pf
Class Hierarchy

Go to the graphical class hierarchy

This inheritance list is sorted roughly, but not completely, alphabetically:
[detail level 12]
 CBSFilterWC< nparts, dimx, dimy, dimcov, resamp_t, float_t >A base class for the bootstrap particle filter with covariates
 Ccf_filter< dimstate, dimobs, float_t >Abstract Base Class for all closed-form filters
 Chmm< dimstate, dimobs, float_t >A class template for HMM filtering
 Ckalman< dimstate, dimobs, diminput, float_t >A class template for Kalman filtering
 Ccf_filter< 1, 1, float_t >
 CgamFilter< dim_pred, float_t >A class template for Gamma filtering
 Ccf_filter< 1, dim_obs, float_t >
 CmultivGamFilter< dim_obs, dim_pred, float_t >Another class template for Gamma filtering, but this time
 CForwardMod< dimx, dimy, float_t >
 Cmn_resampler_rbpf< nparts, dimsampledx, cfModT, float_t >
 Cpf_base< float_t, dimobs, dimstate >
 Cpf_base< float_t, dimy, dimx >
 CAPF< nparts, dimx, dimy, resamp_t, float_t, debug >A base-class for Auxiliary Particle Filtering. Filtering only, no smoothing
 CBSFilter< nparts, dimx, dimy, resamp_t, float_t, debug >A base class for the bootstrap particle filter
 CSISRFilter< nparts, dimx, dimy, resamp_t, float_t, debug >A base class for the Sequential Important Sampling with Resampling (SISR)
 Crbase< nparts, dimx, float_t >Base class for all resampler types
 Cmn_resamp_fast1< nparts, dimx, float_t >
 Cmn_resampler< nparts, dimx, float_t >
 Cresid_resampler< nparts, dimx, float_t >
 Cstratif_resampler< nparts, dimx, float_t >
 Csystematic_resampler< nparts, dimx, float_t >
 Crbpf_base< float_t, dim_s_state, dim_ns_state, dimobs >
 Crbpf_base< float_t, dimss, dimnss, dimy >
 Crbpf_hmm< nparts, dimnss, dimss, dimy, resamp_t, float_t >Rao-Blackwellized/Marginal Particle Filter with inner HMMs
 Crbpf_hmm_bs< nparts, dimnss, dimss, dimy, resamp_t, float_t >Rao-Blackwellized/Marginal Bootstrap Filter with inner HMMs
 Crbpf_kalman< nparts, dimnss, dimss, dimy, resamp_t, float_t >Rao-Blackwellized/Marginal Particle Filter with inner Kalman Filter objectss
 Crbpf_kalman_bs< nparts, dimnss, dimss, dimy, resamp_t, float_t >Rao-Blackwellized/Marginal Bootstrap Filter with inner Kalman Filter objectss
 Crvsamp::rvsamp_baseBase class for all random variable sampler types. Primary benefit is that it sets the seed for you
 Crvsamp::k_gen< nparts, float_t >
 Crvsamp::BernSampler< float_t, int_t >A class that performs sampling from a univariate Bernoulli distribution
 Crvsamp::k_gen< N, float_t >A class that performs sampling with replacement (useful for the index sampler in an APF)
 Crvsamp::MVNSampler< dim, float_t >A class that performs sampling from a multivariate normal distribution
 Crvsamp::PoissonSampler< float_t, int_t >A class that performs sampling from a Poisson distribution
 Crvsamp::TruncUnivNormSampler< float_t >A class that performs sampling from a truncated univariate Normal distribution
 Crvsamp::UniformSampler< float_t >A class that performs sampling from a continuous uniform distribution
 Crvsamp::UnivGammaSampler< float_t >A class that performs sampling from a univariate Gamma distribution
 Crvsamp::UnivInvGammaSampler< float_t >A class that performs sampling from a univariate Inverse Gamma distribution
 Crvsamp::UnivLogNormSampler< float_t >A class that performs sampling from a univariate Log-Normal distribution
 Crvsamp::UnivNormSampler< float_t >A class that performs sampling from a univariate Normal distribution