github.com/RhysU/ar
Autoregressive process modeling tools in header-only C++
Static Public Member Functions | List of all members
ar::Burg< MeanHandling > Class Template Reference

Represents estimation using Burg's recursive method. More...

#include <ar.hpp>

Inheritance diagram for ar::Burg< MeanHandling >:
ar::estimation_method

Static Public Member Functions

template<typename Result , typename Integer1 , typename Integer2 >
static Result empirical_variance (Integer1 N, Integer2 i)
 Approximates the empirical variance estimate. More...
 

Detailed Description

template<class MeanHandling>
class ar::Burg< MeanHandling >

Represents estimation using Burg's recursive method.

Definition at line 1548 of file ar.hpp.

Member Function Documentation

◆ empirical_variance()

template<class MeanHandling >
template<typename Result , typename Integer1 , typename Integer2 >
static Result ar::Burg< MeanHandling >::empirical_variance ( Integer1  N,
Integer2  i 
)
inlinestatic

Approximates the empirical variance estimate.

Parameters
NNumber of observations.
iVariance order.

Definition at line 1558 of file ar.hpp.


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