bsm typedef | multivGamFilter< 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() const | multivGamFilter< dim_obs, dim_pred, float_t > | |
getLogCondLike() const | multivGamFilter< dim_obs, dim_pred, float_t > | virtual |
m_filtVec | multivGamFilter< dim_obs, dim_pred, float_t > | private |
m_fresh | multivGamFilter< dim_obs, dim_pred, float_t > | private |
m_lastLogCondLike | multivGamFilter< dim_obs, dim_pred, float_t > | private |
multivGamFilter(const float_t &nOneTilde, const float_t &dOneTilde) | multivGamFilter< dim_obs, dim_pred, float_t > | |
osm typedef | multivGamFilter< dim_obs, dim_pred, float_t > | |
osv typedef | multivGamFilter< dim_obs, dim_pred, float_t > | |
psv typedef | multivGamFilter< dim_obs, dim_pred, float_t > | |
ssv typedef | cf_filter< 1, dim_obs, float_t > | |
tsv typedef | multivGamFilter< 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 |