| alpha(int idx, Vector< double > parms) (defined in CronoSeries.TimeSeries.Models.GARCHModel) | CronoSeries.TimeSeries.Models.GARCHModel | inlineprotectedstatic |
| beta(int idx, Vector< double > parms) (defined in CronoSeries.TimeSeries.Models.GARCHModel) | CronoSeries.TimeSeries.Models.GARCHModel | inlineprotected |
| BuildForecasts(object otherData, object inputs) | CronoSeries.TimeSeries.Models.GARCHModel | inlinevirtual |
| CanHandleNaNs() (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | inline |
| CanUseMLE() (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | inline |
| CanUseMoM() (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | inline |
| CarryOutPreMLEComputations() (defined in CronoSeries.TimeSeries.Models.GARCHModel) | CronoSeries.TimeSeries.Models.GARCHModel | inline |
| CheckDataValidity(object data, StringBuilder failMessage) | CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel | inlineprotectedvirtual |
| CheckParameterValidity(Vector< double > param) | CronoSeries.TimeSeries.Models.GARCHModel | inlineprotectedvirtual |
| ComputeACF(int maxLag, bool normalize) (defined in CronoSeries.TimeSeries.Models.GARCHModel) | CronoSeries.TimeSeries.Models.GARCHModel | inlinevirtual |
| ComputeConsequentialParameters(Vector< double > parameter) | CronoSeries.TimeSeries.Models.GARCHModel | inlineprotectedvirtual |
| conditionalLL(int t, Vector< double > sigmaSquared, Vector< double > param, double marginalVariance) | CronoSeries.TimeSeries.Models.GARCHModel | inlineprotected |
| CubeFix(Vector< double > cube) | CronoSeries.TimeSeries.Models.Model | inlineprotectedstatic |
| CubeToParameter(Vector< double > cube) (defined in CronoSeries.TimeSeries.Models.GARCHModel) | CronoSeries.TimeSeries.Models.GARCHModel | inline |
| DataIsLongitudinal() (defined in CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel) | CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel | inlineprotected |
| dataOrder (defined in CronoSeries.TimeSeries.Models.GARCHModel) | CronoSeries.TimeSeries.Models.GARCHModel | protected |
| Description (defined in CronoSeries.TimeSeries.Models.GARCHModel) | CronoSeries.TimeSeries.Models.GARCHModel | |
| FitByMLE(int numIterationsLDS, int numIterationsOpt, double consistencyPenalty, Optimizer.OptimizationCallback optCallback) | CronoSeries.TimeSeries.Models.Model | inlinevirtual |
| FitByMoM() | CronoSeries.TimeSeries.Models.Model | inlinevirtual |
| gamma(int idx, Vector< double > parms) (defined in CronoSeries.TimeSeries.Models.GARCHModel) | CronoSeries.TimeSeries.Models.GARCHModel | inlineprotected |
| GARCHModel(GARCHType modelType, int dataOrder, int intrinsicOrder) | CronoSeries.TimeSeries.Models.GARCHModel | inline |
| GARCHModel(GARCHType modelType, int dataOrder, int intrinsicOrder, Data.TimeSeries data) | CronoSeries.TimeSeries.Models.GARCHModel | inline |
| GARCHType enum name (defined in CronoSeries.TimeSeries.Models.GARCHModel) | CronoSeries.TimeSeries.Models.GARCHModel | |
| GetAllowedInputTypesFor(int socket) (defined in CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel) | CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel | inlinevirtual |
| GetDescription() (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | inline |
| GetInputName(int socket) (defined in CronoSeries.TimeSeries.Models.TimeSeriesModel) | CronoSeries.TimeSeries.Models.TimeSeriesModel | inlinevirtual |
| GetOutput(int socket) (defined in CronoSeries.TimeSeries.Models.GARCHModel) | CronoSeries.TimeSeries.Models.GARCHModel | inlinevirtual |
| GetOutputName(int socket) (defined in CronoSeries.TimeSeries.Models.GARCHModel) | CronoSeries.TimeSeries.Models.GARCHModel | inlinevirtual |
| GetOutputTypesFor(int socket) (defined in CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel) | CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel | inlinevirtual |
| GetParameterDescription(int index) (defined in CronoSeries.TimeSeries.Models.GARCHModel) | CronoSeries.TimeSeries.Models.GARCHModel | inlinevirtual |
| GetParameterName(int index) (defined in CronoSeries.TimeSeries.Models.GARCHModel) | CronoSeries.TimeSeries.Models.GARCHModel | inlinevirtual |
| GetShortDescription() (defined in CronoSeries.TimeSeries.Models.GARCHModel) | CronoSeries.TimeSeries.Models.GARCHModel | inlinevirtual |
| GoodnessOfFit (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | |
| InitializeParameters() | CronoSeries.TimeSeries.Models.GARCHModel | inlineprotectedvirtual |
| InputIsFree(int socket) (defined in CronoSeries.TimeSeries.Models.TimeSeriesModel) | CronoSeries.TimeSeries.Models.TimeSeriesModel | inlinevirtual |
| InputToOutputIsValid() (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | inline |
| intrinsicOrder (defined in CronoSeries.TimeSeries.Models.GARCHModel) | CronoSeries.TimeSeries.Models.GARCHModel | protected |
| InvLogit(double x, double multiplier) (defined in CronoSeries.TimeSeries.Models.GARCHModel) | CronoSeries.TimeSeries.Models.GARCHModel | inlineprotected |
| Logit(double p, double multiplier, double max) (defined in CronoSeries.TimeSeries.Models.GARCHModel) | CronoSeries.TimeSeries.Models.GARCHModel | inlineprotected |
| LogLikelihood(Vector< double > parameter, double penaltyFactor, bool fillOutputs) | CronoSeries.TimeSeries.Models.GARCHModel | inlinevirtual |
| longitudinalValues (defined in CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel) | CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel | protected |
| NegativeLogLikelihood(Vector< double > partialCube) | CronoSeries.TimeSeries.Models.Model | inlineprotected |
| NumInputs() (defined in CronoSeries.TimeSeries.Models.TimeSeriesModel) | CronoSeries.TimeSeries.Models.TimeSeriesModel | inlinevirtual |
| NumOutputs() (defined in CronoSeries.TimeSeries.Models.GARCHModel) | CronoSeries.TimeSeries.Models.GARCHModel | inlinevirtual |
| OnDataConnection() | CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel | inlineprotectedvirtual |
| Parameters (defined in CronoSeries.TimeSeries.Models.TimeSeriesModel) | CronoSeries.TimeSeries.Models.TimeSeriesModel | |
| ParameterState enum name (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | |
| ParameterStates (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | |
| ParameterToCube(Vector< double > parm) (defined in CronoSeries.TimeSeries.Models.GARCHModel) | CronoSeries.TimeSeries.Models.GARCHModel | inline |
| Residuals (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | |
| SetInput(int socket, object item, StringBuilder failMsg) (defined in CronoSeries.TimeSeries.Models.TimeSeriesModel) | CronoSeries.TimeSeries.Models.TimeSeriesModel | inlinevirtual |
| SetParameters(Vector< double > v) (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | inline |
| SimulateData(List< DateTime > inputs, int simSeed) | CronoSeries.TimeSeries.Models.GARCHModel | inlinevirtual |
| TheData (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | |
| theData (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | |
| ToolTipText (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | |
| values (defined in CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel) | CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel | protected |
