vSMC
vSMC: Scalable Monte Carlo
Class List
Here are the classes, structs, unions and interfaces with brief descriptions:
[detail level 1234]
 Nvsmc
 Ninternal
 Ninternal
 CHasKeyType
 CHasKeyTypeImpl
 CKeyTypeDispatch
 CKeyTypeDispatch< T, false >
 CKeyTypeDispatch< T, true >
 CAES128KeySeqGenerator
 CAES192KeySeqGenerator
 CAES256KeySeqGenerator
 CAESKeyInit
 CAESKeySeq
 CARSWeylConstant
 CARSWeylConstant< 0 >
 CARSWeylConstant< 1 >
 CBetaDistributionConstant
 CGammaDistributionConstant
 CHasRNGSetType
 CHasRNGSetTypeImpl
 CHasSingleParticleBaseType
 CHasSingleParticleBaseTypeImpl
 CHasSizeType
 CHasSizeTypeImpl
 CHasWeightType
 CHasWeightTypeImpl
 CHDF5LoadDataPtr
 CHDF5StoreDataPtr
 Cis_one_of
 Cis_one_of< T, T1 >
 Cis_seed_seq
 Cis_seed_seq< T, T1 >
 CKeyTypeTrait
 CM128TypeTrait
 CM128TypeTrait< double >
 CM128TypeTrait< float >
 CM256TypeTrait
 CM256TypeTrait< double >
 CM256TypeTrait< float >
 CMKLDiscard
 CMKLDiscard< VSL_BRNG_MCG59, Bits >
 CMKLDiscard< VSL_BRNG_MT19937, Bits >
 CMKLDiscard< VSL_BRNG_SFMT19937, Bits >
 CMKLDiscardGeneral
 CMKLDiscardSkipAhead
 CMKLOffset
 CMKLOffset< Dynamic >
 CMKLOffset< VSL_BRNG_MT2203 >
 CMKLOffset< VSL_BRNG_WH >
 CMKLOffsetDynamic
 CMKLOffsetZero
 CMKLResultTypeTrait
 CMKLResultTypeTrait< 32 >
 CMKLResultTypeTrait< 64 >
 CMKLUniformBits
 CMKLUniformBits< 32 >
 CMKLUniformBits< 64 >
 CPhiloxBumpKey
 CPhiloxBumpKey< T, 2, N, true >
 CPhiloxBumpKey< T, 4, N, true >
 CPhiloxRound
 CPhiloxRound< T, 2, N, true >
 CPhiloxRound< T, 4, N, true >
 CPhiloxRoundConstant
 CPhiloxRoundConstant< std::uint32_t, 2, 0 >
 CPhiloxRoundConstant< std::uint32_t, 4, 0 >
 CPhiloxRoundConstant< std::uint32_t, 4, 1 >
 CPhiloxRoundConstant< std::uint64_t, 2, 0 >
 CPhiloxRoundConstant< std::uint64_t, 4, 0 >
 CPhiloxRoundConstant< std::uint64_t, 4, 1 >
 CPhiloxWeylConstant
 CPhiloxWeylConstant< std::uint32_t, 0 >
 CPhiloxWeylConstant< std::uint32_t, 1 >
 CPhiloxWeylConstant< std::uint64_t, 0 >
 CPhiloxWeylConstant< std::uint64_t, 1 >
 CRNGMaxBitsImpl
 CRNGMaxBitsImpl< UIntType, U, 0 >
 CRNGMinBitsImpl
 CRNGMinBitsImpl< UIntType, U, 0 >
 CRNGSetTypeDispatch
 CRNGSetTypeDispatch< T, false >
 CRNGSetTypeDispatch< T, true >
 CSingleParticleBaseTypeDispatch
 CSingleParticleBaseTypeDispatch< T, false >
 CSingleParticleBaseTypeDispatch< T, true >
 CSizeTypeDispatch
 CSizeTypeDispatch< T, false >
 CSizeTypeDispatch< T, true >
 CStateMatrixDim
 CStateMatrixDim< Dynamic >
 CThreefryCtrPackAVX2
 CThreefryCtrPackSSE2
 CThreefryInitPar
 CThreefryInsertKey
 CThreefryInsertKey< T, 2, N, true >
 CThreefryInsertKey< T, 4, N, true >
 CThreefryInsertKeyInc
 CThreefryInsertKeyInc< SIMD< T >, Inc >
 CThreefryKSConstant
 CThreefryKSConstant< SIMD< T > >
 CThreefryKSConstant< std::uint32_t >
 CThreefryKSConstant< std::uint64_t >
 CThreefryParPackAVX2
 CThreefryParPackSSE2
 CThreefryRotate
 CThreefryRotate< T, 2, N, true >
 CThreefryRotate< T, 4, N, true >
 CThreefryRotateBits
 CThreefryRotateBits< SIMD< T > >
 CThreefryRotateConstant
 CThreefryRotateConstant< SIMD< T >, K, N, I >
 CThreefryRotateConstant< std::uint32_t, 2, 0, 0 >
 CThreefryRotateConstant< std::uint32_t, 2, 1, 0 >
 CThreefryRotateConstant< std::uint32_t, 2, 2, 0 >
 CThreefryRotateConstant< std::uint32_t, 2, 3, 0 >
 CThreefryRotateConstant< std::uint32_t, 2, 4, 0 >
 CThreefryRotateConstant< std::uint32_t, 2, 5, 0 >
 CThreefryRotateConstant< std::uint32_t, 2, 6, 0 >
 CThreefryRotateConstant< std::uint32_t, 2, 7, 0 >
 CThreefryRotateConstant< std::uint32_t, 4, 0, 0 >
 CThreefryRotateConstant< std::uint32_t, 4, 0, 1 >
 CThreefryRotateConstant< std::uint32_t, 4, 1, 0 >
 CThreefryRotateConstant< std::uint32_t, 4, 1, 1 >
 CThreefryRotateConstant< std::uint32_t, 4, 2, 0 >
 CThreefryRotateConstant< std::uint32_t, 4, 2, 1 >
 CThreefryRotateConstant< std::uint32_t, 4, 3, 0 >
 CThreefryRotateConstant< std::uint32_t, 4, 3, 1 >
 CThreefryRotateConstant< std::uint32_t, 4, 4, 0 >
 CThreefryRotateConstant< std::uint32_t, 4, 4, 1 >
 CThreefryRotateConstant< std::uint32_t, 4, 5, 0 >
 CThreefryRotateConstant< std::uint32_t, 4, 5, 1 >
 CThreefryRotateConstant< std::uint32_t, 4, 6, 0 >
 CThreefryRotateConstant< std::uint32_t, 4, 6, 1 >
 CThreefryRotateConstant< std::uint32_t, 4, 7, 0 >
 CThreefryRotateConstant< std::uint32_t, 4, 7, 1 >
 CThreefryRotateConstant< std::uint64_t, 2, 0, 0 >
 CThreefryRotateConstant< std::uint64_t, 2, 1, 0 >
 CThreefryRotateConstant< std::uint64_t, 2, 2, 0 >
 CThreefryRotateConstant< std::uint64_t, 2, 3, 0 >
 CThreefryRotateConstant< std::uint64_t, 2, 4, 0 >
 CThreefryRotateConstant< std::uint64_t, 2, 5, 0 >
 CThreefryRotateConstant< std::uint64_t, 2, 6, 0 >
 CThreefryRotateConstant< std::uint64_t, 2, 7, 0 >
 CThreefryRotateConstant< std::uint64_t, 4, 0, 0 >
 CThreefryRotateConstant< std::uint64_t, 4, 0, 1 >
 CThreefryRotateConstant< std::uint64_t, 4, 1, 0 >
 CThreefryRotateConstant< std::uint64_t, 4, 1, 1 >
 CThreefryRotateConstant< std::uint64_t, 4, 2, 0 >
 CThreefryRotateConstant< std::uint64_t, 4, 2, 1 >
 CThreefryRotateConstant< std::uint64_t, 4, 3, 0 >
 CThreefryRotateConstant< std::uint64_t, 4, 3, 1 >
 CThreefryRotateConstant< std::uint64_t, 4, 4, 0 >
 CThreefryRotateConstant< std::uint64_t, 4, 4, 1 >
 CThreefryRotateConstant< std::uint64_t, 4, 5, 0 >
 CThreefryRotateConstant< std::uint64_t, 4, 5, 1 >
 CThreefryRotateConstant< std::uint64_t, 4, 6, 0 >
 CThreefryRotateConstant< std::uint64_t, 4, 6, 1 >
 CThreefryRotateConstant< std::uint64_t, 4, 7, 0 >
 CThreefryRotateConstant< std::uint64_t, 4, 7, 1 >
 CThreefryRotateImpl
 CU01ImplPow2Inv
 CU01ImplPow2InvL
 CU01ImplPow2L
 CU01ImplPow2L< P, Q, false >
 CU01LRImpl
 CU01LRImpl< UIntType, RealType, Closed, Closed >
 CU01LRImpl< UIntType, RealType, Closed, Open >
 CU01LRImpl< UIntType, RealType, Open, Closed >
 CU01LRImpl< UIntType, RealType, Open, Open >
 CWeightTypeDispatch
 CWeightTypeDispatch< T, false >
 CWeightTypeDispatch< T, true >
 CAESNIGeneratorRNG generator using AES-NI instructions
 CAlignedAllocatorAligned allocator
 Crebind
 CAlignedAllocator< const void, Alignment, Memory >
 CAlignedAllocator< void, Alignment, Memory >
 CAlignedMemoryMKLAligned memory using Intel MKL mkl_malloc and mkl_free
 CAlignedMemorySTDAligned memory using std::malloc and std::free
 CAlignedMemorySYSAligned memory using native system aligned memory allocation
 CAlignedMemoryTBBAligned memory using Intel TBB scalable_aligned_malloc and scalable_aligned_free
 CARSKeySeqDefault ARSEngine key sequence generator
 CARSWeylConstantTraitARSEngine Weyl sequence constants
 CBetaDistributionBeta distribution
 Cparam_type
 CCauchyDistributionCauchy distribution
 Cparam_type
 CChiSquaredDistributionThe \(\chi^2\) distribution
 Cparam_type
 CCounterEngineCounter based RNG engine
 CCovarianceCovariance
 CDiscreteDistributionDraw a single sample given weights
 Cparam_type
 CExponentialDistributionExponential distribution
 Cparam_type
 CExtremeValueDistributionExtremeValue distribution
 Cparam_type
 CFisherFDistributionFisher-F distribution
 Cparam_type
 CGammaDistributionGamma distribution
 Cparam_type
 CInitializeBaseInitialize base dispatch class
 CInitializeBase< T, Virtual >Initilaize base dispatch class
 CInitializeOMPSampler<T>::init_type subtype using OpenMP
 CInitializeSEQSampler<T>::init_type subtype
 CInitializeTBBSampler<T>::init_type subtype using Intel Threading Building Blocks
 Cwork_type
 CLaplaceDistributionLaplace distribution
 Cparam_type
 CLevyDistributionLevy distribution
 Cparam_type
 CLogisticDistributionLogistic distribution
 Cparam_type
 CLognormalDistributionLognormal distribution
 Cparam_type
 CM128__m128
 CM128D__m128d
 CM128IUsing __m128i as integer vector
 CM256__m256
 CM256D__m256d
 CM256IUsing __mm256i as integer vector
 CMKLBaseMKL resource management base class
 Cdeleter_type
 CMKLConvTaskMKL VSLConvTaskPtr
 CMKLCorrTaskMKL VSLCorrTaskPtr
 CMKLDFTaskMKL DFTaskPtr
 CMKLEngineMKL RNG C++11 engine
 CMKLSSTaskMKL VSLSSTaskPtr
 CMKLStreamMKL VSLStreamStatePtr
 CMonitorMonitor for Monte Carlo integration
 CMonitorEvalBaseMonitor evalution base dispatch class
 CMonitorEvalBase< T, Virtual >Monitor evalution base dispatch class
 CMonitorEvalOMPMonitor<T>::eval_type subtype using OpenMP
 CMonitorEvalSEQMonitor<T>::eval_type subtype
 CMonitorEvalTBBMonitor<T>::eval_type subtype using Intel Threading Building Blocks
 Cwork_type
 CMoveBaseMove base dispatch class
 CMoveBase< T, Virtual >Move base dispatch class
 CMoveOMPSampler<T>::move_type subtype using OpenMP
 CMoveSEQSampler<T>::move_type subtype
 CMoveTBBSampler<T>::move_type subtype using Intel Threading Building Blocks
 Cwork_type
 CNormalDistributionNormal distribution
 Cparam_type
 CNormalMVDistributionMultivariate Normal distribution
 Cparam_type
 CNormalMVProposalMultivariate Normal random walk proposal
 CNormalProposalNormal random walk proposal
 CParetoDistributionPareto distribution
 Cparam_type
 CParticleParticle class representing the whole particle set
 CPhiloxGeneratorPhilox RNG generator
 CProgramOptionOption base class
 CProgramOptionDefaultOption with a default value
 CProgramOptionHelpOption --help
 CProgramOptionMapProgram options
 CProgramOptionScalarOption with a single value
 CProgramOptionVectorOption with multiple values
 CProgressDisplay a progress bar while algorithm proceed
 CRandomWalkRandom walk MCMC update
 CRandomWalkGRandom walk MCMC update with test function
 CRayleighDistributionRayleigh distribution
 Cparam_type
 CRDRANDEngineRDRAND generator
 CResampleIndexRecord and trace resample index
 CResampleMultinomialMultinomial resampling
 CResampleResidualResidual resampling
 CResampleResidualStratifiedResidual stratified resampling
 CResampleResidualSystematicResidual systematic resampling
 CResampleStratifiedStratified resampling
 CResampleSystematicSystematic resampling
 CResampleTypeTraitType trait of ResampleScheme parameter
 CResampleTypeTrait< Multinomial >Type trait of Multinomial scheme
 CResampleTypeTrait< Residual >Type trait of Residual scheme
 CResampleTypeTrait< ResidualStratified >Type trait of ResidualStratified scheme
 CResampleTypeTrait< ResidualSystematic >Type trait of ResidualSystematic scheme
 CResampleTypeTrait< Stratified >Type trait of Stratified scheme
 CResampleTypeTrait< Systematic >Type trait of Systematic scheme
 CRNGBitsThe value of RNGMaxBits<RNGType>::value - RNGMinBits<RNGType>::value
 CRNGMaxBitsFind the largest N such that RNGType::max() >= (M >> (W - N)) where M = std::numeric_limits<typename RNGType::result_type>::max() W = std::numeric_limits<typename RNGType::result_type>::digits
 CRNGMinBitsFind the smallest N such that (RNGType::min() >> N) == 0
 CRNGSetScalarScalar RNG set
 CRNGSetTBBThread-local storage RNG set using tbb::combinable
 CRNGSetTypeTraitParticle::rng_set_type trait
 CRNGSetVectorVector RNG set
 CRuntimeAssert
 CRuntimeWarning
 CSamplerSMC Sampler
 CSeedGeneratorSeed generator
 CSeedGenerator< ID, std::array< ResultType, K > >Seed generator counters
 CSingleParticleA thin wrapper over a complete Particle
 CSingleParticleBaseA thin wrapper over a complete Particle
 CSingleParticleBaseTypeTraitSingleParticle base class trait
 CSizeTypeTraitParticle::size_type etc., traits
 CStateCL
 CStateMatrix
 CStateMatrix< ColMajor, Dim, T >Particle::value_type subtype
 CStateMatrix< RowMajor, Dim, T >Particle::value_type subtype
 CStateMatrixBaseBase type of StateMatrix
 Csingle_particle_type
 CStateOMPParticle::value_type subtype using OpenMP
 CStateTBBParticle::value_type subtype using Intel Threading Building Blocks
 Cwork_type
 CStopWatchClockAdapterStopWatch as an adapter of C++11 clock
 CStopWatchGuardStart and stop a StopWatch in scope (similiar to a mutex lock guard)
 CStudentTDistributionStudent-t distribution
 Cparam_type
 CThreefryGeneratorThreefry RNG generator
 CThreefryGeneratorAVX2Threefry RNG generator using AVX2
 CThreefryGeneratorSSE2Threefry RNG generator using SSE2
 CU01CCDistributionStandard uniform distribution on [0, 1]
 Cparam_type
 CU01CODistributionStandard uniform distribution on [0, 1)
 Cparam_type
 CU01DistributionStandard uniform distribution
 Cparam_type
 CU01LRDistribution
 CU01OCDistributionStandard uniform distribution on (0, 1]
 Cparam_type
 CU01OODistributionStandard uniform distribution on (0, 1)
 Cparam_type
 CU01SequenceSortedGenerate a fixed length sequence of uniform \([0,1)\) random variates by sorting
 CU01SequenceStratifiedGenerate a fixed length sequence of uniform \([0,1)\) random variates by stratified sampling
 CU01SequenceSystematicGenerate a fixed length sequence of uniform \([0,1)\) random variates by systematic sampling
 CUniformBitsGenerate uniform bits of given type
 CUniformBitsDistributionUniform bits distribution
 Cparam_type
 CUniformRealDistributionUniform real distribution
 Cparam_type
 CWeibullDistributionWeibull distribution
 Cparam_type
 CWeightWeight class
 CWeightNullAn empty weight set class
 CWeightTypeTraitParticle::weight_type trait
 CSingleParticleBaseType
 CStateBase
 Cvsmc_philox2x32Philox2x32 RNG state structure
 Cvsmc_philox2x32_ctr_tPhilox2x32 counter type
 Cvsmc_philox2x32_key_tPhilox2x32 key type
 Cvsmc_philox2x32_par_t
 Cvsmc_philox4x32Philox4x32 RNG state structure
 Cvsmc_philox4x32_ctr_tPhilox4x32 counter type
 Cvsmc_philox4x32_key_tPhilox4x32 key type
 Cvsmc_philox4x32_par_t
 Cvsmc_rngvsmc::RNG
 Cvsmc_threefry2x32Threefry2x32 RNG state structure
 Cvsmc_threefry2x32_ctr_tThreefry2x32 counter type
 Cvsmc_threefry2x32_key_tThreefry2x32 key type
 Cvsmc_threefry2x32_par_t
 Cvsmc_threefry2x64Threefry2x64 RNG state structure
 Cvsmc_threefry2x64_ctr_tThreefry2x64 counter type
 Cvsmc_threefry2x64_key_tThreefry2x64 key type
 Cvsmc_threefry2x64_par_t
 Cvsmc_threefry4x32Threefry4x32 RNG state structure
 Cvsmc_threefry4x32_ctr_tThreefry4x32 counter type
 Cvsmc_threefry4x32_key_tThreefry4x32 key type
 Cvsmc_threefry4x32_par_t
 Cvsmc_threefry4x64Threefry4x64 RNG state structure
 Cvsmc_threefry4x64_ctr_tThreefry4x64 counter type
 Cvsmc_threefry4x64_key_tThreefry4x64 key type
 Cvsmc_threefry4x64_par_t