GARCH11_LL Class Reference

List of all members.

Public Member Functions
ReturnMatrix	Derivatives ()
ReturnMatrix	FI ()
	GARCH11_LL (const ColumnVector &y, const ColumnVector &x)
bool	IsValid ()
Real	LogLikelihood ()
void	Set (const ColumnVector &p)
Private Attributes
Real	alpha0
Real	alpha1
Real	beta
Real	beta1
ColumnVector	D
SymmetricMatrix	D2
int	n
ColumnVector	X
ColumnVector	Y

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Detailed Description

Definition at line 31 of file garch.cc.

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Constructor & Destructor Documentation

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

Definition at line 43 of file garch.cc.

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Member Function Documentation

ReturnMatrix GARCH11_LL::Derivatives

(

)

Definition at line 130 of file garch.cc.

ReturnMatrix GARCH11_LL::FI

(

)

Definition at line 133 of file garch.cc.

bool GARCH11_LL::IsValid

(

)

Definition at line 60 of file garch.cc.

Real GARCH11_LL::LogLikelihood

(

)

Definition at line 63 of file garch.cc.

void GARCH11_LL::Set

(

const ColumnVector &

p

)

[inline]

Definition at line 47 of file garch.cc.

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Member Data Documentation

Real GARCH11_LL::alpha0 [private]

Definition at line 38 of file garch.cc.

Real GARCH11_LL::alpha1 [private]

Definition at line 38 of file garch.cc.

Real GARCH11_LL::beta [private]

Definition at line 38 of file garch.cc.

Real GARCH11_LL::beta1 [private]

Definition at line 38 of file garch.cc.

ColumnVector GARCH11_LL::D [private]

Definition at line 35 of file garch.cc.

SymmetricMatrix GARCH11_LL::D2 [private]

Definition at line 36 of file garch.cc.

int GARCH11_LL::n [private]

Definition at line 37 of file garch.cc.

ColumnVector GARCH11_LL::X [private]

Definition at line 34 of file garch.cc.

ColumnVector GARCH11_LL::Y [private]

Definition at line 33 of file garch.cc.

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

• garch.cc