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CMP++: Uncertainty Quantification & Bayesian Calibration
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Classes | |
| class | Bandwidth |
| Abstract base class for multivariate KDE bandwidth matrices. More... | |
| class | DiagonalBandwidth |
| Diagonal bandwidth matrix (independent parameter per dimension). More... | |
| class | Epanechnikov |
| Epanechnikov (parabolic) density kernel. More... | |
| class | FullBandwidth |
| Full covariance bandwidth matrix parameterized by its Cholesky factor. More... | |
| class | Gaussian |
| Standard Gaussian density kernel. More... | |
| class | IsotropicBandwidth |
| Isotropic bandwidth matrix (single scalar parameter h). More... | |
| class | Kernel |
| Abstract base class for KDE density kernel functions. More... | |
| class | Uniform |
| Rectangular (uniform) density kernel. More... | |
Variables | |
| constexpr double | TOL = 1e-12 |
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constexpr |