Public Member Functions | |
GARCH11_LL (const ColumnVector &y, const ColumnVector &x) | |
void | Set (const ColumnVector &p) |
bool | IsValid () |
Real | LogLikelihood () |
ReturnMatrix | Derivatives () |
ReturnMatrix | FI () |
Public Member Functions inherited from LL_D_FI | |
bool | IsValid (const ColumnVector &X, bool wgx=true) |
Real | LogLikelihood (const ColumnVector &X, bool wgx=true) |
virtual void | WG (bool wgx) |
virtual | ~LL_D_FI () |
Private Attributes | |
Real | alpha0 |
Real | alpha1 |
Real | beta |
Real | beta1 |
ColumnVector | D |
SymmetricMatrix | D2 |
int | n |
ColumnVector | X |
ColumnVector | Y |
Additional Inherited Members | |
Protected Attributes inherited from LL_D_FI | |
ColumnVector | para |
bool | wg |
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