Here are the classes, structs, unions and interfaces with brief descriptions:
[detail level 12]
▼Nrvsamp | |
CBernSampler | A class that performs sampling from a univariate Bernoulli distribution |
Ck_gen | A class that performs sampling with replacement (useful for the index sampler in an APF) |
CMVNSampler | A class that performs sampling from a multivariate normal distribution |
CPoissonSampler | A class that performs sampling from a Poisson distribution |
Crvsamp_base | Base class for all random variable sampler types. Primary benefit is that it sets the seed for you |
CTruncUnivNormSampler | A class that performs sampling from a truncated univariate Normal distribution |
CUniformSampler | A class that performs sampling from a continuous uniform distribution |
CUnivGammaSampler | A class that performs sampling from a univariate Gamma distribution |
CUnivInvGammaSampler | A class that performs sampling from a univariate Inverse Gamma distribution |
CUnivLogNormSampler | A class that performs sampling from a univariate Log-Normal distribution |
CUnivNormSampler | A class that performs sampling from a univariate Normal distribution |
CAPF | A base-class for Auxiliary Particle Filtering. Filtering only, no smoothing |
CBSFilter | A base class for the bootstrap particle filter |
CBSFilterWC | A base class for the bootstrap particle filter with covariates |
Ccf_filter | Abstract Base Class for all closed-form filters |
CForwardMod | |
CgamFilter | A class template for Gamma filtering |
Chmm | A class template for HMM filtering |
Ckalman | A class template for Kalman filtering |
Cmn_resamp_fast1 | |
Cmn_resampler | |
Cmn_resampler_rbpf | |
CmultivGamFilter | Another class template for Gamma filtering, but this time |
Cpf_base | |
Crbase | Base class for all resampler types |
Crbpf_base | |
Crbpf_hmm | Rao-Blackwellized/Marginal Particle Filter with inner HMMs |
Crbpf_hmm_bs | Rao-Blackwellized/Marginal Bootstrap Filter with inner HMMs |
Crbpf_kalman | Rao-Blackwellized/Marginal Particle Filter with inner Kalman Filter objectss |
Crbpf_kalman_bs | Rao-Blackwellized/Marginal Bootstrap Filter with inner Kalman Filter objectss |
Cresid_resampler | |
CSISRFilter | A base class for the Sequential Important Sampling with Resampling (SISR) |
Cstratif_resampler | |
Csystematic_resampler | |