mixtures.h File Reference

Bayesian Filtering for mixtures of exponential family (EF) members. More...

#include "../math/functions.h"
#include "../stat/exp_family.h"
#include "../stat/emix.h"
#include "arx.h"

Go to the source code of this file.

Namespaces
namespace	bdm
Classes
class	bdm::MixEF
	Mixture of Exponential Family Densities. More...
class	bdm::MixEF::eprod_mix
	Posterior on component parameters. More...
class	bdm::MixEF::Options
class	bdm::ARXprod
	Product of ARX models forming an ARX model with potentially reduced structure. More...
Enumerations
enum	bdm::MixEF_METHOD { EM = 0, QB = 1 }
	enum switch for internal approximation used in MixEF
Functions
	bdm::UIREGISTER (MixEF)
	bdm::UIREGISTER (ARXprod)

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Detailed Description

Bayesian Filtering for mixtures of exponential family (EF) members.

Author:

Vaclav Smidl.

----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty

Using IT++ for numerical operations -----------------------------------

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