PPCKO: Principal Predictive Components for Estimating an Autoregressive Operator
 
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Class List
Here are the classes, structs, unions and interfaces with brief descriptions:
[detail level 123]
 Napsc
 Ninternals
 CextractKey_map2VectorsExtracts the key
 CextractValue_map2VectorsExtracts the value
 Cmap2VectorsMaps vector of keys and vector of values in a single entity
 NGeometry
 CDomain1D
 CMesh1D
 COneDMeshGeneratorGeneral interface
 CUniformUniform mesh
 CadfTemplate class for performing pointwise ADF for a fts
 Cadf_statContains the functor to evaluate the test statistic, according to LAG_policy
 CCaseLagOrderADFFunctor returning the values for which computing ratio for computing ADF-test statistic. Lag orders bigger than one are considered
 CCaseNoLagOrderADFFunctor returning the values for which computing ratio for computing ADF-test statistic. No lag orders bigger than one considered
 CCV_algoContains PPCKO versions implemented
 CCV_alphaTemplate class for performing cross-validation on the regularization parameter: derived-from-CV_base thorugh CRTP ('CV_alpha' its template D parameter)
 CCV_alpha_kTemplate class for performing cross-validation on the regularization parameter and the number of PPCs: derived-from-CV_base thorugh CRTP ('CV_alpha_k' its template D parameter)
 CCV_baseTemplate class for performing cross-validation
 CCV_kTemplate class for performing cross-validation on the number of retained PPCs: derived-from-CV_base thorugh CRTP ('CV_k' its template D parameter)
 Ccv_strategyTemplate class for creating training/validation split according to a specific strategy
 CFactory_cv_stratGenerating the training-validation splitting according to a given strategy
 Cinterp_funcContains the function to perform unidimensional-univariate function interpolation and the grid for which the function evaluation are already available
 CKO_FactoryGenerating the PPCKO solver runtime according to an input string
 CKO_TraitsContains the customized types for fts, covariances, PPCs, etc..
 Clr_adfClass for wrapping Eigen objects into Armadillo ones to perform linear regression
 CPPC_KO_baseBase class for computing PPCKO algorithm computations. Polymorphism is known at compile-time (CRTP)
 CPPC_KO_CV_alphaDerived from 'PPC_KO_base' class for computing PPCKO algorithm with cross-validation on regularization parameter
 CPPC_KO_CV_alpha_kDerived from 'PPC_KO_base' class for computing PPCKO algorithm with cross-validation on both regularization parameter and number of retained PPCs
 CPPC_KO_CV_kDerived from 'PPC_KO_base' class for computing PPCKO algorithm with cross-validation on the number of retained PPCs
 CPPC_KO_NoCVDerived from 'PPC_KO_base' class for computing PPCKO algorithm without cross-validation
 CPPC_KO_wrapperBase virtual class for wrapping class that performs PPCKO computations. Which child class is constructed is selected run-time through virtual polymorphism
 CPPC_KO_wrapper_cv_alphaDerived-from-PPC_KO_wrapper class for wrapping class that performs PPCKO computations with cross-validation on regularization parameter
 CPPC_KO_wrapper_cv_alpha_kDerived-from-PPC_KO_wrapper class for wrapping class that performs PPCKO computations with cross-validation on both the regularization parameter and the number of retained PPCs
 CPPC_KO_wrapper_cv_kDerived-from-PPC_KO_wrapper class for wrapping class that performs PPCKO computations with cross-validation on the number of retained PPCs
 CPPC_KO_wrapper_no_cvDerived-from-PPC_KO_wrapper class for wrapping class that performs PPCKO computations without cross-validation
 Cremoving_nanTemplate class for removing NaNs from an Eigen::Matrix