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ArmaProcess< T > Class Template Reference

#include <armaproc.h>

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

Public Member Functions

 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)
 

Protected Attributes

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 ArmaProcess< T >

Definition at line 12 of file armaproc.h.

Constructor & Destructor Documentation

template<class T >
ArmaProcess< T >::ArmaProcess(void )

Definition at line 20 of file armaproc.cpp.

template<class T >
ArmaProcess< T >::~ArmaProcess(void )

Definition at line 31 of file armaproc.cpp.

Member Function Documentation

template<class T >
void ArmaProcess< T >::DumpParameters(std::ostream & uout)

Definition at line 44 of file armaproc.cpp.

template<class T >
double ArmaProcess< T >::GetDrivingVariance(void )

Definition at line 128 of file armaproc.cpp.

template<class T >
void ArmaProcess< T >::GetParameters(int * ar_order,
T * a_coeff,
int * ma_order,
T * b_coeff 
)

Definition at line 111 of file armaproc.cpp.

template<class T >
T * ArmaProcess< T >::OutputSequence(long noise_seed,
int seq_len 
)

Definition at line 71 of file armaproc.cpp.

Member Data Documentation

template<class T >
T* ArmaProcess< T >::A_Coeffs
protected

Definition at line 28 of file armaproc.h.

template<class T >
int ArmaProcess< T >::Ar_Order
protected

Definition at line 26 of file armaproc.h.

template<class T >
T* ArmaProcess< T >::B_Coeffs
protected

Definition at line 29 of file armaproc.h.

template<class T >
double ArmaProcess< T >::Drv_Noise_Var
protected

Definition at line 33 of file armaproc.h.

template<class T >
int ArmaProcess< T >::Ma_Order
protected

Definition at line 27 of file armaproc.h.

template<class T >
long ArmaProcess< T >::Noise_Seed
protected

Definition at line 32 of file armaproc.h.

template<class T >
T* ArmaProcess< T >::Old_Input
protected

Definition at line 30 of file armaproc.h.

template<class T >
T* ArmaProcess< T >::Old_Output
protected

Definition at line 31 of file armaproc.h.


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