Public Member Functions | Private Attributes | List of all members
GARCH11_LL Class Reference
Inheritance diagram for GARCH11_LL:
Inheritance graph
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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.


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


kni
Author(s): Martin Günther
autogenerated on Fri Jan 3 2020 04:01:17