ARModelFitMethod Enumeration |
Methods used to fit the model.
Namespace: FinMath.Statistics.Forecast
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public enum FitMethod
Members| Member name | Value | Description | |
|---|---|---|---|
| OrdinaryLeastSquares | 0 | Ordinary least squares method. http://en.wikipedia.org/wiki/Ordinary_least_squares | |
| MaximumEntropy | 1 | Maximum entropy method. http://en.wikipedia.org/wiki/Principle_of_maximum_entropy | |
| MaximumLikelyhood | 2 | Maximum likelyhood method. http://en.wikipedia.org/wiki/Maximum_likelihood | |
| YuleWalker | 3 | Yule-Walker equations method. http://en.wikipedia.org/wiki/Autoregressive_model#Yule-Walker_equations |
See Also