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.

Pre

A precondition

Post

A postcondition

Return

a returned value

Exceptions

• An: exception

Parameters

• a: parameter

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

~Arma2TF()

Destructor

Arma2TF &operator=(const Arma2TF &from)

Assignement operator

Return

a reference to a new object

Parameters

• from: The instance to be assigned from