_1ArxDS.html">bdm::ArxDS</a></td><td class="indexvalue">Generator of <a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> data </td></tr> … … 73 72 <tr><td class="indexkey"><a class="el" href="classbdm_1_1BM.html">bdm::BM</a></td><td class="indexvalue">Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities </td></tr> 74 73 <tr><td class="indexkey"><a class="el" href="classbdm_1_1BMEF.html">bdm::BMEF</a></td><td class="indexvalue">Estimator for Exponential family </td></tr> 75 <tr><td class="indexkey"><a class="el" href="classchmat.html">chmat</a></td><td class="indexvalue">Symmetric matrix stored in square root decomposition using upper cholesky </td></tr> 76 <tr><td class="indexkey"><a class="el" href="classbdm_1_1compositepdf.html">bdm::compositepdf</a></td><td class="indexvalue">Chain rule of pdfs - abstract part common for <a class="el" href="classbdm_1_1mprod.html" title="Chain rule decomposition of epdf.">mprod</a> and merger. this abstract class is common to <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> and <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> </td></tr> 74 <tr><td class="indexkey"><a class="el" href="classbdm_1_1chmat.html">bdm::chmat</a></td><td class="indexvalue">Symmetric matrix stored in square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> decomposition using upper cholesky </td></tr> 77 75 <tr><td class="indexkey"><a class="el" href="classbdm_1_1constfn.html">bdm::constfn</a></td><td class="indexvalue">Class representing function <img class="formulaInl" alt="$f(x) = a$" src="form_40.png">, here <code>rv</code> is empty </td></tr> 78 76 <tr><td class="indexkey"><a class="el" href="classbdm_1_1CsvFileDS.html">bdm::CsvFileDS</a></td><td class="indexvalue">CSV file data storage The constructor creates <code>Data</code> matrix from the records in a CSV file <code>fname</code>. The orientation can be of two types: 1. <code>BY_COL</code> which is default - the data are stored in columns; one column per time <img class="formulaInl" alt="$t$" src="form_15.png">, one row per data item. 2. <code>BY_ROW</code> if the data are stored the classical CSV style. Then each column stores the values for data item, for ex. <img class="formulaInl" alt="$[y_{t} y_{t-1} ...]$" src="form_16.png">, one row for each discrete time instant </td></tr> 79 <tr><td class="indexkey"><a class="el" href="classCurrentContext.html">CurrentContext</a></td><td class="indexvalue"></td></tr>80 77 <tr><td class="indexkey"><a class="el" href="classbdm_1_1datalink.html">bdm::datalink</a></td><td class="indexvalue">DataLink is a connection between two data vectors Up and Down </td></tr> 81 78 <tr><td class="indexkey"><a class="el" href="classbdm_1_1datalink__m2e.html">bdm::datalink_m2e</a></td><td class="indexvalue">Data link with a condition </td></tr> 82 79 <tr><td class="indexkey"><a class="el" href="classbdm_1_1datalink__m2m.html">bdm::datalink_m2m</a></td><td class="indexvalue"></td></tr> 80 <tr><td class="indexkey"><a class="el" href="classbdm_1_1Designer.html">bdm::Designer</a></td><td class="indexvalue">Base class of designers of control strategy </td></tr> 83 81 <tr><td class="indexkey"><a class="el" href="classbdm_1_1diffbifn.html">bdm::diffbifn</a></td><td class="indexvalue">Class representing a differentiable function of two variables <img class="formulaInl" alt="$f(x,u)$" src="form_42.png"> </td></tr> 84 82 <tr><td class="indexkey"><a class="el" href="classbdm_1_1dirfilelog.html">bdm::dirfilelog</a></td><td class="indexvalue">Logging into dirfile with buffer in memory </td></tr> … … 91 89 <tr><td class="indexkey"><a class="el" href="classbdm_1_1egiwmix.html">bdm::egiwmix</a></td><td class="indexvalue">Mixture of egiws </td></tr> 92 90 <tr><td class="indexkey"><a class="el" href="classbdm_1_1eigamma.html">bdm::eigamma</a></td><td class="indexvalue">Inverse-Gamma posterior density </td></tr> 91 <tr><td class="indexkey"><a class="el" href="classbdm_1_1eiWishartCh.html">bdm::eiWishartCh</a></td><td class="indexvalue">Inverse Wishart on Choleski decomposition </td></tr> 93 92 <tr><td class="indexkey"><a class="el" href="classbdm_1_1EKF.html">bdm::EKF< sq_T ></a></td><td class="indexvalue">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter </td></tr> 94 93 <tr><td class="indexkey"><a class="el" href="classbdm_1_1EKFCh.html">bdm::EKFCh</a></td><td class="indexvalue">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in Square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> </td></tr> … … 107 106 <tr><td class="indexkey"><a class="el" href="classbdm_1_1FileDS.html">bdm::FileDS</a></td><td class="indexvalue"></td></tr> 108 107 <tr><td class="indexkey"><a class="el" href="classbdm_1_1fnc.html">bdm::fnc</a></td><td class="indexvalue">Class representing function <img class="formulaInl" alt="$f(x)$" src="form_0.png"> of variable <img class="formulaInl" alt="$x$" src="form_1.png"> represented by <code>rv</code> </td></tr> 109 <tr><td class="indexkey"><a class="el" href="classfsqmat.html">fsqmat</a></td><td class="indexvalue">Fake <a class="el" href="classsqmat.html" title="Abstract class for representation of double symmetric matrices in square-root form...">sqmat</a>. This class maps <a class="el" href="classsqmat.html" title="Abstract class for representation of double symmetric matrices in square-root form...">sqmat</a> operations to operations on full matrix </td></tr> 110 <tr><td class="indexkey"><a class="el" href="classitpp_1_1Gamma__RNG.html">itpp::Gamma_RNG</a></td><td class="indexvalue">Gamma distribution </td></tr> 111 <tr><td class="indexkey"><a class="el" href="classgenerator.html">generator</a></td><td class="indexvalue"></td></tr> 108 <tr><td class="indexkey"><a class="el" href="classbdm_1_1fsqmat.html">bdm::fsqmat</a></td><td class="indexvalue">Fake <a class="el" href="classbdm_1_1sqmat.html" title="Abstract class for representation of double symmetric matrices in square-root form...">sqmat</a>. This class maps <a class="el" href="classbdm_1_1sqmat.html" title="Abstract class for representation of double symmetric matrices in square-root form...">sqmat</a> operations to operations on full matrix </td></tr> 112 109 <tr><td class="indexkey"><a class="el" href="classbdm_1_1ITppFileDS.html">bdm::ITppFileDS</a></td><td class="indexvalue">Read Data Matrix from an IT file </td></tr> 113 110 <tr><td class="indexkey"><a class="el" href="classbdm_1_1Kalman.html">bdm::Kalman< sq_T ></a></td><td class="indexvalue"><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with covariance matrices in square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> form </td></tr> … … 116 113 <tr><td class="indexkey"><a class="el" href="classbdm_1_1KFcondQR.html">bdm::KFcondQR</a></td><td class="indexvalue"><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter with conditional diagonal matrices R and Q </td></tr> 117 114 <tr><td class="indexkey"><a class="el" href="classbdm_1_1KFcondR.html">bdm::KFcondR</a></td><td class="indexvalue"><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter with conditional diagonal matrices R and Q </td></tr> 118 <tr><td class="indexkey"><a class="el" href="class ldmat.html">ldmat</a></td><td class="indexvalue">Matrix stored in LD form, (commonly known as UD) </td></tr>115 <tr><td class="indexkey"><a class="el" href="classbdm_1_1ldmat.html">bdm::ldmat</a></td><td class="indexvalue">Matrix stored in LD form, (commonly known as UD) </td></tr> 119 116 <tr><td class="indexkey"><a class="el" href="classbdm_1_1linfn.html">bdm::linfn</a></td><td class="indexvalue">Class representing function <img class="formulaInl" alt="$f(x) = Ax+B$" src="form_41.png"> </td></tr> 120 117 <tr><td class="indexkey"><a class="el" href="classbdm_1_1logger.html">bdm::logger</a></td><td class="indexvalue">Class for storing results (and semi-results) of an experiment </td></tr> 121 <tr><td class="indexkey"><a class="el" href="classbdm_1_1 mEF.html">bdm::mEF</a></td><td class="indexvalue">Exponential family model</td></tr>118 <tr><td class="indexkey"><a class="el" href="classbdm_1_1LQG.html">bdm::LQG</a></td><td class="indexvalue"></td></tr> 122 119 <tr><td class="indexkey"><a class="el" href="classbdm_1_1MemDS.html">bdm::MemDS</a></td><td class="indexvalue">Memory storage of off-line data column-wise </td></tr> 123 120 <tr><td class="indexkey"><a class="el" href="classbdm_1_1memlog.html">bdm::memlog</a></td><td class="indexvalue"></td></tr> 124 <tr><td class="indexkey"><a class="el" href="classbdm_1_1mepdf.html">bdm::mepdf</a></td><td class="indexvalue">Unconditional <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>, allows using <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> in the role of <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> </td></tr>121 <tr><td class="indexkey"><a class="el" href="classbdm_1_1mepdf.html">bdm::mepdf</a></td><td class="indexvalue">Unconditional <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a>, allows using <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> in the role of <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a> </td></tr> 125 122 <tr><td class="indexkey"><a class="el" href="classbdm_1_1merger__base.html">bdm::merger_base</a></td><td class="indexvalue">Base class for general combination of pdfs on discrete support </td></tr> 123 <tr><td class="indexkey"><a class="el" href="classbdm_1_1merger__mix.html">bdm::merger_mix</a></td><td class="indexvalue">Merger using importance sampling with mixture proposal density </td></tr> 126 124 <tr><td class="indexkey"><a class="el" href="classbdm_1_1MexDS.html">bdm::MexDS</a></td><td class="indexvalue">Memory storage of off-line data column-wise </td></tr> 125 <tr><td class="indexkey"><a class="el" href="classbdm_1_1mexlog.html">bdm::mexlog</a></td><td class="indexvalue">Logger storing results into an mxArray </td></tr> 127 126 <tr><td class="indexkey"><a class="el" href="classbdm_1_1mgamma.html">bdm::mgamma</a></td><td class="indexvalue">Gamma random walk </td></tr> 128 127 <tr><td class="indexkey"><a class="el" href="classbdm_1_1mgamma__fix.html">bdm::mgamma_fix</a></td><td class="indexvalue">Gamma random walk around a fixed point </td></tr> … … 131 130 <tr><td class="indexkey"><a class="el" href="classbdm_1_1migamma__ref.html">bdm::migamma_ref</a></td><td class="indexvalue">Inverse-Gamma random walk around a fixed point </td></tr> 132 131 <tr><td class="indexkey"><a class="el" href="classbdm_1_1MixEF.html">bdm::MixEF</a></td><td class="indexvalue">Mixture of Exponential Family Densities </td></tr> 133 <tr><td class="indexkey"><a class="el" href="classbdm_1_1mlnorm.html">bdm::mlnorm< sq_T ></a></td><td class="indexvalue">Normal distributed linear function with linear function of mean value; </td></tr>132 <tr><td class="indexkey"><a class="el" href="classbdm_1_1mlnorm.html">bdm::mlnorm< sq_T, TEpdf ></a></td><td class="indexvalue">Normal distributed linear function with linear function of mean value; </td></tr> 134 133 <tr><td class="indexkey"><a class="el" href="classbdm_1_1mlognorm.html">bdm::mlognorm</a></td><td class="indexvalue">Log-Normal random walk </td></tr> 135 134 <tr><td class="indexkey"><a class="el" href="classbdm_1_1mlstudent.html">bdm::mlstudent</a></td><td class="indexvalue"></td></tr> 136 <tr><td class="indexkey"><a class="el" href="classbdm_1_1mmix.html">bdm::mmix</a></td><td class="indexvalue">Mixture of mpdfs with constant weights, all mpdfs are of equal type </td></tr> 137 <tr><td class="indexkey"><a class="el" href="classbdm_1_1mpdf.html">bdm::mpdf</a></td><td class="indexvalue">Conditional probability density, e.g. modeling some dependencies </td></tr> 135 <tr><td class="indexkey"><a class="el" href="classbdm_1_1mmix.html">bdm::mmix</a></td><td class="indexvalue">Mixture of mpdfs with constant weights, all mpdfs are of equal <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> and RVC </td></tr> 136 <tr><td class="indexkey"><a class="el" href="classbdm_1_1mpdf.html">bdm::mpdf</a></td><td class="indexvalue">Conditional probability density, e.g. modeling <img class="formulaInl" alt="$ f( x | y) $" src="form_132.png">, where <img class="formulaInl" alt="$ x $" src="form_7.png"> is random variable, <code>rv</code>, and <img class="formulaInl" alt="$ y $" src="form_133.png"> is conditioning variable, <code>rvc</code> </td></tr> 137 <tr><td class="indexkey"><a class="el" href="classbdm_1_1mpdf__internal.html">bdm::mpdf_internal< EPDF ></a></td><td class="indexvalue">Mpdf with internal <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> that is modified by function <code>condition</code> </td></tr> 138 138 <tr><td class="indexkey"><a class="el" href="classbdm_1_1MPF.html">bdm::MPF< BM_T ></a></td><td class="indexvalue">Marginalized Particle filter </td></tr> 139 139 <tr><td class="indexkey"><a class="el" href="classbdm_1_1mprod.html">bdm::mprod</a></td><td class="indexvalue">Chain rule decomposition of <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> </td></tr> … … 144 144 <tr><td class="indexkey"><a class="el" href="classbdm_1_1multiBM.html">bdm::multiBM</a></td><td class="indexvalue">Estimator for Multinomial density </td></tr> 145 145 <tr><td class="indexkey"><a class="el" href="classbdm_1_1MultiModel.html">bdm::MultiModel</a></td><td class="indexvalue">(Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness) </td></tr> 146 <tr><td class="indexkey"><a class="el" href="classbdm_1_1object__ptr.html">bdm::object_ptr< T ></a></td><td class="indexvalue">A wrapper of <a class="el" href="classbdm_1_1shared__ptr.html" title="A naive implementation of roughly a subset of the std::tr1:shared_ptr spec.">shared_ptr</a> which is never empty </td></tr> 147 <tr><td class="indexkey"><a class="el" href="classbdm_1_1Participant.html">bdm::Participant</a></td><td class="indexvalue">Basic <a class="el" href="classbdm_1_1Participant.html" title="Basic Participant.">Participant</a> </td></tr> 146 148 <tr><td class="indexkey"><a class="el" href="classbdm_1_1ParticularUI.html">bdm::ParticularUI< T ></a></td><td class="indexvalue"></td></tr> 147 149 <tr><td class="indexkey"><a class="el" href="classbdm_1_1PF.html">bdm::PF</a></td><td class="indexvalue">Trivial particle filter with proposal density equal to parameter evolution model </td></tr> 148 150 <tr><td class="indexkey"><a class="el" href="classbdm_1_1root.html">bdm::root</a></td><td class="indexvalue">Root class of BDM objects </td></tr> 149 151 <tr><td class="indexkey"><a class="el" href="classbdm_1_1RV.html">bdm::RV</a></td><td class="indexvalue">Class representing variables, most often random variables </td></tr> 152 <tr><td class="indexkey"><a class="el" href="classbdm_1_1rwiWishartCh.html">bdm::rwiWishartCh</a></td><td class="indexvalue">Random Walk on inverse Wishart </td></tr> 150 153 <tr><td class="indexkey"><a class="el" href="classbdm_1_1SettingResolver.html">bdm::SettingResolver</a></td><td class="indexvalue">This class serves to expand links used within configuration files </td></tr> 151 <tr><td class="indexkey"><a class="el" href="classbdm_1_1shared__ptr.html">bdm::shared_ptr< T ></a></td><td class="indexvalue">A naive implementation of roughly a subset of the std::tr1:<a class="el" href="classbdm_1_1shared__ptr.html" title="A naive implementation of roughly a subset of the std::tr1:shared_ptr spec (really...">shared_ptr</a> spec (really just roughly - it ignores memory exceptions, for example; also note I didn't read the spec) </td></tr> 152 <tr><td class="indexkey"><a class="el" href="classsize__generator.html">size_generator</a></td><td class="indexvalue"></td></tr> 153 <tr><td class="indexkey"><a class="el" href="classsqmat.html">sqmat</a></td><td class="indexvalue">Abstract class for representation of double symmetric matrices in square-root form </td></tr> 154 <tr><td class="indexkey"><a class="el" href="classsquare__mat__point.html">square_mat_point</a></td><td class="indexvalue"></td></tr> 154 <tr><td class="indexkey"><a class="el" href="classbdm_1_1shared__ptr.html">bdm::shared_ptr< T ></a></td><td class="indexvalue">A naive implementation of roughly a subset of the std::tr1:<a class="el" href="classbdm_1_1shared__ptr.html" title="A naive implementation of roughly a subset of the std::tr1:shared_ptr spec.">shared_ptr</a> spec </td></tr> 155 <tr><td class="indexkey"><a class="el" href="classbdm_1_1sqmat.html">bdm::sqmat</a></td><td class="indexvalue">Abstract class for representation of double symmetric matrices in square-root form </td></tr> 155 156 <tr><td class="indexkey"><a class="el" href="classbdm_1_1str.html">bdm::str</a></td><td class="indexvalue">Structure of <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, i.e. RVs expanded into a flat list of IDs, used for debugging </td></tr> 156 157 <tr><td class="indexkey"><a class="el" href="classbdm_1_1UI.html">bdm::UI</a></td><td class="indexvalue"><a class="el" href="classbdm_1_1UI.html" title="UI is an abstract class which collects all the auxiliary functions useful to prepare...">UI</a> is an abstract class which collects all the auxiliary functions useful to prepare some concrete user-infos </td></tr> 157 158 <tr><td class="indexkey"><a class="el" href="classbdm_1_1UIException.html">bdm::UIException</a></td><td class="indexvalue"></td></tr> 158 159 <tr><td class="indexkey"><a class="el" href="classbdm_1_1UIFile.html">bdm::UIFile</a></td><td class="indexvalue">This class serves to load and/or save user-infos into/from configuration files stored on a hard-disk </td></tr> 160 <tr><td class="indexkey"><a class="el" href="classUImxArray.html">UImxArray</a></td><td class="indexvalue">Class for writing Settings into Matlab's mxArray </td></tr> 161 <tr><td class="indexkey"><a class="el" href="classUImxConfig.html">UImxConfig</a></td><td class="indexvalue">Reimplementation of libconfig's Config class for Matlab mxArray structures </td></tr> 159 162 </table> 160 163 </div> 161 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Aug 5 00:06:512009 for mixpp by 164 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Aug 16 17:58:18 2009 for mixpp by 162 165 <a href="http://www.doxygen.org/index.html"> 163 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5. 9</small></address>166 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 164 167 </body> 165 168 </html>
