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Sourcecode: gretl version File versions

estimate.h

/* gretl - The Gnu Regression, Econometrics and Time-series Library
 * Copyright (C) 1999-2000 Ramu Ramanathan and Allin Cottrell
 *
 * This library is free software; you can redistribute it and/or
 * modify it under the terms of the GNU General Public License 
 * as published by the Free Software Foundation; either version 2
 * of the License, or (at your option) any later version.
 *
 * This software is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License 
 * along with this software; if not, write to the 
 * Free Software Foundation, Inc., 59 Temple Place - Suite 330,
 * Boston, MA 02111-1307, USA.
 */

/* estimate.h for gretl:  set out structs and functions employed */

#include <stdio.h>

/* functions follow */

MODEL lsq (int *list, 
         double ***pZ, DATAINFO *pdinfo, 
         int ci, gretlopt opts, double rho);

double estimate_rho (int *list, double ***pZ, DATAINFO *pdinfo,
                 int batch, int opt, int *err, PRN *prn);

int hilu_corc (double *toprho, int *list, 
             double ***pZ, DATAINFO *pdinfo,
             PATHS *ppaths, int batch,
             int opt, PRN *prn);

MODEL lad (int *list, double ***pZ, DATAINFO *pdinfo); 

MODEL arma (int *list, const double **Z, DATAINFO *pdinfo, 
          PRN *prn);

MODEL arma_x12 (int *list, const double **Z, DATAINFO *pdinfo, 
            PRN *prn, const PATHS *ppaths);

MODEL logistic_model (int *list, double ***pZ, DATAINFO *pdinfo,
                  const char *param);

MODEL tobit_model (int *list, double ***pZ, DATAINFO *pdinfo, 
               PRN *prn);

MODEL poisson_model (int *list, double ***pZ, DATAINFO *pdinfo, 
                 PRN *prn);

MODEL garch (int *list, double ***pZ, DATAINFO *pdinfo, gretlopt opt,
           PRN *prn);

MODEL pooled (int *list, double ***pZ, DATAINFO *pdinfo,
            gretlopt opt, PRN *prn);

int groupwise_hetero_test (const MODEL *pmod, double ***pZ, DATAINFO *pdinfo,
                     PRN *prn);

double *tsls_get_Xi (const MODEL *pmod, double **Z, int i);

void tsls_free_data (const MODEL *pmod);

MODEL tsls_func (int *list, int pos_in, 
             double ***pZ, DATAINFO *pdinfo,
             gretlopt opt);

MODEL hsk_func (int *list, double ***pZ, DATAINFO *pdinfo);

int whites_test (MODEL *pmod, 
             double ***pZ, DATAINFO *pdinfo, 
             PRN *prn, GRETLTEST *test);

MODEL ar_func (int *list, int pos, 
             double ***pZ, DATAINFO *pdinfo, 
             gretlopt opt, PRN *prn);

MODEL arch (int order, int *list, 
          double ***pZ, DATAINFO *pdinfo, 
          GRETLTEST *test, gretlopt opt, PRN *prn);

int makevcv (MODEL *pmod);

VCV *get_vcv (MODEL *pmod);

void free_vcv (VCV *vcv);


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