Struct GARCHConfig

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pub struct GARCHConfig {
    pub order: GARCHOrder,
    pub distribution: GARCHDistribution,
    pub with_constant: bool,
    pub max_iter: usize,
    pub tol: f64,
}

Expand description

GARCH model configuration

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§order: GARCHOrder

Model order

§distribution: GARCHDistribution

Distribution for innovations

§with_constant: bool

Include constant in mean equation

§max_iter: usize

Maximum iterations for optimization

§tol: f64

Convergence tolerance

Trait Implementations§

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impl Clone for GARCHConfig

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fn clone(&self) -> GARCHConfig

Returns a duplicate of the value. Read more

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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more

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impl Debug for GARCHConfig

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

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impl Default for GARCHConfig

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fn default() -> Self

Returns the “default value” for a type. Read more

Auto Trait Implementations§

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impl UnwindSafe for GARCHConfig

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> ByRef<T> for T

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fn by_ref(&self) -> &T

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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

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impl<T> DistributionExt for T
where T: ?Sized,

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fn rand<T>(&self, rng: &mut (impl Rng + ?Sized)) -> T
where Self: Distribution<T>,

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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