Index

_

__SMC_ADAPTMETHODS_H (C macro) __SMC_CONDITIONAL_SAMPLER_HH (C macro) __SMC_EXCEPT_HH (C macro) __SMC_HISTORY_HH (C macro)

__SMC_MOVESET_HH (C macro) __SMC_POPULATION_HH (C macro) __SMC_SAMPLER_HH (C macro) __SMC_STATICMODELADAPT_HH (C macro)

C

cSMCexamples (C++ type) cSMCexamples::computeLogLikelihood (C++ function) cSMCexamples::copyReferenceTrajectory (C++ function) cSMCexamples::cSMCexamples_move (C++ class) cSMCexamples::cSMCexamples_move::pfInitialise (C++ function) cSMCexamples::cSMCexamples_move::pfMove (C++ function) cSMCexamples::cSMCexamples_move::pfWeight (C++ function) cSMCexamples::cSMCexamples_move::~cSMCexamples_move (C++ function) cSMCexamples::Measurements (C++ class)

cSMCexamples::Measurements::yObs (C++ member) cSMCexamples::MyLGSSmove (C++ member) cSMCexamples::Parameters (C++ class) cSMCexamples::Parameters::statePhi (C++ member) cSMCexamples::Parameters::stateVarEvol (C++ member) cSMCexamples::States (C++ class) cSMCexamples::States::xState (C++ member) CSMCX_USING_ADAPTATION (C macro) CSMCX_USING_MCMC (C macro)

H

HistoryType (C++ type) HistoryType::Enum (C++ enum)

HistoryType::Enum::AL (C++ enumerator) HistoryType::Enum::NONE (C++ enumerator) HistoryType::Enum::RAM (C++ enumerator)

L

LinReg_LA (C++ type) LinReg_LA::data (C++ member) LinReg_LA::integrand_ps (C++ function) LinReg_LA::LinReg_LA_move (C++ class) LinReg_LA::LinReg_LA_move::pfInitialise (C++ function) LinReg_LA::LinReg_LA_move::pfMCMC (C++ function) LinReg_LA::LinReg_LA_move::pfMove (C++ function) LinReg_LA::LinReg_LA_move::~LinReg_LA_move (C++ function) LinReg_LA::lIterates (C++ member) LinReg_LA::logLikelihood (C++ function) LinReg_LA::logPrior (C++ function)

LinReg_LA::mean_x (C++ member) LinReg_LA::myMove (C++ member) LinReg_LA::rad_obs (C++ class) LinReg_LA::rad_obs::x (C++ member) LinReg_LA::rad_obs::y (C++ member) LinReg_LA::rad_state (C++ class) LinReg_LA::rad_state::loglike (C++ member) LinReg_LA::rad_state::logprior (C++ member) LinReg_LA::rad_state::theta (C++ member) LinReg_LA::temps (C++ member) LinReg_LA::width_ps (C++ function)

P

PathSamplingType (C++ type) PathSamplingType::Enum (C++ enum)

PathSamplingType::Enum::RECTANGLE (C++ enumerator) PathSamplingType::Enum::TRAPEZOID1 (C++ enumerator) PathSamplingType::Enum::TRAPEZOID2 (C++ enumerator)

R

ResampleType (C++ type) ResampleType::Enum (C++ enum) ResampleType::Enum::MULTINOMIAL (C++ enumerator)

ResampleType::Enum::RESIDUAL (C++ enumerator) ResampleType::Enum::STRATIFIED (C++ enumerator) ResampleType::Enum::SYSTEMATIC (C++ enumerator)

S

smc (C++ type), [1], [2], [3], [4], [5], [6], [7] smc::adaptMethods (C++ class) smc::adaptMethods::updateEnd (C++ function) smc::adaptMethods::updateForMCMC (C++ function) smc::adaptMethods::updateForMove (C++ function) smc::adaptMethods::~adaptMethods (C++ function) smc::conditionalSampler (C++ class) smc::conditionalSampler::conditionalResample (C++ function) smc::conditionalSampler::conditionalSampler (C++ function), [1] smc::conditionalSampler::digitsPrint (C++ member) smc::conditionalSampler::GetAccepted (C++ function) smc::conditionalSampler::GetDigitsPrint (C++ function) smc::conditionalSampler::GetHistorymcmcRepeats (C++ function) smc::conditionalSampler::GetMcmcRepeats (C++ function) smc::conditionalSampler::GetReferenceTrajectory (C++ function) smc::conditionalSampler::GetReferenceTrajectoryRefs (C++ function) smc::conditionalSampler::GetReferenceValue (C++ function) smc::conditionalSampler::GetReferenceValueIndex (C++ function) smc::conditionalSampler::GetReferenceValueRefs (C++ function) smc::conditionalSampler::Initialise (C++ function), [1] smc::conditionalSampler::Iterate (C++ function) smc::conditionalSampler::IterateEss (C++ function) smc::conditionalSampler::IterateUntil (C++ function) smc::conditionalSampler::maxT (C++ member) smc::conditionalSampler::MoveReferenceParticle (C++ function) smc::conditionalSampler::operator<< (C++ function) smc::conditionalSampler::OstreamMCMCRecordToStream (C++ function) smc::conditionalSampler::referenceTrajectory (C++ member) smc::conditionalSampler::referenceTrajectoryIndices (C++ member) smc::conditionalSampler::SetAdaptMethods (C++ function) smc::conditionalSampler::SetDigitsPrint (C++ function) smc::conditionalSampler::SetMcmcRepeats (C++ function), [1] smc::conditionalSampler::SetReferenceTrajectory (C++ function) smc::conditionalSampler::SetReferenceValue (C++ function) smc::conditionalSampler::StreamParticle (C++ function) smc::conditionalSampler::StreamParticles (C++ function) smc::exception (C++ class) smc::exception::exception (C++ function) smc::exception::lCode (C++ member) smc::exception::lLine (C++ member) smc::exception::szFile (C++ member) smc::exception::szMessage (C++ member) smc::historyelement (C++ class) smc::historyelement::AcceptCount (C++ function) smc::historyelement::ancestorIndices (C++ member) smc::historyelement::flags (C++ member) smc::historyelement::GetAIndices (C++ function) smc::historyelement::GetESS (C++ function) smc::historyelement::GetFlags (C++ function) smc::historyelement::GetNumber (C++ function) smc::historyelement::GetRefs (C++ function) smc::historyelement::GetValues (C++ function) smc::historyelement::historyelement (C++ function), [1] smc::historyelement::Integrate (C++ function) smc::historyelement::Integrate_Var (C++ function) smc::historyelement::mcmcRepeats (C++ function) smc::historyelement::nAccepted (C++ member) smc::historyelement::nRepeat (C++ member) smc::historyelement::number (C++ member) smc::historyelement::pop (C++ member) smc::historyelement::Set (C++ function), [1], [2], [3] smc::historyelement::SetAIndices (C++ function) smc::historyelement::WasResampled (C++ function) smc::historyelement::~historyelement (C++ function) smc::historyflags (C++ class) smc::historyflags::historyflags (C++ function) smc::historyflags::Resampled (C++ member) smc::historyflags::WasResampled (C++ function) smc::moveset (C++ class) smc::moveset::defaultInitialise (C++ member) smc::moveset::defaultMCMC (C++ member) smc::moveset::defaultMove (C++ member) smc::moveset::defaultWeight (C++ member) smc::moveset::DoConditionalMove (C++ function) smc::moveset::DoInit (C++ function) smc::moveset::DoMCMC (C++ function) smc::moveset::DoMove (C++ function) smc::moveset::moveset (C++ function), [1], [2] smc::moveset::pfInitialise (C++ function) smc::moveset::pfMCMC (C++ function) smc::moveset::pfMove (C++ function) smc::moveset::pfWeight (C++ function) smc::moveset::~moveset (C++ function) smc::nullParams (C++ class) smc::operator<< (C++ function) smc::population (C++ class) smc::population::GetLogWeight (C++ function) smc::population::GetLogWeightN (C++ function) smc::population::GetLogWeightRefN (C++ function) smc::population::GetNumber (C++ function) smc::population::GetValue (C++ function) smc::population::GetValueN (C++ function) smc::population::GetValueRefN (C++ function) smc::population::GetWeight (C++ function) smc::population::GetWeightN (C++ function) smc::population::logweight (C++ member) smc::population::operator= (C++ function) smc::population::population (C++ function), [1], [2] smc::population::Set (C++ function) smc::population::SetLogWeight (C++ function)

smc::population::SetLogWeightN (C++ function) smc::population::SetValue (C++ function) smc::population::SetValueN (C++ function) smc::population::value (C++ member) smc::population::~population (C++ function) smc::sampler (C++ class) smc::sampler::_copy (C++ function) smc::sampler::acceptProb (C++ member) smc::sampler::adaptBelong (C++ member) smc::sampler::algParams (C++ member) smc::sampler::CalcLogNC (C++ function) smc::sampler::dlogNCIt (C++ member) smc::sampler::dlogNCPath (C++ member) smc::sampler::dResampleThreshold (C++ member) smc::sampler::dRSWeights (C++ member) smc::sampler::GetAccepted (C++ function) smc::sampler::GetAlgParams (C++ function) smc::sampler::GetALineInd (C++ function) smc::sampler::GetALineSpace (C++ function) smc::sampler::GetAPop (C++ function) smc::sampler::GetESS (C++ function), [1] smc::sampler::GetHistory (C++ function) smc::sampler::GetHistoryFlags (C++ function) smc::sampler::GetHistoryLength (C++ function) smc::sampler::GetHistorymcmcRepeats (C++ function) smc::sampler::GetHistoryPopulation (C++ function) smc::sampler::GetHistoryPopulationRefs (C++ function) smc::sampler::GetLogNCPath (C++ function) smc::sampler::GetLogNCStep (C++ function) smc::sampler::GetMcmcRepeats (C++ function) smc::sampler::GetNCPath (C++ function) smc::sampler::GetNCStep (C++ function) smc::sampler::GetNumber (C++ function) smc::sampler::GetParticleLogWeightN (C++ function) smc::sampler::GetParticleValueN (C++ function) smc::sampler::GetParticleWeight (C++ function) smc::sampler::GetParticleWeightN (C++ function) smc::sampler::GetResampled (C++ function) smc::sampler::GetTime (C++ function) smc::sampler::GetuRSIndex (C++ function) smc::sampler::GetuRSIndices (C++ function) smc::sampler::History (C++ member) smc::sampler::htHistoryMode (C++ member) smc::sampler::Initialise (C++ function) smc::sampler::Integrate (C++ function) smc::sampler::IntegratePathSampling (C++ function), [1] smc::sampler::Iterate (C++ function) smc::sampler::IterateBack (C++ function) smc::sampler::IterateEss (C++ function) smc::sampler::IterateUntil (C++ function) smc::sampler::MoveParticles (C++ function) smc::sampler::movesetBelong (C++ member) smc::sampler::N (C++ member) smc::sampler::nAccepted (C++ member) smc::sampler::nRepeats (C++ member) smc::sampler::nResampled (C++ member) smc::sampler::operator= (C++ function) smc::sampler::OstreamMCMCRecordToStream (C++ function) smc::sampler::OstreamResamplingRecordToStream (C++ function) smc::sampler::pAdapt (C++ member) smc::sampler::pMoves (C++ member) smc::sampler::pPopulation (C++ member) smc::sampler::Resample (C++ function) smc::sampler::rtResampleMode (C++ member) smc::sampler::sampler (C++ function), [1], [2] smc::sampler::SetAdaptMethods (C++ function) smc::sampler::SetAlgParam (C++ function) smc::sampler::SetMcmcRepeats (C++ function) smc::sampler::SetMoveSet (C++ function), [1] smc::sampler::SetResampleParams (C++ function) smc::sampler::StreamParticle (C++ function) smc::sampler::StreamParticles (C++ function) smc::sampler::T (C++ member) smc::sampler::uRSCount (C++ member) smc::sampler::uRSIndices (C++ member) smc::sampler::~sampler (C++ function) smc::stableLogSumWeights (C++ function) smc::staticModelAdapt (C++ class) smc::staticModelAdapt::bisection (C++ function) smc::staticModelAdapt::calcCholCov (C++ function) smc::staticModelAdapt::calcEmpCov (C++ function) smc::staticModelAdapt::calcMcmcRepeats (C++ function) smc::staticModelAdapt::CESSdiff (C++ function) smc::staticModelAdapt::cholCov (C++ member) smc::staticModelAdapt::ChooseTemp (C++ function) smc::staticModelAdapt::empCov (C++ member) smc::staticModelAdapt::GetCholCov (C++ function) smc::staticModelAdapt::GetEmpCov (C++ function) smc::staticModelAdapt::GetTemp (C++ function) smc::staticModelAdapt::GetTempCurr (C++ function) smc::staticModelAdapt::GetTempPrevious (C++ function) smc::staticModelAdapt::GetTemps (C++ function) smc::staticModelAdapt::staticModelAdapt (C++ function) smc::staticModelAdapt::temp (C++ member) smc::staticModelAdapt::~staticModelAdapt (C++ function) SMC_EXCEPTION (C macro) SMCX_FILE_NOT_FOUND (C macro) SMCX_MISSING_HISTORY (C macro) SMCX_MULTIPLE_INSTANTIATION (C macro) std (C++ type), [1], [2] std::operator<< (C++ function), [1], [2]