include/time_series.h File Reference

#include "distributed_data.h"
#include "random_number.h"
#include "OPT++_config.h"
#include "NLF.h"
#include "BoundConstraint.h"
#include "LinearInequality.h"
#include "OptFDNIPS.h"

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Classes

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

Defines

#define TIME_SERIES_H

Functions

void garch_init (int ndim, ColumnVector &X)
void garch (int ndim, const ColumnVector &x, OPTPP::real &fx, int &result, void *ptr)


Define Documentation

#define TIME_SERIES_H


Function Documentation

void garch ( int  ndim,
const ColumnVector &  x,
OPTPP::real &  fx,
int &  result,
void *  ptr 
)

void garch_init ( int  ndim,
ColumnVector &  X 
)


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