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ArmaEstimate< T > Class Template Reference

#include <arma_est.h>

Inheritance diagram for ArmaEstimate< T >:
ArmaProcess< T >

Public Member Functions

 ArmaEstimate (int est_ar_order, int est_ma_order, int durbin_ar_order, T *sig_seq, int seq_len)
- Public Member Functions inherited from ArmaProcess< T >
 ArmaProcess (void)
 ~ArmaProcess (void)
void DumpParameters (std::ostream &uout)
T * OutputSequence (long noise_seed, int seq_len)
void GetParameters (int *ar_order, T *a_coeff, int *ma_order, T *b_coeff)
double GetDrivingVariance (void)

Additional Inherited Members

- Protected Attributes inherited from ArmaProcess< T >
int Ar_Order
int Ma_Order
T * A_Coeffs
T * B_Coeffs
T * Old_Input
T * Old_Output
long Noise_Seed
double Drv_Noise_Var

Detailed Description

template<class T>
class ArmaEstimate< T >

Definition at line 11 of file arma_est.h.

Constructor & Destructor Documentation

template<class T >
ArmaEstimate< T >::ArmaEstimate(int est_ar_order,
int est_ma_order,
int durbin_ar_order,
T * sig_seq,
int seq_len 

Definition at line 21 of file arma_est.cpp.

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