Public Member Functions
	GARCH11_LL (const ColumnVector &y, const ColumnVector &x)
void	Set (const ColumnVector &p)
bool	IsValid ()
Real	LogLikelihood ()
ReturnMatrix	Derivatives ()
ReturnMatrix	FI ()

Detailed Description

Definition at line 31 of file garch.cpp.

Constructor & Destructor Documentation

Definition at line 43 of file garch.cpp.

ReturnMatrix GARCH11_LL::Derivatives ( )

Definition at line 130 of file garch.cpp.

ReturnMatrix GARCH11_LL::FI ( )

Definition at line 133 of file garch.cpp.

bool GARCH11_LL::IsValid ( )

Definition at line 60 of file garch.cpp.

Real GARCH11_LL::LogLikelihood ( )

Definition at line 63 of file garch.cpp.

void GARCH11_LL::Set ( const ColumnVector & p ) [inline]

Definition at line 47 of file garch.cpp.

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