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mixpp

Bayesian Decision-Making toolbox for C++

Coding Rules (Mostly inherited from IT++)

How to install BDM

A very simple tutorial about vectors and matrixes

Writing and reading data from files

Using timers to measure execution time

Introduction to Bayesian Decision Making Toolbox BDM

User Infos and their use

How to write and use mex files for Matlab

Running experiment \c estimator with ARX data fields

Examples of (extended) Kalman filtering

Tutorial in Bayesian estimation

Theory of ARX model estimation

Auxiliary math functions

bdm::compositepdf

bdm::datalink_m2e

bdm::datalink_m2m

bdm::dirfilelog

bdm::EKF< sq_T >

bdm::EKFCh_cond

bdm::EKFful_unQR

bdm::enorm< sq_T >

bdm::eWishartCh

itpp::Gamma_RNG

bdm::ITppFileDS

bdm::Kalman< sq_T >

bdm::KalmanFull

bdm::mgamma_fix

bdm::mgnorm< sq_T >

bdm::migamma_ref

bdm::mlnorm< sq_T >

bdm::MPF< BM_T >

bdm::MultiModel

bdm::Particular_UI< T >

bdm::UIexternal

bdm::UIinternal

Class Hierarchy

bdm::EKFful_unQR

bdm::Kalman< sq_T >

bdm::MultiModel

bdm::MPF< BM_T >

bdm::Kalman< chmat >

bdm::EKFCh_cond

bdm::Kalman< fsqmat >

bdm::EKF< sq_T >

bdm::Kalman< ldmat >

bdm::ITppFileDS

bdm::enorm< sq_T >

bdm::enorm< chmat >

bdm::enorm< fsqmat >

bdm::enorm< ldmat >

bdm::eWishartCh

bdm::dirfilelog

bdm::mgamma_fix

bdm::mgnorm< sq_T >

bdm::migamma_ref

bdm::mlnorm< sq_T >

bdm::mlnorm< ldmat >

bdm::compositepdf

bdm::datalink_m2e

bdm::datalink_m2m

itpp::Gamma_RNG

bdm::KalmanFull

bdm::Particular_UI< T >

bdm::UIexternal

bdm::UIinternal

Graphical Class Hierarchy

itpp_ext.h

libFN.h

mexds.h

mexlog.h

mexparse.h

osutils.h

uibuilder.h

user_info.h