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

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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.

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Constructor & Destructor Documentation

TimeSeries::TimeSeries	(	int	num_samples,
		int	max_lag
	)

The constructor.

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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

(

)

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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]

RandomNumber TimeSeries::shocks

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

• include/time_series.h
• src/Statistics/time_series.cpp