CronoSeries  0.1.*
A fork of Cronos with a focus on being a Time Series class library.
CronoSeries.TimeSeries.Models.VARModel Member List

This is the complete list of members for CronoSeries.TimeSeries.Models.VARModel, including all inherited members.

BuildForecasts(object otherData, object inputs)CronoSeries.TimeSeries.Models.VARModelinlinevirtual
CanHandleNaNs() (defined in CronoSeries.TimeSeries.Models.Model)CronoSeries.TimeSeries.Models.Modelinline
CanUseMLE() (defined in CronoSeries.TimeSeries.Models.Model)CronoSeries.TimeSeries.Models.Modelinline
CanUseMoM() (defined in CronoSeries.TimeSeries.Models.Model)CronoSeries.TimeSeries.Models.Modelinline
CheckDataValidity(object data, StringBuilder failMessage)CronoSeries.TimeSeries.Models.MVTimeSeriesModelinlineprotectedvirtual
CheckParameterValidity(Vector< double > param)CronoSeries.TimeSeries.Models.VARModelinlineprotectedvirtual
ComputeConsequentialParameters(Vector< double > parameter)CronoSeries.TimeSeries.Models.VARModelinlineprotectedvirtual
CubeFix(Vector< double > cube)CronoSeries.TimeSeries.Models.Modelinlineprotectedstatic
Description (defined in CronoSeries.TimeSeries.Models.VARModel)CronoSeries.TimeSeries.Models.VARModel
Dimension (defined in CronoSeries.TimeSeries.Models.MVTimeSeriesModel)CronoSeries.TimeSeries.Models.MVTimeSeriesModel
dimension (defined in CronoSeries.TimeSeries.Models.MVTimeSeriesModel)CronoSeries.TimeSeries.Models.MVTimeSeriesModelprotected
FitByMethodOfMoments()CronoSeries.TimeSeries.Models.VARModelinline
FitByMLE(int numIterationsLDS, int numIterationsOpt, double consistencyPenalty, Optimizer.OptimizationCallback optCallback)CronoSeries.TimeSeries.Models.Modelinlinevirtual
FitByMoM()CronoSeries.TimeSeries.Models.Modelinlinevirtual
GetAllowedInputTypesFor(int socket) (defined in CronoSeries.TimeSeries.Models.MVTimeSeriesModel)CronoSeries.TimeSeries.Models.MVTimeSeriesModelinlinevirtual
GetDescription() (defined in CronoSeries.TimeSeries.Models.Model)CronoSeries.TimeSeries.Models.Modelinline
GetInputName(int socket) (defined in CronoSeries.TimeSeries.Models.TimeSeriesModel)CronoSeries.TimeSeries.Models.TimeSeriesModelinlinevirtual
GetOutput(int socket) (defined in CronoSeries.TimeSeries.Models.VARModel)CronoSeries.TimeSeries.Models.VARModelinlinevirtual
GetOutputName(int index) (defined in CronoSeries.TimeSeries.Models.VARModel)CronoSeries.TimeSeries.Models.VARModelinlinevirtual
GetOutputTypesFor(int socket) (defined in CronoSeries.TimeSeries.Models.VARModel)CronoSeries.TimeSeries.Models.VARModelinlinevirtual
GetParameterDescription(int index) (defined in CronoSeries.TimeSeries.Models.VARModel)CronoSeries.TimeSeries.Models.VARModelinlinevirtual
GetParameterName(int index) (defined in CronoSeries.TimeSeries.Models.VARModel)CronoSeries.TimeSeries.Models.VARModelinlinevirtual
GetShortDescription() (defined in CronoSeries.TimeSeries.Models.VARModel)CronoSeries.TimeSeries.Models.VARModelinlinevirtual
GoodnessOfFit (defined in CronoSeries.TimeSeries.Models.Model)CronoSeries.TimeSeries.Models.Model
InitializeParameters()CronoSeries.TimeSeries.Models.VARModelinlineprotectedvirtual
InputIsFree(int socket) (defined in CronoSeries.TimeSeries.Models.TimeSeriesModel)CronoSeries.TimeSeries.Models.TimeSeriesModelinlinevirtual
InputToOutputIsValid() (defined in CronoSeries.TimeSeries.Models.Model)CronoSeries.TimeSeries.Models.Modelinline
LogLikelihood(Vector< double > parameter, double penaltyFactor, bool fillOutputs)CronoSeries.TimeSeries.Models.VARModelinlinevirtual
mu (defined in CronoSeries.TimeSeries.Models.VARModel)CronoSeries.TimeSeries.Models.VARModelprotected
mvts (defined in CronoSeries.TimeSeries.Models.MVTimeSeriesModel)CronoSeries.TimeSeries.Models.MVTimeSeriesModelprotected
NegativeLogLikelihood(Vector< double > partialCube)CronoSeries.TimeSeries.Models.Modelinlineprotected
NumInputs() (defined in CronoSeries.TimeSeries.Models.TimeSeriesModel)CronoSeries.TimeSeries.Models.TimeSeriesModelinlinevirtual
NumOutputs() (defined in CronoSeries.TimeSeries.Models.VARModel)CronoSeries.TimeSeries.Models.VARModelinlinevirtual
NumParameters (defined in CronoSeries.TimeSeries.Models.VARModel)CronoSeries.TimeSeries.Models.VARModelprotected
OnDataConnection()CronoSeries.TimeSeries.Models.VARModelinlineprotectedvirtual
order (defined in CronoSeries.TimeSeries.Models.VARModel)CronoSeries.TimeSeries.Models.VARModelprotected
Parameters (defined in CronoSeries.TimeSeries.Models.VARModel)CronoSeries.TimeSeries.Models.VARModel
ParameterState enum name (defined in CronoSeries.TimeSeries.Models.Model)CronoSeries.TimeSeries.Models.Model
ParameterStates (defined in CronoSeries.TimeSeries.Models.Model)CronoSeries.TimeSeries.Models.Model
Phi (defined in CronoSeries.TimeSeries.Models.VARModel)CronoSeries.TimeSeries.Models.VARModelprotected
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.TimeSeriesModelinlinevirtual
SetParameters(Vector< double > v) (defined in CronoSeries.TimeSeries.Models.Model)CronoSeries.TimeSeries.Models.Modelinline
Sigma (defined in CronoSeries.TimeSeries.Models.VARModel)CronoSeries.TimeSeries.Models.VARModelprotected
SimulateData(List< DateTime > inputs, int randomSeed)CronoSeries.TimeSeries.Models.VARModelinlinevirtual
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
VARModel(int order, int dimension) (defined in CronoSeries.TimeSeries.Models.VARModel)CronoSeries.TimeSeries.Models.VARModelinline