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 |
GARCH11_LL::GARCH11_LL | ( | const ColumnVector & | y, |
const ColumnVector & | x | ||
) | [inline] |
ReturnMatrix GARCH11_LL::Derivatives | ( | ) |
ReturnMatrix GARCH11_LL::FI | ( | ) |
bool GARCH11_LL::IsValid | ( | ) |
void GARCH11_LL::Set | ( | const ColumnVector & | p | ) | [inline] |
Real GARCH11_LL::alpha0 [private] |
Real GARCH11_LL::alpha1 [private] |
Real GARCH11_LL::beta [private] |
Real GARCH11_LL::beta1 [private] |
ColumnVector GARCH11_LL::D [private] |
SymmetricMatrix GARCH11_LL::D2 [private] |
int GARCH11_LL::n [private] |
ColumnVector GARCH11_LL::X [private] |
ColumnVector GARCH11_LL::Y [private] |