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override int | NumInputs () |
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override string | GetInputName (int socket) |
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override bool | InputIsFree (int socket) |
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override bool | SetInput (int socket, object item, StringBuilder failMsg) |
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override int | NumOutputs () |
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override object | GetOutput (int socket) |
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override string | GetOutputName (int socket) |
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override List< Type > | GetAllowedInputTypesFor (int socket) |
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override List< Type > | GetOutputTypesFor (int socket) |
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string | GetDescription () |
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virtual string | GetShortDescription () |
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bool | CanUseMLE () |
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bool | CanUseMoM () |
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bool | CanHandleNaNs () |
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| abstract double | LogLikelihood (Vector< double > parameter, double penaltyFactor, bool fillOutputs) |
| | Returns the (possibly penalized) log-likelihood of the model with specified parameters and the current object theData. If parameter==null, it will use CURRENT parameters. If fillOutputs is true, then the residuals and any other outputs will be filled in. More...
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| abstract Data.TimeSeries | SimulateData (List< DateTime > dateTimes, int randomSeed) |
| | This function must simulate from the current model. More...
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| abstract object | BuildForecasts (object otherData, object inputs) |
| | This function generates forecasts (or fitted values) for the specified inputs, based on the existing data object and current model parameters. Results are returned in a form that depends on the model, for example, as a TimeSeries of DistributionSummary objects More...
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| virtual void | FitByMLE (int numIterationsLDS, int numIterationsOpt, double consistencyPenalty, Optimizer.OptimizationCallback optCallback) |
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| virtual void | FitByMoM () |
| | Fits model by method of moments. This is the default method used of CanUseMLE is false. More...
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bool | InputToOutputIsValid () |
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abstract string | GetParameterName (int index) |
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abstract string | GetParameterDescription (int index) |
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bool | SetParameters (Vector< double > v) |
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override Vector< double > | Parameters [get, set] |
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| abstract string | Description [get] |
| | Should return a description of the model, including current parameter values if desired. More...
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object | Residuals [get, protected set] |
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object | TheData [get, set] |
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double | GoodnessOfFit [get, protected set] |
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abstract Vector< double > | Parameters [get, set] |
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ParameterState[] | ParameterStates [get, set] |
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string | ToolTipText [get, set] |
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string | ToolTipText [get, set] |
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| enum | ParameterState { Free,
Locked,
Consequential
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object | theData |
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| abstract Vector< double > | ComputeConsequentialParameters (Vector< double > parameter) |
| | This function must fill in values of consequential parameters. These parameters are determined by the current ParameterState[] settings in ParameterStates. These can depend on the non-consequential parameters and the data set. The function should throw an exception if it is not possible. The parameter vector with parameters filled in should be returned. More...
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| abstract bool | CheckDataValidity (object data, StringBuilder failMessage) |
| | This function checks to see if the object can be cast into the appropriate form for the model. More...
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| abstract void | OnDataConnection () |
| | This function is called immediately after a data object is connected to the model. Any initial processing (e.g. determining dimension of parameter vector, etc.) should be done here. More...
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| abstract void | InitializeParameters () |
| | This function is called after OnDataConnection. It can assume valid data is available, and it must fill in valid default parameter values. It typically also sets default parameter states, for purposes of estimation. More...
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| double | NegativeLogLikelihood (Vector< double > partialCube) |
| | This function is a wrapper for another function, to be passed to a minimizer. More...
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| abstract bool | CheckParameterValidity (Vector< double > param) |
| | Checks for validity of parameters. More...
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| static Vector< double > | CubeFix (Vector< double > cube) |
| | This function makes sure that its vector argument really does contain an element of the unit hypercube. If not, it is mapped back to an element on the hypercube (the mapping is continuous). More...
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The documentation for this class was generated from the following file:
- TimeSeries/Models/TimeSeriesModel.cs
Public Member Functions inherited from CronoSeries.TimeSeries.Models.Model