recon.h File Reference

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Classes
class	dvrlib::func< argtype, restype >
	Abstract function object mapping argtype to restype. More...

Namespaces
namespace	dvrlib

Functions
void	dvrlib::lin_cov_update (const matrix &S_x, const matrix &F, matrix &S_v)
	Propagate measurement covariance through a linear constraint matrix.
void	dvrlib::lin_recon (const vector &r, const matrix &S_x, const matrix &F, vector &v)
	Solve the linear reconciliation problem.
void	dvrlib::lin_recon_update (const vector &r, const matrix &S_x_inv, const matrix &F, const vector &v, vector &dv)
	Compute the reconciliation correction step for non-linear iteration.
int	dvrlib::recon (const vector &x, const matrix &S_x, const func< vector, vector > &f, const func< vector, matrix > &J, vector &v, matrix &S_v, double eps=1e-6, int maxiter=50)
	Solve the non-linear reconciliation problem by iterative linearisation.
void	dvrlib::extract_confidence (const matrix &S_xnew, vector &conf_results)
	Extract 95% confidence intervals from a covariance matrix diagonal.
double	dvrlib::confint2var (double confint)
	Convert a 95% confidence interval into a variance.
double	dvrlib::var2confint (double var)
	Convert a variance into a 95% confidence interval.