Arma2TF

class Arma2TF : public tsa::AlgoBase

Estimate the Transfer function using the ARMA parametrization.

Operations

void operator()(ARMAView &arma, SeqViewComplex &TF)

Brief documentation for the execute method.

Start of the long documentation for execute method.

Throws:

An – exception

Parameters:

a – parameter

Pre:

A precondition

Post:

A postcondition

Returns:

a returned value

void execute(Dvector &AR, Dvector &MA, Cvector &TF)

Declaration of execute operation

Parameters:
  • AR – autoregressive part

  • MA – moving average part

  • TF – transfer function

Public Functions

Arma2TF()

Constructor

Arma2TF(const Arma2TF &from)

Copy constructor

Parameters:

from – The instance that must be copied

virtual ~Arma2TF()

Destructor

Arma2TF &operator=(const Arma2TF &from)

Assignement operator

Parameters:

from – The instance to be assigned from

Returns:

a reference to a new object