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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: