PPCKO: Principal Predictive Components for Estimating an Autoregressive Operator
 
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Class Hierarchy
This inheritance list is sorted roughly, but not completely, alphabetically:
[detail level 12]
 Cadf< LAG_policy >Template class for performing pointwise ADF for a fts
 Cadf_stat< LAG_policy >Contains 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_base< D, cv_strat, err_eval, k_imp, valid_err_ret >Template class for performing cross-validation
 CCV_base< CV_alpha< cv_strat, err_eval, k_imp, valid_err_ret >, cv_strat, err_eval, k_imp, valid_err_ret >
 CCV_alpha< cv_strat, err_eval, k_imp, valid_err_ret >Template class for performing cross-validation on the regularization parameter: derived-from-CV_base thorugh CRTP ('CV_alpha' its template D parameter)
 CCV_base< CV_alpha_k< cv_strat, err_eval, k_imp, valid_err_ret >, cv_strat, err_eval, k_imp, valid_err_ret >
 CCV_alpha_k< cv_strat, err_eval, k_imp, valid_err_ret >Template 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_base< CV_k< cv_strat, err_eval, k_imp, valid_err_ret >, cv_strat, err_eval, k_imp, valid_err_ret >
 CCV_k< cv_strat, err_eval, k_imp, valid_err_ret >Template class for performing cross-validation on the number of retained PPCs: derived-from-CV_base thorugh CRTP ('CV_k' its template D parameter)
 Ccv_strategy< cv_strat >Template class for creating training/validation split according to a specific strategy
 CGeometry::Domain1D
 Capsc::internals::extractKey_map2Vectors< T >Extracts the key
 Capsc::internals::extractValue_map2Vectors< T >Extracts the value
 CFactory_cv_strat< cv_strat >Generating 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_Factory< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >Generating 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
 Capsc::internals::map2Vectors< T >Maps vector of keys and vector of values in a single entity
 CGeometry::Mesh1D
 CGeometry::OneDMeshGeneratorGeneral interface
 CGeometry::UniformUniform mesh
 CPPC_KO_base< D, solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >Base class for computing PPCKO algorithm computations. Polymorphism is known at compile-time (CRTP)
 CPPC_KO_base< PPC_KO_CV_alpha< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >, solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >
 CPPC_KO_CV_alpha< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >Derived from 'PPC_KO_base' class for computing PPCKO algorithm with cross-validation on regularization parameter
 CPPC_KO_base< PPC_KO_CV_alpha_k< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >, solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >
 CPPC_KO_CV_alpha_k< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >Derived from 'PPC_KO_base' class for computing PPCKO algorithm with cross-validation on both regularization parameter and number of retained PPCs
 CPPC_KO_base< PPC_KO_CV_k< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >, solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >
 CPPC_KO_CV_k< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >Derived from 'PPC_KO_base' class for computing PPCKO algorithm with cross-validation on the number of retained PPCs
 CPPC_KO_base< PPC_KO_NoCV< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >, solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >
 CPPC_KO_NoCV< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >Derived from 'PPC_KO_base' class for computing PPCKO algorithm without cross-validation
 CPPC_KO_wrapper< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >Base 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_alpha< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >Derived-from-PPC_KO_wrapper class for wrapping class that performs PPCKO computations with cross-validation on regularization parameter
 CPPC_KO_wrapper_cv_alpha_k< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >Derived-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_k< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >Derived-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_cv< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >Derived-from-PPC_KO_wrapper class for wrapping class that performs PPCKO computations without cross-validation
 Cremoving_nan< T, MA_t >Template class for removing NaNs from an Eigen::Matrix