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

Represents forward prediction least squares minimization. More...

#include <ar.hpp>

Inheritance diagram for ar::LSF< 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::LSF< MeanHandling >

Represents forward prediction least squares minimization.

Definition at line 1601 of file ar.hpp.

Member Function Documentation

◆ empirical_variance()

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

Approximates the empirical variance estimate.

Parameters
NNumber of observations.
iVariance order.

Definition at line 1611 of file ar.hpp.


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