#include <time_series.h>
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 |
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.
TimeSeries::TimeSeries | ( | int | num_samples, | |
int | max_lag | |||
) |
The constructor.
void TimeSeries::print | ( | string | file_name | ) |
Base function for the constructor.
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. |
void TimeSeries::set_init_shock | ( | double | s | ) | [inline] |
double TimeSeries::init_shock | ( | void | ) | [inline] |
void TimeSeries::get_garch_param | ( | ) |
double TimeSeries::time_start [private] |
double TimeSeries::shock_start [private] |
const int TimeSeries::num_samples [private] |
const int TimeSeries::max_lag [private] |