CMP++: Uncertainty Quantification & Bayesian Calibration
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kernel++.h File Reference
#include "cmp_defines.h"
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Classes

class  cmp::kernel::Bandwidth
 Abstract base class for multivariate KDE bandwidth matrices. More...
 
class  cmp::kernel::IsotropicBandwidth
 Isotropic bandwidth matrix (single scalar parameter h). More...
 
class  cmp::kernel::DiagonalBandwidth
 Diagonal bandwidth matrix (independent parameter per dimension). More...
 
class  cmp::kernel::FullBandwidth
 Full covariance bandwidth matrix parameterized by its Cholesky factor. More...
 
class  cmp::kernel::Kernel
 Abstract base class for KDE density kernel functions. More...
 
class  cmp::kernel::Gaussian
 Standard Gaussian density kernel. More...
 
class  cmp::kernel::Epanechnikov
 Epanechnikov (parabolic) density kernel. More...
 
class  cmp::kernel::Uniform
 Rectangular (uniform) density kernel. More...
 

Namespaces

namespace  cmp
 
namespace  cmp::kernel
 

Variables

constexpr double cmp::kernel::TOL = 1e-12