CFL
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Conditional expectation with respect to gaussian distribution.
Collaboration diagram for Conditional expectation with respect to gaussian distribution.:

Namespaces

 cfl::NGaussRollback
 Implementations of the operator of conditional expectation with respect to gaussian distribution.
 

Classes

class  cfl::GaussRollback
 Concrete class for the operator of conditional expectation with respect to gaussian distribution. More...
 
class  cfl::IGaussRollback
 Interface class for the operator of conditional expectation with respect to gaussian distribution. More...
 

Detailed Description

This module contains numerical implementations of the operator of conditional expectation with respect to gaussian distribution.