github.com/RhysU/ar
Autoregressive process modeling tools in header-only C++
Public Types | Public Member Functions | List of all members
ar::empirical_variance_generator< EstimationMethod, Result, Integer1, Integer2 > Class Template Reference

An STL AdaptableGenerator for a given method's empirical variance. More...

#include <ar.hpp>

Public Types

typedef Result result_type
 

Public Member Functions

 empirical_variance_generator (Integer1 N)
 
Result operator() ()
 

Detailed Description

template<class EstimationMethod, typename Result, typename Integer1 = std::size_t, typename Integer2 = Integer1>
class ar::empirical_variance_generator< EstimationMethod, Result, Integer1, Integer2 >

An STL AdaptableGenerator for a given method's empirical variance.

On each operator() invocation the method's empirical variance is returned for the current model order. The first invocation returns the result for model order zero.

Definition at line 1654 of file ar.hpp.


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