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garch.h

#ifndef GARCH_H
#define GARCH_H

int garch_estimate (const double *y, const double **X, 
                int t1, int t2, int nobs, int nc,
                int p, int q, double *theta, gretl_matrix *V, 
                double *e, double *e2, double *h,
                double scale, double *pll, int *iters, 
                int vopt, PRN *prn);

gretl_matrix *
garch_analytical_hessian (const double *y, const double **X, 
                    int t1, int t2, int nobs, int nc,
                    int p, int q, double *theta, 
                    double *e, double *e2, double *h,
                    double scale, int *err);

int garch_estimate_mod (const double *y, const double **X,
                  int t1, int t2, int nobs, int nc, 
                  int p, int q, double *theta,  gretl_matrix *V,
                  double *e, double *e2, double *h,
                  double scale, double *pll, 
                  int *fncount, int *grcount,
                  int vopt, PRN *prn);

#endif /* GARCH_H */





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