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"

Go to the source code of this file.

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
	)