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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 */

#ifndef ESTIMATE_H
#define ESTIMATE_H

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

double estimate_rho (const int *list, double ***pZ, DATAINFO *pdinfo,
                 GretlCmdIndex ci, int *err, gretlopt opt, PRN *prn);

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

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

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

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

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

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

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

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

int whites_test (MODEL *pmod, 
             double ***pZ, DATAINFO *pdinfo, 
             gretlopt opt, PRN *prn);

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

MODEL arch_test (MODEL *pmod, int order, 
             double ***pZ, DATAINFO *pdinfo, 
             gretlopt opt, PRN *prn);

int arch_test_simple (MODEL *pmod, int order, double ***pZ, DATAINFO *pdinfo, 
                  PRN *prn);

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

int makevcv (MODEL *pmod);

int *augment_regression_list (const int *orig, int aux, 
                        double ***pZ, DATAINFO *pdinfo);

#endif /* ESTIMATE_H */



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