pf
multivGamFilter< dim_obs, dim_pred, float_t > Member List

This is the complete list of members for multivGamFilter< dim_obs, dim_pred, float_t >, including all inherited members.

bsm typedefmultivGamFilter< dim_obs, dim_pred, float_t >
getFcastCov(const psv &xtp1, const bsm &B, const osm &Sigma, const float_t &delta)multivGamFilter< dim_obs, dim_pred, float_t >
getFcastMean(const psv &xtp1, const bsm &B, const osm &Sigma, const float_t &delta)multivGamFilter< dim_obs, dim_pred, float_t >
getFilterVec() constmultivGamFilter< dim_obs, dim_pred, float_t >
getLogCondLike() constmultivGamFilter< dim_obs, dim_pred, float_t >virtual
m_filtVecmultivGamFilter< dim_obs, dim_pred, float_t >private
m_freshmultivGamFilter< dim_obs, dim_pred, float_t >private
m_lastLogCondLikemultivGamFilter< dim_obs, dim_pred, float_t >private
multivGamFilter(const float_t &nOneTilde, const float_t &dOneTilde)multivGamFilter< dim_obs, dim_pred, float_t >
osm typedefmultivGamFilter< dim_obs, dim_pred, float_t >
osv typedefmultivGamFilter< dim_obs, dim_pred, float_t >
psv typedefmultivGamFilter< dim_obs, dim_pred, float_t >
ssv typedefcf_filter< 1, dim_obs, float_t >
tsv typedefmultivGamFilter< dim_obs, dim_pred, float_t >
update(const osv &yt, const psv &xt, const bsm &B, const osm &Sigma, const float_t &delta)multivGamFilter< dim_obs, dim_pred, float_t >
~cf_filter()cf_filter< 1, dim_obs, float_t >virtual
~multivGamFilter()multivGamFilter< dim_obs, dim_pred, float_t >virtual