File List

Here is a list of all files with brief descriptions:

[detail level 1234]

▼ cpp
▼ app
► gen_mi
gen_mi.cpp	Command-line utility to generate multiindex
► generate_quad
generate_quad.cpp	Command-line utility to generate quadrature points
► gkpSparse
gkpclib.cpp
gkplib.h
gkpSparse.cpp
► gp_regr
gp_regr.cpp	Command-line utility for Gaussian Process regression
► model_inf
model_inf.cpp	Command-line utility for model parameter inference
► pce_eval
pce_eval.cpp	Command-line utility for PC-related evaluations
► pce_quad
pce_quad.cpp	Command-line utility for PC construction given samples
► pce_rv
pce_rv.cpp	Command-line utility for PC-related random variable generation
► pce_sens
pce_sens.cpp	Command-line utility for Sobol sensitivity index computation given PC
► pdf_cl
pdf_cl.cpp	Command-line utility for KDE given samples
► regression
regression.cpp	Command-line utility for linear regression
► sens
sens.cpp
trdSpls.cpp
▼ lib
► array
Array1D.h	1D Array class for any type T
Array2D.h	2D Array class for any type T
Array3D.h	3D Array class for any type T
arrayio.cpp	Read/write capabilities from/to matrix or vector form arrays/files
arrayio.h	Header file for array read/write utilities
arraytools.cpp	Tools to manipulate Array 1D and 2D objects. Some tools mimick MATLAB functionalities
arraytools.h	Header file for array tools
► bcs
bcs.cpp	Implementation of Bayesian compressive sensing algorithm
bcs.h	Header for the implementations of Bayesian compressive sensing algorithm
► dfi
dfi.cpp
dfi.h
userFunctions.h
► gproc
gproc.cpp	Gaussian Process class
gproc.h	Header file for Gaussian Process class
► infer
inference.cpp	Model inference tools
inference.h	Header for the model inference tools
mrv.cpp	Multivariate random variable class
mrv.h	Header for multivariate random variable class
post.cpp	Posterior computation class
post.h	Header for the posterior computation class
► kle
kle.cpp
kle.h
► lreg
lreg.cpp	Linear regression class
lreg.h	Header file for the linear regression class A great deal of notations and computations follow [Orr:1996]
► mcmc
mcmc.cpp
mcmc.h	Header file for the Markov chain Monte Carlo class
► pce
PCBasis.cpp	Univariate PC class
PCBasis.h	Header file for the univariate PC class
PCSet.cpp	Multivariate PC class
PCSet.h	Header file for the Multivariate PC class
► quad
quad.cpp	Quadrature class
quad.h	Header file for the quadrature class
► tools
combin.cpp	Tools to evaluate combinatorial quantities
combin.h	Header for combinatorial tools
func.cpp	Implements several functions of form
func.h	Header for implementation of functions of form
gq.cpp	Utilities to generate quadrature rules
gq.h	Header for quadrature generation utilities
minmax.cpp	Tools to find min/max values of arrays
minmax.h	Header for min/max tools
multiindex.cpp	Tools that deal with integer multiindices
multiindex.h	Header for tools that deal with integer multiindices
pcmaps.cpp	Suite of functions to help map one kind of a PC variable to another
pcmaps.h	Header for suite of functions to help map one kind of a PC variable to another
probability.cpp	Probability and random number generation- related tools
probability.h	Header for probability and random number generation- related tools
rosenblatt.cpp	Tools related to Rosenblatt transformation
rosenblatt.h	Header for tools related to Rosenblatt transformation
tools.h	A header function that includes all tools
► xmlutils
MyException.h
Object.h
RefPtr.h
XMLAttributeList.cpp
XMLAttributeList.h
XMLElement.cpp
XMLElement.h
XMLExpatParser.cpp
XMLExpatParser.h
XMLParser.cpp
XMLParser.h
XMLUtils.cpp
XMLUtils.h