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::BMcond	Conditional Bayesian Filter
bdm::BMEF	Estimator for Exponential family
chmat	Symmetric matrix stored in square root decomposition using upper cholesky
bdm::compositepdf	Abstract composition of pdfs, will be used for specific classes this abstract class is common to epdf and mpdf
bdm::constfn	Class representing function , here rv is empty
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::eigamma	Inverse-Gamma posterior density
bdm::EKF< sq_T >	Extended Kalman Filter
bdm::EKFCh	Extended Kalman Filter in Square root
bdm::EKFCh_cond	Extended Kalman filter with unknown parameters in IM
bdm::EKFCh_unQ	Extended Kalman filter in Choleski form with unknown Q
bdm::EKFful_unQR	Extended Kalman filter with unknown Q and R
bdm::EKFfull	Extended Kalman Filter in full matrices
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::fnc	Class representing function of variable represented by rv
fsqmat	Fake sqmat. This class maps sqmat operations to operations on full matrix
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	Function for general combination of pdfs
bdm::mgamma	Gamma random walk
bdm::mgamma_fix	Gamma random walk around a fixed point
bdm::migamma	Inverse-Gamma random walk
bdm::migamma_fix	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::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::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
UIARX
UIArxDS
bdm::UIbuilder	Builds computational object from a UserInfo structure
UIdirfilelog	UI for dirfilelog (Kst file format)
UIrv	UI for class RV (description of data vectors)
UIstateDS