EmrysFilter Directory Reference

Directories
	Core
	Distributions
	Filters
	Models
	Smoothers
	Spaces

Files
	Core.h
	Everything in the Core layer, which depends on Eigen alone: the version, the configuration macros, the mathematical constants and scalar concept, how matrix arguments are forwarded, the allocator conventions, execution policies, log-weight arithmetic, resamplers, the chi-squared distribution, triangularization, products of fixed-size matrices, solving by a small factorization, the modification stamp that views check, and printing.
	Distributions.h
	Everything in the Distributions layer: the distributions, their parameters and densities, the read-only views over them, their moments, samples, statistics, sampling, fitting, upkeep, and the divergences between them.
	EmrysFilter.h
	The whole library: the six layers, in order.
	Filters.h
	Everything in the Filters layer: the Kalman, Gaussian mixture, interacting multiple model, particle, Rao-Blackwellized, and hidden Markov model filters.
	Models.h
	Everything in the Models layer: transforms of a distribution through a function, process and measurement models, mode-switching models, the branch reduction policies, the consistency statistics, and simulation.
	Smoothers.h
	Everything in the Smoothers layer: the histories of the Kalman, interacting multiple model, Gaussian mixture, particle, and hidden Markov model filters' forward passes, and the backward passes over them.
	Spaces.h
	Everything in the Spaces layer: continuous spaces and their tag paths, the index utilities, the unit quaternion, and discrete spaces.