Inheritance diagram for acv_bs< nparts, dimx, dimy, resampT, float_t >:

Collaboration diagram for acv_bs< nparts, dimx, dimy, resampT, float_t >:

Public Types
using	ssv = Eigen::Matrix< float_t, dimx, 1 >

using	osv = Eigen::Matrix< float_t, dimy, 1 >

using	ssm = Eigen::Matrix< float_t, dimx, dimx >

using	osm = Eigen::Matrix< float_t, dimy, dimy >

using	esm = Eigen::Matrix< float_t, dimy, dimx >

Public Member Functions
	acv_bs (float_t var_s0, float_t var_u0, float_t var_s, float_t var_u, float_t scale_y, float_t nu_y, float_t Delta)

float_t	logQ1Ev (const ssv &x1, const osv &y1)

float_t	logMuEv (const ssv &x1)

float_t	logGEv (const osv &yt, const ssv &xt)

auto	fSamp (const ssv &xtm1) -> ssv

auto	q1Samp (const osv &y1) -> ssv

Public Attributes
float_t	m_var_s0

float_t	m_var_u0

float_t	m_nu_y

ssm	m_A

esm	m_B

osm	m_obs_shape_mat

rvsamp::UnivNormSampler< float_t >	m_stdNormSampler

rvsamp::UnivStudTSampler< float_t >	m_t_sampler

rvsamp::MVNSampler< dimx, float_t >	m_state_error_sampler

The documentation for this class was generated from the following file:

Public Types

Public Member Functions