mixpp: Class List

mixpp Class List

Here are the classes, structs, unions and interfaces with brief descriptions:
bdm::ARXLinear Autoregressive model with Gaussian noise
bdm::ARXAgentARX agent
bdm::ARXfrgARX model conditined by knowledge of the forgetting factor

\[ f( heta| d_1 \ldots d_t , \phi_t) \]

bdm::ARXgNon-linear transformation + Gaussian noise
bdm::ARXlsARX moidel with parameters in LS form
bdm::ARXmaxentARX model with fixed maxent forgetting on increments,

\[ f( heta| d_1 \ldots d_t , \phi_t) \]

bdm::ARXprodProduct of ARX models forming an ARX model with potentially reduced structure
bdm::ARXwinARX model with fixed-length window - old entries are removed

\[ f( heta| d_1 \ldots d_t) \]

bdm::bilinfnClass representing function $f(x,u) = Ax+Bu$
bdm::BMBayesian Model of a system, i.e. all uncertainty is modeled by probabilities
bdm::BMEFEstimator for Exponential family
bdm::BootstrapParticleInternal class which is used in PF
bdm::chmatSymmetric matrix stored in square root decomposition using upper cholesky
bdm::constfnClass representing function $f(x) = a$, here rv is empty
bdm::Controller
bdm::CsvFileDSCSV file data storage
bdm::datalinkDataLink is a connection between two data vectors Up and Down
bdm::datalink_2to1_bufferedBuffered datalink from 2 vectors to 1
bdm::datalink_bufferedDatalink that buffers delayed values - do not forget to call step()
bdm::datalink_m2eData link with a condition
bdm::datalink_m2m
bdm::datalink_part
bdm::diffbifnClass representing a differentiable function of two variables $f(x,u)$
bdm::diracDirac delta function distribution
bdm::dirfilelogLogging into dirfile with buffer in memory
bdm::discrete_supportDiscrete support with stored support points
bdm::DSAbstract class for discrete-time sources of data
bdm::eBetaProduct of Beta distributions
bdm::eDirichDirichlet posterior density
bdm::eEFAbstract class of general conjugate exponential family posterior density
bdm::egammaGamma posterior density
bdm::egaussGaussian (Normal) distribution. Same as enorm<fsqmat>
bdm::egiwGauss-inverse-Wishart density stored in LD form
bdm::egridPiecewise constant pdf on rectangular support
bdm::egw_ls< sq_T >Gauss-Wishart with recursion on moments Using precision as parameter following notation of [Karny Andrysek 2009], precision
bdm::eigammaInverse-Gamma posterior density
bdm::EKF_UDEKF using bierman and Thorton code
bdm::EKFChExtended Kalman Filter in Square root
bdm::EKFCh_chQExtended Kalman filter in Choleski form with unknown Q
bdm::EKFCh_dQExtended Kalman filter in Choleski form with unknown diagonal Q
bdm::EKFful_unQRExtended Kalman filter with unknown Q and R
bdm::EKFfullExtended Kalman Filter in full matrices
bdm::elognormLog-Normal probability density - it allows only diagonal covariances!
bdm::emixMixture of epdfs
bdm::emix_baseBase class (interface) for mixtures
bdm::enorm< sq_T >Gaussian density with positive definite (decomposed) covariance matrix
bdm::ENormMerger< sq_T >Merger into normal density, max entropy approximator for 2 moments (mean+variance)
bdm::epdfAbstract class representing probability density function with numerical statistics, e.g. posterior density
bdm::EpdfDSSimulate data from a static pdf (epdf)
bdm::eprodProduct of independent epdfs. For dependent pdfs, use bdm::mprod
bdm::eprod_baseBase class (interface) for bdm::eprod
bdm::eprod_internalInternal class similar to eprod - factors are external pointers. To be used internally!
bdm::estudent< sq_T >
bdm::euniUniform distributed density on a rectangular support
bdm::FileDSPseudovirtual class for reading data from files
bdm::fncClass representing function $f(x)$ of variable $x$ represented by rv
bdm::fsqmatFake sqmat. This class maps sqmat operations to operations on full matrix
bdm::grid_fncFunction defined by values on a fixed grid and interpolated inbetween them
bdm::ITppFileDSRead Data Matrix from an IT file
bdm::Kalman< sq_T >Common abstract base for Kalman filters
bdm::KalmanChKalman filter in square root form
bdm::KalmanFullBasic Kalman filter with full matrices
bdm::ldmatMatrix stored in LD form, (commonly known as UD)
bdm::linfnClass representing function $f(x) = Ax+B$
bdm::linfnExExtended class representing function $f(x) = Ax+B$
bdm::log_level_base
bdm::log_level_intermediate< T >
bdm::log_level_template< T >This class stores a details that will be logged to a logger
bdm::loggerClass for storing results (and semi-results) of an experiment
bdm::LQG
bdm::LQG_ARXController using ARX model for estimation and LQG designer for control
bdm::LQG_universalUniversal LQG controller
bdm::MarginalizedParticleParticle with marginalized subspace, used in PF
bdm::MarginalizedParticleBaseAbstract class for Marginalized Particles
bdm::MarginalizedParticleBase::eprod_2Internal class for custom posterior - product of empirical and exact part
bdm::mBetaRandom Walk with vector Beta distribution
bdm::mDirichRandom Walk on Dirichlet
bdm::MemDSMemory storage of off-line data column-wise (used mostly in C++)
bdm::memlogLogging into matrices in data format in memory, optionally persisted into a file
bdm::merger_mixMerger using importance sampling with mixture proposal density
bdm::MergerBaseAbstract common class for mergers
bdm::MergerDiscreteBase class (interface) for for general combination of pdfs on discrete support
bdm::mexFnc
bdm::mexlogLogger storing results into an mxArray
bdm::mgammaGamma random walk
bdm::mgamma_fixGamma random walk around a fixed point
bdm::mgdiracDirac delta density with predefined transformation
bdm::mgnorm< sq_T >Pdf with general function for mean value
bdm::mguniUniform density with conditional mean value
bdm::migammaInverse-Gamma random walk
bdm::migamma_refInverse-Gamma random walk around a fixed point
bdm::MixEFMixture of Exponential Family Densities
bdm::MixEF::eprod_mixPosterior on component parameters
mlgaussNormal distribution with linear function of mean value. Same as mlnorm<fsqmat>
bdm::mlnorm< sq_T, TEpdf >Normal distributed linear function with linear function of mean value;
bdm::mlognormLog-Normal random walk
bdm::mlstudent(Approximate) Student t density with linear function of mean value
bdm::mmixMixture of pdfs with constant weights, all pdfs are of equal RV and RVC
bdm::ModelComparatorClass for on-line model selection
bdm::mprodChain rule decomposition of epdf
bdm::mratioClass representing ratio of two densities
bdm::multiBMEstimator for Multinomial density
bdm::MultiModel(Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness)
bdm::mxArrayDSDataSource reading data columns from a Matlab matrix
bdm::NoiseParticle
bdm::NoiseParticleX
bdm::NoiseParticleXY
bdm::NoiseParticleXY::eprod_3Internal class for custom posterior - product of empirical and exact part
bdm::object_ptr< T >A wrapper of shared_ptr which is never empty
bdm::ParticipantBasic Participant
bdm::ParticularUI< T >
bdm::pdfConditional probability density, e.g. modeling $ f( x | y) $, where $ x $ is random variable, rv, and $ y $ is conditioning variable, rvc
bdm::pdf_internal< EPDF >Pdf with internal epdf that is modified by function condition
bdm::PdfDSSimulate data from conditional density
bdm::PFTrivial particle filter with proposal density equal to parameter evolution model
bdm::ProdBMBaseBase class for all BM running as parallel update of internal BMs
bdm::ProdBMBase::eprod_bmInternal class
bdm::quadraticfnClass representing function $ f(x) = [x' 1] Q [x' 1]' $ with Q in choleski decomposition
itpp::RandunStorageStorage of randun() internals
bdm::rectangular_support
bdm::rootRoot class of BDM objects
bdm::RVClass representing variables, most often random variables
bdm::SettingResolverThis class serves to expand links used within configuration files
bdm::shared_ptr< T >A naive implementation of roughly a subset of the std::tr1::shared_ptr spec
bdm::sqmatAbstract class for representation of double symmetric matrices in square-root form
bdm::StateCanonicalConversion of outer ARX model (mlnorm) to state space model
bdm::StateFromARX
bdm::StateSpace< sq_T >Basic elements of linear state-space model
bdm::stdlogSimple logger used for debugging All data records are written out to std from where they could be send to file
bdm::strStructure of RV, i.e. RVs expanded into a flat list of IDs, used for debugging
bdm::UIUI is an abstract class which collects all the auxiliary functions useful to prepare some concrete user-infos
bdm::UIClassException
bdm::UIException
bdm::UIFileThis class serves to load and/or save user-infos into/from configuration files stored on a hard-disk
UImxArrayClass for writing Settings into Matlab's mxArray
bdm::UISettingException

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