TimeSeries Class Reference

Class containing time series data and associated funtions. More...

#include <time_series.h>

List of all members.

Public Member Functions

 TimeSeries (int num_samples, int max_lag)
 The constructor.
void print (string file_name)
 Base function for the constructor.
void set_init_shock (double s)
double init_shock (void)
void get_garch_param ()

Public Attributes

RandomNumber shocks

Private Attributes

double time_start
double shock_start
const int num_samples
const int max_lag


Detailed Description

Class containing time series data and associated funtions.

The distributed data type for a time series is a ghost vector. The number of ghost points represents the number of lags each core must access. The indexing in a time series is such that for an indexing from 0 to n, 0 represents the most recent time, and n represents the time furthest in the past.


Constructor & Destructor Documentation

TimeSeries::TimeSeries ( int  num_samples,
int  max_lag 
)

The constructor.


Member Function Documentation

void TimeSeries::print ( string  file_name  ) 

Base function for the constructor.

Parameters:
num_samples : The number of samples in the time series. Prints the time and shocks to two different files.
file_name : The base file name.
Appends ".time.dat" to the time file and ".shocks.dat" to the shocks file

void TimeSeries::set_init_shock ( double  s  )  [inline]

double TimeSeries::init_shock ( void   )  [inline]

void TimeSeries::get_garch_param (  ) 


Member Data Documentation

double TimeSeries::time_start [private]

double TimeSeries::shock_start [private]

const int TimeSeries::num_samples [private]

const int TimeSeries::max_lag [private]


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

Documentation generated by  doxygen
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