pub struct GARCHBuilder { /* private fields */ }Expand description
GARCH model builder
Implementations§
Source§impl GARCHBuilder
impl GARCHBuilder
Sourcepub fn new(p: usize, q: usize) -> GARCHBuilder
pub fn new(p: usize, q: usize) -> GARCHBuilder
Create new GARCH builder
Sourcepub fn arch(q: usize) -> GARCHBuilder
pub fn arch(q: usize) -> GARCHBuilder
Create ARCH builder (GARCH with p=0)
Sourcepub fn distribution(self, distribution: GARCHDistribution) -> GARCHBuilder
pub fn distribution(self, distribution: GARCHDistribution) -> GARCHBuilder
Set distribution for innovations
Sourcepub fn with_constant(self, include: bool) -> GARCHBuilder
pub fn with_constant(self, include: bool) -> GARCHBuilder
Include constant in mean equation
Sourcepub fn max_iter(self, max_iter: usize) -> GARCHBuilder
pub fn max_iter(self, max_iter: usize) -> GARCHBuilder
Set maximum iterations
Sourcepub fn tol(self, tol: f64) -> GARCHBuilder
pub fn tol(self, tol: f64) -> GARCHBuilder
Set convergence tolerance
Sourcepub fn fit(self, ts: &TimeSeries) -> Result<GARCHResults, Error>
pub fn fit(self, ts: &TimeSeries) -> Result<GARCHResults, Error>
Fit GARCH model
Auto Trait Implementations§
impl Freeze for GARCHBuilder
impl RefUnwindSafe for GARCHBuilder
impl Send for GARCHBuilder
impl Sync for GARCHBuilder
impl Unpin for GARCHBuilder
impl UnsafeUnpin for GARCHBuilder
impl UnwindSafe for GARCHBuilder
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> DistributionExt for Twhere
T: ?Sized,
impl<T> DistributionExt for Twhere
T: ?Sized,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
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 moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
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 moreSource§impl<T> Pointable for T
impl<T> Pointable for T
Source§impl<SS, SP> SupersetOf<SS> for SPwhere
SS: SubsetOf<SP>,
impl<SS, SP> SupersetOf<SS> for SPwhere
SS: SubsetOf<SP>,
Source§fn to_subset(&self) -> Option<SS>
fn to_subset(&self) -> Option<SS>
The inverse inclusion map: attempts to construct
self from the equivalent element of its
superset. Read moreSource§fn is_in_subset(&self) -> bool
fn is_in_subset(&self) -> bool
Checks if
self is actually part of its subset T (and can be converted to it).Source§fn to_subset_unchecked(&self) -> SS
fn to_subset_unchecked(&self) -> SS
Use with care! Same as
self.to_subset but without any property checks. Always succeeds.Source§fn from_subset(element: &SS) -> SP
fn from_subset(element: &SS) -> SP
The inclusion map: converts
self to the equivalent element of its superset.