GARCH11_LL Class Reference

Inheritance diagram for GARCH11_LL:

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

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 ( )

virtual

Implements LL_D_FI.

Definition at line 135 of file garch.cpp.

ReturnMatrix GARCH11_LL::FI ( )

virtual

Implements LL_D_FI.

Definition at line 138 of file garch.cpp.

bool GARCH11_LL::IsValid ( )

virtual

Reimplemented from LL_D_FI.

Definition at line 65 of file garch.cpp.

Real GARCH11_LL::LogLikelihood ( )

virtual

Implements LL_D_FI.

Definition at line 68 of file garch.cpp.

void GARCH11_LL::Set ( const ColumnVector &  p )

inlinevirtual

Reimplemented from LL_D_FI.

Definition at line 52 of file garch.cpp.

Member Data Documentation

Real GARCH11_LL::alpha0

private

Definition at line 43 of file garch.cpp.

Real GARCH11_LL::alpha1

private

Definition at line 43 of file garch.cpp.

Real GARCH11_LL::beta

private

Definition at line 43 of file garch.cpp.

Real GARCH11_LL::beta1

private

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.

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

• garch.cpp