Public Member Functions | Private Attributes
GARCH11_LL Class Reference

List of all members.

Public Member Functions

 GARCH11_LL (const ColumnVector &y, const ColumnVector &x)
void Set (const ColumnVector &p)
bool IsValid ()
Real LogLikelihood ()
ReturnMatrix Derivatives ()
ReturnMatrix FI ()

Private Attributes

Real alpha0
Real alpha1
Real beta
Real beta1
ColumnVector D
SymmetricMatrix D2
int n
ColumnVector X
ColumnVector Y

Detailed Description

Definition at line 36 of file garch.cpp.


Constructor & Destructor Documentation

GARCH11_LL::GARCH11_LL ( const ColumnVector &  y,
const ColumnVector &  x 
) [inline]

Definition at line 48 of file garch.cpp.


Member Function Documentation

ReturnMatrix GARCH11_LL::Derivatives ( )

Definition at line 135 of file garch.cpp.

ReturnMatrix GARCH11_LL::FI ( )

Definition at line 138 of file garch.cpp.

Definition at line 65 of file garch.cpp.

Definition at line 68 of file garch.cpp.

void GARCH11_LL::Set ( const ColumnVector &  p) [inline]

Definition at line 52 of file garch.cpp.


Member Data Documentation

Definition at line 43 of file garch.cpp.

Definition at line 43 of file garch.cpp.

Definition at line 43 of file garch.cpp.

Definition at line 43 of file garch.cpp.

ColumnVector GARCH11_LL::D [private]

Definition at line 40 of file garch.cpp.

SymmetricMatrix GARCH11_LL::D2 [private]

Definition at line 41 of file garch.cpp.

int GARCH11_LL::n [private]

Definition at line 42 of file garch.cpp.

ColumnVector GARCH11_LL::X [private]

Definition at line 39 of file garch.cpp.

ColumnVector GARCH11_LL::Y [private]

Definition at line 38 of file garch.cpp.


The documentation for this class was generated from the following file:


kni
Author(s): Martin Günther
autogenerated on Thu Jun 6 2019 21:42:35