List of all members.
Public Member Functions |
| FARIMA (RNG *rng, double d, int N, int pAR=0, int qMA=1) |
double | Next () |
Constructor & Destructor Documentation
FARIMA::FARIMA |
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RNG * |
rng, |
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double |
d, |
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int |
N, |
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int |
pAR = 0 , |
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int |
qMA = 1 | |
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) |
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use 1-theta[1] B-theta[2] B^2 - ..., and our model is epsilon_j + epsilon_(j-1)
Member Function Documentation
add AR, MA parts only after enough points in the error fARIMA process
The documentation for this class was generated from the following files:
- /Users/yzchen/ns/ns-allinone-2.33/ns-2.33/packmime/packmime_ranvar.h
- /Users/yzchen/ns/ns-allinone-2.33/ns-2.33/packmime/packmime_ranvar.cc