CATS.oxh

CATS : Modelbase : Database : Sample class reference

CATS function members (public by default)
	ACTest_LB(const mResid, iOrder=0)

virtual	ACTest_LM(const mResid, const iOrder=1)

static	ARCHStats(const mResid, const iOrder=1)

static	ARCHTest(const mResid, const iOrder=1)

static	AlphaBetaStart(const mAlpha, const mBeta, const amG, const amH, const mQtZ0, const mQtZ1, const mQtZ0sq, const cT, const cInitSteps=2, const aAnalysis=<>)

static	AlphaBetaStartAnalysis(const mAlpha, const mBeta, const amG, const amH)

static	AlphaBetaStartSearch(const mAlpha0, const mBeta0, const fnAlphaBetaStart, const fnEstimate, const cStart, const mxStartIt, const iInfo, const bTrace=FALSE)

static	AlphaBetaSwitching(const mAlpha, const mBeta, const amG, const amH, const mQtZ0, const mQtZ1, const mQtZ0sq, const cT, const dCrit, const iMaxIt, const iInfo, const iLineSearch=2)

static	AlphaKnown(const mA, const mBeta1, const mS00, const mS01, const mS11)

static	ApplyColumnScale(const mA, const mB, const mC, const vNormRow)

static	ApplyColumnScaleVec( vP, const cAlpha, amG, const vOldScale, const bApply=TRUE)

static	AutoIdentify1( amH, const iR, const abIsIdentified)

static	AutoIdentify2(const amH, const iR, const abIsIdentified)

static	BartlettBeta(const iS, const iType, const mAlpha, const mBeta, const iRank, fnGetGamma, const mS00, const cT, const iDetTrend, const cSeas, const iMethod=0)

static	BartlettRank(const mAlpha, const mBeta, const iRank, fnGetGamma, const mS00, const cT, const iDetTrend, const bWarn=TRUE, const iMethod=0)

static	Bartlett_c2(const mP, const mVpsi, const iMethod=0)

static	BetaStdErrors( amH, const viNorm, const mSM1, const cT)

static	BetaStdErrors_DiagH( amH, const viNorm)

static	BetaSwitching(const mG, const amH, const vVpg, const mBeta, const mQtZ0, const mQtZ1, const mQtZ0sq, const cT, const dCrit=1e-6, const iMaxIt=1000, const iInfo=0, const iLineSearch=2)

static	BlockInvHess(const mHessian, const aSizes)

	BootstrapRankTest( cB=399, const iType=0)

	BootstrapRestrictions( cB=199, const iType=0)

	CATS()
	Constructor, requires Ox 8.0 or newer.
	CATSminingSearch(const amRes, const bFixDet=TRUE, const iHomogenize=2, const dP1=0.05, const dP2=0.25)

	CATSminingSelect(const amRes, const dP2=0.05, const dP4=0.05, const mxDepth=20)

static	CheckConvergence(const dLogdet, const dLogdetPrev, const mPi, const mPiPrev, const dCrit, const iMaxIt, const iInfo, const iItno, mIterInfo=<>, const dStep=1, const bForceTerminate=FALSE)

	CheckEstimated()

static	CheckRestrictions(const sH, amH, const cRows, const iR, vVpg=<>, const bNeedRmatrices=TRUE)

static	ClassifyDummies(const mR, const mDR)

static	ColCat(const amA)

	CompanionRoots()

virtual	Covar()

static	DecLQ(const mA)

static	DecQL(const mA)

static	DecQRt(const mA)

static	DiagCat(const amA)

virtual	DoAutoOutput()

	DoBartlettBetaFactor(const amH)

	DoCompute(const iDo)

virtual	DoEstimation( vPar)

static	DoGetCompanion(const mAlpha, const mBeta, const mGamma_i, const amRoots)

	DoI1RankTable(const dAlpha=0.05, const bDoBartlett=TRUE)

	DoI1Residuals(const mPi)

virtual	DoMoments()

static	DoRestrictAlphaBeta(const mAlpha0, const mBeta0, const amG, const amH, const bWithStandardErrors, const vNormBeta, const mQtZ0, const mQtZ1, const mQtZ0sq, const cT, const dCrit, const iMaxIt, const iInfo, const dBFGSCrit, const iMaxItBFGS, const iSwitchOptions=0, const cStartSearch=20)

	DoSetI1Rank(const iR)

	DoUpdateEstimates_I1(const mAlpha, const mBeta, dLogDet=.NaN, const viNorm=<>)

	DoUpdateRestrictedSettings(const amG, const amH, const vVpg, const iAlphaFlag, const iBetaFlag, const cResCount, const sResType=0)

	DropDiffLags(const vDropLags, const vDropLagsExo=<>)
	Drop lagged differences in the ECM representation of the VAR.
static	ECMToVAR(const mPi, const mGammas)

static	Eigen(const ma, const amval, const amvec=0)

virtual	EstimateAlphaBeta( amG, amH, const vNormBetaOvr=<>)

static	FixRank(const mHj, const mRj, const mH, const iTargetRank)

static	GammaApprox_I1(const dTstat, const iType, const dQuantile, const iDetTrend, const iP, const iR, const iDimX1, const iS=0, const cSD=0, const viSDDate=<>)

static	GammaApprox_I2(const dTstat, const iType, const dQuantile, const iDetTrend, const iP, const iR, const iDimX1, const iS=0, const cSD=0, const viSDDate=<>)

	GenerateAsY(const mEps, const mAlpha, const mBeta, const mGams, const mPsi)

static	GenerateECM(const cT, const iDet, const mAlpha, const mBeta, const mGams, const mPsi, const mOmegaSqrt=<>, const mYinit=<>, const mYmean=<>)

virtual	GenerateY( mEps=<>)

	GetAlpha()

	GetAlphaSe()

	GetAlphaVAR()

static	GetBar(const mA)

	GetBeta()

	GetBetaSe()

	GetBetaVAR()

static	GetColumnScale(const mB, const cRows=0)

virtual	GetCompanion(const amRoots=0)

virtual	GetDimensions(const sType="")

	GetEval()

	GetGammaFrom(const mAlpha, const mBeta)

	GetGamsInArray(const mAlpha, const mBeta)

virtual	GetGroupLabels()

static	GetInvertibleSubMatrix(const mB, const viNorm=<>)

	GetLags()
	Returns the lag length of the dependent variables.
	GetLambdaXiSe()

	GetLogLikUnr()

	GetLogLikVAR()

	GetMARep()

	GetMaxMethodInfo()

	GetMaxMethodName()

	GetMethodLabel()

virtual	GetMethodLabels()

	GetModelLabel()

	GetOmega()

virtual	GetPackageName()
	Gets the package name.
virtual	GetPackageVersion()
	Gets the package version.
virtual	GetParNames()

	GetPi()

	GetPiSe()

virtual	GetRegsLongRun(const fCorrected=TRUE)

virtual	GetResVar()

	GetResiduals()

virtual	GetS00()

	GetSeasonals()

	GetTraceTest()

	GetTrend()

virtual	GetUNames()

virtual	GetXNames()

virtual	GetYNames()

virtual	GetZ0()

virtual	GetZ0Names()

virtual	GetZ1()

virtual	GetZ2()

virtual	GetZ3()

virtual	GetcDfLoss()

virtual	GraphicAnalysis(const iPlot=0, const bActualFitted=FALSE, const bActualFittedCross=FALSE, const iResiduals=2, const iCointegration=2, const iAcf=1, const iAcfLag=-1, const iDensity=0, const iRootsPlot=0, const iLevelsPlot=0, const iEqn=-1)

virtual	I1Rank(const iR)

	I1RankTable(const bDoBartlett=TRUE)

	Init()
	Reset the transitory properties.
virtual	InitData()

virtual	InitPar()

static	InsertFixedPhiInPar(const vP, const cAlpha, const vDroppedPhi)

static	InvertSymQR(const mA, const pdLogLik=0)

virtual	IsI2()

virtual	IsIdentified()

static	IsIdentifying(const amH, const bFull=FALSE)

static	IsIdentifyingJac(const mAlpha, const mBeta, const amG, const amH, const vDroppedPhi, const cPar)

	IsOutsideCircle()

virtual	IsUnivariate()

static	JacLinResBeta(const amH, const vDroppedPhi)

	Lags(const lags, const lagsExo=-1, const lagsDet=-1)
	Set the lag length of the dependent variables in the VAR.
static	LineSearch(const vP, const vPprev, const vP0, const dF, const dFprev, const fnLogLik, const vStepGridUp, const vStepGridDown, cStages)

	LogDetFromLogLik(const dLogLik)

	LogLikFromLogDet(const dLogDet)

static	LogdetI1Model(const mAlpha, const mBeta, const cAlpha, const cBeta, const adFunc, const avScore, const amHessian, const mQtZ0, const mQtZ1, const mQtZ0sq, const cT, const amG, const amH, const vDroppedPhi, const mJacA, const mJacB, const bAsymp=FALSE)

static	LogdetSymQR(const mA)

virtual	MARep()

static	MapParToAlphaBeta( vP, const cAlpha, const amG, const amH, const vDroppedPhi=<>)

static	MapScoreToAlphaBeta(const mDloglikDpi, const mAlpha, const mBeta, const cAlpha, const cBeta, const amG, const amH, const vDroppedPhi)

static	MapToPar(const mB, const amH)

static	MapVarToAlphaBetaPiSE(const mAlpha, const mBeta, const mMaa, const mMbb, const mJacA, const mJacB)

	MaxControl(const iMaxIt=10000, const iInfo=1000)

	MaxControlEps(const dSwitchCrit=1e-9, const dBFGSCrit=1e-5)

	MaxOptions(const iHybridInit=-1, const iOptions=-1, const cStartSearch=20)

static	NormalizePhiInPar( vP, const cBefore, const vDim, const dCutOff=0, const vNormIdxP=<>)

static	NormalizeThetaPhiInPar( vP, const cAlpha, const amG, const amH, const bApply=FALSE, const vNormBeta=<>)

static	Nullspace(const mA)

virtual	Output()

	OutputBootstrapHeader(const sTitle, const cB, const iType, const time=0)

	OutputHeader(const sTitle, const asR, const asX)

	OutputLogLik(const sExtra="")

virtual	OutputOutliers( dSE)

	OutputRestrictionsTest()

static	PartialMoments(const mY, const mX, const cT=-1, const fWarn=0, const amPi=0)

	PrintAlphaBeta(const mAlpha, const mBeta, const mAlphaSe, const mBetaSe, const asY, const mPiSe=<>, const bPiPrint=0)

	PrintDeterministics()

	PrintI1Rank(const sExtra="")

	PrintI1RankTable(const mTable, const dAlpha, const sHeader, const sFooter="", asTraceAlt=0)

static	PrintMat( mA, const mSE, const asRow, const asCol, const asOptions="")

static	ProjectOntoH(const mBeta, const amH, const bIsIdentified=TRUE, const vVpg=<>)

static	ProjectOntoH_reg(const mBeta, const amH)

static	RROlsQ( mQtY, mQtX, const mQtYsq, const cT, const cR, const mQtZ=<>, const aGamma=0)

static	RROlsQ2( mQtY, mQtX, const mQtYsq, const cT, const cR, const mQtZ=<>, const aGamma=0)

static	RanBootstrap(const mResiduals, const iType=0)

static	RankOrder(const mA)

virtual	RecursiveAnalysis(const iPlot=0, const cTMin=0, const bEval=FALSE, const bXi=TRUE, const bTrace=TRUE, const bLogLik=TRUE, const bAlpha=FALSE, const bBeta=FALSE, const bFixShortRun=FALSE, bApproxXiSe=TRUE)

	RenewY(const mY)

	ResidualAnalysis()

virtual	Restrict(const amRes, const vNormBetaOvr=<>)

virtual	RestrictAlphaBeta( amG, amH, const vNormBetaOvr=<>)

	RestrictBeta( amG, amH, vVpg=<>)

static	RowCat(const amA)

	Seasonals(const iUse=1)

	SetAlphaBetaI1Start(const mAlpha, const mBeta)

static	SetMaths(const iMaths, const sLabel)
	Sets the labels of mathematics symbols.
	SetMaxMethodInfo(const sName, const aInfo=<>)

	SetNormalization(const bSet)
	Sets default normalization mode.
	SetPrintMatOptions(const asOptions, const iAdd=0)

	SetRadius(const dRadius=1.00001)

static	SetTrackProgress(const bTrack)
	Sets progress tracking of iterative maximizers.
	SetUseDefaultSeed(const bSet)
	Sets usage of default seed for simulations and bootstraps on (TRUE) or off (FALSE, default setting).
	ShortRun()

	ShortRunEval(const mAlpha=0, const mBeta=0, const mOmega=0, const bDoStdDev=FALSE)

virtual	ShrinkSample(const cDrop, const cTmin=1, const bFixShortRun=FALSE)

	SimulateRankDet(const cTsim, const bPrint)

	SimulateRankTest(const cTsim=400, const cM=1000)

static	SolveRRR(const mS00, const mS01, const mS11, const amEigVal, const amEigVec, const cR=-1)

static	SplitRestrictions(const asRes, const asSections, const aaH1, ...)

static	StatComp(const mAlpha, mBeta, const amGamma, const iLags, const mS00, const amP, const amQ)

	TestAlphaCommon( mG)

	TestAlphaKnown(const mG)

static	TestDiff(const x, const y)

virtual	TestEach(const bAlpha=TRUE, const bBeta=TRUE)

virtual	TestEachAllRanks(const bAlpha=TRUE, const bBeta=TRUE)

	TestEachBetaRestriction( fnGetG, fnGetH, const vVpg, const asZ, const cRes, const sType)

virtual	TestForecastGraphics(const bExp)

virtual	TestGraphicAnalysis()

static	TestRanksAndFix(const amH, const amR, const vIndex, const amHnew, const amRnew)

virtual	TestSummary()

	Trend( mode)

CATS data members (protected by default)
	m_asA

	m_iAFlag

	m_asAlpha

	m_mAlpha

	m_mAlpha_I1

	m_mAlpha_VAR

	m_mAlphaSE

	m_asB

	m_dBartletBetaCorr

	m_asBeta

	m_mBeta

	m_mBeta_I1

	m_mBeta_VAR

	m_mBetaSE

	m_dBFGSCrit

	m_iBFlag

	m_iDetTrend

	m_asDetTrend

	m_iDoCompute

	m_vDYLagSel

	m_vEigVal

	m_amG

	m_amH

	m_iIFlag

	m_cLags

	m_cLagsDet

	m_cLagsExo

	m_dLogLik_I1

	m_dLogLik_Unr

	m_dLogLik_VAR

static	sm_asMaths

	m_aMaxMethodInfo

	m_sMaxMethodName

	m_asMethods

	m_iModel

	m_iModelClass

	m_bNormalizeOnAlpha

	m_viNormBeta

static	sm_dNormCrit

	m_mOmega

	m_mOmega_I1

	m_mPiSE

	m_asPrintMatOptions

	m_mQtZ0_Z2

	m_mQtZ0sq_Z2

	m_mQtZ1_Z2

	m_iR

	m_iR_preset

	m_dRadius

	m_cResCount

	m_mResidual

	m_sResType

	m_mS00

	m_dS00logdet

	m_mS01

	m_mS11

	m_iSeasType

	m_mSigmaBB

	m_cStartSearch

	m_dSwitchCrit

	m_mxSwitchIter

	m_mxSwitchIter_BFGSstep

	m_iSwitchOptions

	m_iSwitchPrint

	m_vTestOrders

	m_sTexOutput

static	sm_bTrackProgress

static	sm_asTrend

	m_cU

	m_mU

	m_asU

	m_bUseDefaultSeed

	m_vVpg

	m_asX

	m_cX1

	m_cX2

	m_vXIndex

	m_mXlag

	m_vXType

	m_asY

	m_mYlag

	m_cZ0

	m_mZ0

	m_asZ0

	m_mZ0_Z2

	m_asZ1

	m_mZ1

	m_cZ1

	m_mZ1_Z2

	m_cZ2

	m_asZ2

	m_mZ2

	m_cZ2RegCount

CATS enum members (protected by default)
	{ALPHA_NONE, ALPHA_EACH, ALPHA_SAME}
	Type of restriction on beta.
	{BETA_NONE, BETA_EACH, BETA_SAME}
	Type of restriction on beta.
	{XTYPE_EXOG, XTYPE_DETERMINISTIC, XTYPE_D_IMPULSE, XTYPE_D_STEP, XTYPE_D_TREND, XTYPE_D_OTHER}
	Type of X variable.
	{NO_BREAK, LEVEL_BREAK, TREND_BREAK}
	Break options
	{I1, I2}
	model class
	{MAX_ITERATING, MAX_INITIALIZING}
	maximizattion extension
public:	{Y_VAR, X_VAR, U_VAR, R_VAR, SEL_VAR, A_VAR}
	variable types for model specification
public:	{M_NONE, M_OLS, M_RRR}
	estimators
public:	{NONE, CIMEAN, DRIFT, CIDRIFT}
	deterministic specifications
public:	{SW_UNUSED, SW_NO_INIT, SW_NO_RANDOMINIT, SW_SWITCH_ONLY, SW_NO_BFGS, SW_NO_LINESEARCH, SW_LINESEARCH_1, SW_LINESEARCH_1NEG, SW_LINESEARCH_ALT, SW_LINESEARCH_OPT}
	Switching options, not normally used; can be added together
public:	{RANKTEST_TRACE, RANKTEST_LMAX, RANKTEST_BREAK}
	Type of test for cointegration rank, used in GammaApprox
public:	{DO_BARTLETT, DO_BOOTSTRAP, DO_SKIPTABLE}
	Optional actions to do automatically, set by `CATS::DoCompute`
public:	{BS_WILD, BS_IID, BS_SIGN, BS_PARAMETRIC, BS_JAD, BS_JAD2}
	Bootstrap sampling schemes
public:	{MATHS_alpha, MATHS_beta, MATHS_tau, MATHS_phi, MATHS_psi, MATHS_Gamma, MATHS_Phi, MATHS_Pi, MATHS_Psi, MATHS_Omega, MATHS_zeta, MATHS_delta, MATHS_dee, MATHS_ee}
	Index for matrix label

CATSI2 : CATS : Modelbase : Database : Sample class reference

CATSI2 function members (public by default)
virtual	ACTest_LM(const mResid, const iOrder=1)

	BootstrapRankTest( cB=399, const iType=0)

	CATSI2()

static	DeltaSwitching(const mAlpha, const mBeta, const amH, const iS1, const mQtZ0, const mQtZ1, const mQtZ2, const mQtZ0sq, const cT, const dCrit=1e-6, const iMaxIt=1000, const iInfo=0, const iLineSearch=2)

	DoDeltaSwitching(const mAlpha, const mBeta, const amH=<>, const viNorm=<>)

	DoDeltaSwitchingLogLik(const mAlpha, const mBeta, const iS1)

virtual	DoEstimation( vPar)

	DoI2RankTable(const dAlpha=0.05, const iDoMLE=1)

	DoI2RankTable_2step()

	DoI2Residuals(const mPi, const mGamma)

virtual	DoMoments()

	DoRestrictAlphaBeta( amA, amH, const vNormBetaOvr, bSetZeroV13, const dCrit, const iMaxIt, const iInfo, const dBFGSCrit, const iMaxItBFGS, const iSwitchOptions=0, const cStartSearch=20)

	DoSetI2Rank(const iS, const iTriangular=-1)

	DoTauSwitching(const mAlpha, const mBeta, const mH=<>)

	DoTauSwitchingLogLik(const mAlpha, const mBeta, const iS1)

	DoTriSwitching(const mAlpha=<>, const mBeta=<>)

	DoTriSwitchingLogLik(const mAlpha, const mBeta, const iS1)

	DoUpdateEstimates_I2(const mAlpha, const mTau, const mRho, const mPsi, const mKappa, const mWterm, const mOmega, const dLogDet, viNorm=<>)

	DoUpdateEstimates_I2_AB(const mA, const mB, const mV, const iR, const iS1, const dLogDet, const vNorm=<>)

virtual	EstimateAlphaBeta( amG, amH, const vNormBetaOvr=<>, bSetZeroV13=FALSE)

	EstimateTau( mH)

	EvalBetaSe()

	GenerateAsY_I2(const mEps, const mAlpha, const mBeta, const mGamma, const mPsis, const mPhi)

static	GenerateECM_I2(const cT, const iDet, const mAlpha, const mBeta, const mGamma, const mPsis=<>, const mPhi=<>, const mOmegaSqrt=<>, const mYinit=<>, const mYmean=<>)

virtual	GenerateY( mEps=<>)

	GetAWithSe()

	GetAlphaOrt1WithSe()

	GetAlphaOrt2WithSe(const viNorm=<>)

	GetBWithSe()

	GetBetaSe()

virtual	GetCompanion(const amRoots=0)

	GetDeeEe()

static	GetDeeEeFrom(const mAlpha, const mTau, const mPsi, const mKappa, const mWterm)

	GetDeeEeSe()

	GetDeltaZeta()

static	GetDeltaZetaFrom(const mAlpha, const mTau, const mPsi, const mKappa, const mWterm)

	GetDeltaZetaSe()

virtual	GetDimensions(const sType="")

	GetGamma()

static	GetGammaFrom_I2(const mAlpha, const mTau, const mPsi, const mKappa, const mWterm)

	GetPsiKappa()

static	GetPsiKappaFrom(const mAlpha, const mTau, const mGamma, const mOmega)

	GetPsiKappaSe()

virtual	GetRegsLongRun(const fCorrected=TRUE)

virtual	GetRegsMediumRun(const fCorrected=TRUE)

	GetTheta()

static	GetTriFrom(const mAlpha0, const mBeta0, const mGamma0, const iS1, const bFixGamma_c=TRUE)

	GetVWithSe()

	GetWWithSe()

virtual	GetZ0()

virtual	GetZ0Names()

virtual	GetZ1()

virtual	GetZ2()

virtual	GetZ3()

virtual	GetcDfLoss()

virtual	GraphicAnalysis(const iPlot=0, const bActualFitted=FALSE, const bActualFittedCross=FALSE, const iResiduals=2, const iCointegration=2, const iAcf=1, const iAcfLag=-1, const iDensity=0, const iRootsPlot=0, const iLevelsPlot=0, const iEqn=-1)

virtual	I1Rank(const iR)

	I2Rank(const iS)

	I2RankMLE(const bPrint)

	I2RankTable(const iDoMLE=1)

	I2RankTablePvals(const mTests, const dAlpha)

	I2SwitchStart(const fnSwitching, const mAlpha, const mBeta, const iS1, const mAlpha2=<>, const mBeta2=<>)

	Init()

virtual	InitData()

virtual	IsI2()

static	JacI2Model_AB(const vP, const vSelV, const vInitV, const cZ0, const cZ1, const iR, const iS, const amG, const amH, const vDroppedPhi=<>, const bNumerical=FALSE)

static	LogdetI2Model_AB(const vP, const mA, const mB, const mV, const mW, const vSelV, const iR, const iS, const adFunc, const avScore, const amHessian, const mQtZ0, const mQtZ1, const mQtZ2, const mQtZ0sq, const cT, const amG, const amH, const vDroppedPhi, const mJac, const bAsympSE)

virtual	MARep()

static	MapGammaToPar1(const mAlpha, const mBeta, const mGamma, const mXi, const mEta, const iS1, const mJ, const bUseKappa=TRUE)

static	MapMatToPar_AB(const mA, const mB, const mV, const vSelV, const iR, const iS, const amG, const amH)

static	MapParToMat_AB( vP, const vSelV, const vInitV, const cZ0, const cZ1, const iR, const iS, const amG, const amH, const vDroppedPhi=<>)

static	MapScore_AB(const mDloglikDpi, const mA, const mB, const amG, const amH, const vDroppedPhi=<>)

virtual	Output()

	PrintI2Rank(const sExtra="")

	PrintI2RankTable(const mTests, const mPvals, const mFrac95, const sType="", const bWarn=TRUE)

virtual	Restrict(const amRes, const vNormBetaOvr=<>)

virtual	RestrictAlphaBeta( amA, amH, const vNormBetaOvr=<>, bSetZeroV13=FALSE)

	RestrictBeta( mG, amH)

	RestrictTau( mH)

static	RotateRho(const iR, const iS, mTau, mKappa, mRho)

	ShortRun()

	ShortRunEval_I2(const bDoStdDev=FALSE, const mAlpha=0, const mBeta=0, const mGamma=0, const mTau=0, const mPsi=0, const mOmega=0)

virtual	ShrinkSample(const cDrop, const cTmin=1, const bFixShortRun=FALSE)

	SimulateRankTest(const cTsim=400, const cM=1000)

static	SolveConditional(const mAlpha, const mTau, const mAlphaOrt, const iS1, const mQtZ0, const mQtZ1, const mQtZ2, const mQtZ0sq, const cT)

static	SolveDeltaForAlpha(const mAlpha, const mTau, const mQtZ0, const mQtZ1, const mQtZ2, const mQtZ0sq, const cT)

static	SolveDeltaForGammaStart(const mAlpha, const mBeta, const iS1, const mQtZ0, const mQtZ1, const mQtZ2, const mQtZ0sq, const cT)

static	SolveDeltaForGammaStart2(const iR, const iS1, const mQtZ0, const mQtZ1, const mQtZ2, const mQtZ0sq, const cT)

static	SolveDeltaForTau(const mAlpha, const iR, const iS1, const mDelta, const mZeta, const mOmega, const mH1, const mH2, const mQtZ0, const mQtZ1, const mQtZ2)

static	SolveMarginal(const mAlpha, const mBeta, const iS1, const mQtZ0, const mQtZ1, const mQtZ2, const mQtZ0sq, const cT)

static	SolveTauForAlpha(const iR, const mTau, const mQtZ0, const mQtZ1, const mQtZ2, const mQtZ0sq, const cT)

static	SolveTauForTau(const mAlpha, const mAlphaOrt, const iR, const iS1, const mRho, const mW, const mKappa, const mOmega, const mH, const mQtZ0, const mQtZ1, const mQtZ2)

static	TauSwitching(const mAlpha, const mBeta, const mH, const iS1, const mQtZ0, const mQtZ1, const mQtZ2, const mQtZ0sq, const cT, const dCrit=1e-6, const iMaxIt=1000, const iInfo=0, const iLineSearch=2)

virtual	TestEach(const bAlpha=TRUE, const bBeta=TRUE)

	TestEachBetaRestriction( fnGetG, fnGetH, const vVpg, const asZ, const cRes, const sType)

static	TriGetVFromAB(const mA, const mB, const iR, const iS1, const mQtZ0, const mQtZ1, const mQtZ2, const bSetZeroV13=FALSE)

static	TriNormalize(const mA, const mB, const mV, const iR, const iS1, const bA1IsFree=FALSE, const bA2IsFree=FALSE, const bB1IsFree=FALSE, const bB2IsFree=FALSE, const vNormBOverride=<>)

static	TriOrthogonalize12(const mA, const mB, const mV, const iR, const iS1, const bA1IsFree, const bA2IsFree, const bB1IsFree, const bB2IsFree)

static	TriRegularizeV(const mA, const mB, const mV, const iR, const iS1, const bA1B1IsFree, const bB2IsFree)

static	TriRemoveW(const mA, const mV, const mW, const iR)

	TriStart(const mAlpha, const mBeta, const cAlpha, const cBeta, const iR, const iS1, const amG=<>, const amH=<>, const mAlphaI2=<>, const mBetaI2=<>)

static	TriSwitching(const mA, const mB, const mV, const bFixW11, const bSetZeroV13, const amG, const amH, const iR, const iS1, const mQtZ0, const mQtZ1, const mQtZ2, const mQtZ0sq, const cT, const dCrit, const iMaxIt, const iInfo, const bLineSearch=TRUE, const dAddLogdet=0)

CATSI2 data members (protected by default)
	m_mA

	m_asAlpha1

	m_asAlpha2

	m_mAlpha_I2

	m_mASE

	m_mB

	m_asBeta1

	m_asBeta2

	m_mBeta_I2

	m_mBSE

	m_asDee

	m_mDeeSE

	m_mEeSE

	m_mGamma

	m_mGamma_I2

	m_mKappa

	m_dLogLik_I2

	m_mOmega_I2

	m_mPsi

	m_mPsiSE

	m_mQtZ0I2_Z3

	m_mQtZ0sqI2_Z3

	m_mQtZ1I2_Z3

	m_mQtZ2I2_Z3

	m_mRho_ort

	m_iS1

	m_iS1_preset

	m_mSigmaZZ

	m_mTau

	m_asTau

	m_mV

	m_mV00

	m_mV01

	m_mV02

	m_mV11

	m_mV12

	m_mV22

	m_mWterm

	m_mZ0I2

	m_asZ0I2

	m_mZ0I2_Z3

	m_mZ1I2

	m_asZ1I2

	m_mZ1I2_Z3

	m_mZ2I2

	m_asZ2I2

	m_mZ2I2_Z3

	m_asZ3I2

	m_mZ3I2

	m_asZeta

CATS::ACTest_LB(const mResid, iOrder=0)

virtual CATS::ACTest_LM(const mResid, const iOrder=1)

static CATS::ARCHStats(const mResid, const iOrder=1)

static CATS::ARCHTest(const mResid, const iOrder=1)

static CATS::AlphaBetaStart(const mAlpha, const mBeta, const amG, const amH, const mQtZ0, const mQtZ1, const mQtZ0sq, const cT, const cInitSteps=2, const aAnalysis=<>)

static CATS::AlphaBetaStartAnalysis(const mAlpha, const mBeta, const amG, const amH)

static CATS::AlphaBetaStartSearch(const mAlpha0, const mBeta0, const fnAlphaBetaStart, const fnEstimate, const cStart, const mxStartIt, const iInfo, const bTrace=FALSE)

static CATS::AlphaBetaSwitching(const mAlpha, const mBeta, const amG, const amH, const mQtZ0, const mQtZ1, const mQtZ0sq, const cT, const dCrit, const iMaxIt, const iInfo, const iLineSearch=2)

static CATS::AlphaKnown(const mA, const mBeta1, const mS00, const mS01, const mS11)

static CATS::ApplyColumnScale(const mA, const mB, const mC, const vNormRow)

static CATS::ApplyColumnScaleVec( vP, const cAlpha, amG, const vOldScale, const bApply=TRUE)

static CATS::AutoIdentify1( amH, const iR, const abIsIdentified)

static CATS::AutoIdentify2(const amH, const iR, const abIsIdentified)

static CATS::BartlettBeta(const iS, const iType, const mAlpha, const mBeta, const iRank, fnGetGamma, const mS00, const cT, const iDetTrend, const cSeas, const iMethod=0)

static CATS::BartlettRank(const mAlpha, const mBeta, const iRank, fnGetGamma, const mS00, const cT, const iDetTrend, const bWarn=TRUE, const iMethod=0)

static CATS::Bartlett_c2(const mP, const mVpsi, const iMethod=0)

static CATS::BetaStdErrors( amH, const viNorm, const mSM1, const cT)

static CATS::BetaStdErrors_DiagH( amH, const viNorm)

static CATS::BetaSwitching(const mG, const amH, const vVpg, const mBeta, const mQtZ0, const mQtZ1, const mQtZ0sq, const cT, const dCrit=1e-6, const iMaxIt=1000, const iInfo=0, const iLineSearch=2)

static CATS::BlockInvHess(const mHessian, const aSizes)

CATS::BootstrapRankTest( cB=399, const iType=0)

CATS::BootstrapRestrictions( cB=199, const iType=0)

CATS::CATS()

Constructor, requires Ox 8.0 or newer.

CATS::CATSminingSearch(const amRes, const bFixDet=TRUE, const iHomogenize=2, const dP1=0.05, const dP2=0.25)

CATS::CATSminingSelect(const amRes, const dP2=0.05, const dP4=0.05, const mxDepth=20)

static CATS::CheckConvergence(const dLogdet, const dLogdetPrev, const mPi, const mPiPrev, const dCrit, const iMaxIt, const iInfo, const iItno, mIterInfo=<>, const dStep=1, const bForceTerminate=FALSE)

CATS::CheckEstimated()

static CATS::CheckRestrictions(const sH, amH, const cRows, const iR, vVpg=<>, const bNeedRmatrices=TRUE)

static CATS::ClassifyDummies(const mR, const mDR)

static CATS::ColCat(const amA)

CATS::CompanionRoots()

virtual CATS::Covar()

static CATS::DecLQ(const mA)

static CATS::DecQL(const mA)

static CATS::DecQRt(const mA)

static CATS::DiagCat(const amA)

virtual CATS::DoAutoOutput()

CATS::DoBartlettBetaFactor(const amH)

CATS::DoCompute(const iDo)

virtual CATS::DoEstimation( vPar)

static CATS::DoGetCompanion(const mAlpha, const mBeta, const mGamma_i, const amRoots)

CATS::DoI1RankTable(const dAlpha=0.05, const bDoBartlett=TRUE)

CATS::DoI1Residuals(const mPi)

virtual CATS::DoMoments()

static CATS::DoRestrictAlphaBeta(const mAlpha0, const mBeta0, const amG, const amH, const bWithStandardErrors, const vNormBeta, const mQtZ0, const mQtZ1, const mQtZ0sq, const cT, const dCrit, const iMaxIt, const iInfo, const dBFGSCrit, const iMaxItBFGS, const iSwitchOptions=0, const cStartSearch=20)

CATS::DoSetI1Rank(const iR)

CATS::DoUpdateEstimates_I1(const mAlpha, const mBeta, dLogDet=.NaN, const viNorm=<>)

CATS::DoUpdateRestrictedSettings(const amG, const amH, const vVpg, const iAlphaFlag, const iBetaFlag, const cResCount, const sResType=0)

CATS::DropDiffLags(const vDropLags, const vDropLagsExo=<>)

Parameters

vDropLags:	vector with lags to drop.
vDropLagsExo	(optional): vector with DX lags to drop (currently unsupported).

static CATS::ECMToVAR(const mPi, const mGammas)

static CATS::Eigen(const ma, const amval, const amvec=0)

virtual CATS::EstimateAlphaBeta( amG, amH, const vNormBetaOvr=<>)

static CATS::FixRank(const mHj, const mRj, const mH, const iTargetRank)

static CATS::GammaApprox_I1(const dTstat, const iType, const dQuantile, const iDetTrend, const iP, const iR, const iDimX1, const iS=0, const cSD=0, const viSDDate=<>)

static CATS::GammaApprox_I2(const dTstat, const iType, const dQuantile, const iDetTrend, const iP, const iR, const iDimX1, const iS=0, const cSD=0, const viSDDate=<>)

CATS::GenerateAsY(const mEps, const mAlpha, const mBeta, const mGams, const mPsi)

static CATS::GenerateECM(const cT, const iDet, const mAlpha, const mBeta, const mGams, const mPsi, const mOmegaSqrt=<>, const mYinit=<>, const mYmean=<>)

virtual CATS::GenerateY( mEps=<>)

CATS::GetAlpha()

CATS::GetAlphaSe()

CATS::GetAlphaVAR()

static CATS::GetBar(const mA)

CATS::GetBeta()

CATS::GetBetaSe()

CATS::GetBetaVAR()

static CATS::GetColumnScale(const mB, const cRows=0)

virtual CATS::GetCompanion(const amRoots=0)

virtual CATS::GetDimensions(const sType="")

CATS::GetEval()

CATS::GetGammaFrom(const mAlpha, const mBeta)

CATS::GetGamsInArray(const mAlpha, const mBeta)

virtual CATS::GetGroupLabels()

static CATS::GetInvertibleSubMatrix(const mB, const viNorm=<>)

CATS::GetLags()

Returns: current an array with three values: lag length of VAR, lag length of exogenous variables, lag length of restricted deterministics. See Lags

CATS::GetLambdaXiSe()

CATS::GetLogLikUnr()

CATS::GetLogLikVAR()

CATS::GetMARep()

CATS::GetMaxMethodInfo()

CATS::GetMaxMethodName()

CATS::GetMethodLabel()

virtual CATS::GetMethodLabels()

CATS::GetModelLabel()

CATS::GetOmega()

virtual CATS::GetPackageName()

Returns: string with package name

virtual CATS::GetPackageVersion()

Returns: string with package version

virtual CATS::GetParNames()

CATS::GetPi()

CATS::GetPiSe()

virtual CATS::GetRegsLongRun(const fCorrected=TRUE)

virtual CATS::GetResVar()

CATS::GetResiduals()

virtual CATS::GetS00()

CATS::GetSeasonals()

CATS::GetTraceTest()

CATS::GetTrend()

virtual CATS::GetUNames()

virtual CATS::GetXNames()

virtual CATS::GetYNames()

virtual CATS::GetZ0()

virtual CATS::GetZ0Names()

virtual CATS::GetZ1()

virtual CATS::GetZ2()

virtual CATS::GetZ3()

virtual CATS::GetcDfLoss()

virtual CATS::GraphicAnalysis(const iPlot=0, const bActualFitted=FALSE, const bActualFittedCross=FALSE, const iResiduals=2, const iCointegration=2, const iAcf=1, const iAcfLag=-1, const iDensity=0, const iRootsPlot=0, const iLevelsPlot=0, const iEqn=-1)

virtual CATS::I1Rank(const iR)

CATS::I1RankTable(const bDoBartlett=TRUE)

CATS::Init()

Reset the transitory properties.

virtual CATS::InitData()

virtual CATS::InitPar()

static CATS::InsertFixedPhiInPar(const vP, const cAlpha, const vDroppedPhi)

static CATS::InvertSymQR(const mA, const pdLogLik=0)

virtual CATS::IsI2()

virtual CATS::IsIdentified()

static CATS::IsIdentifying(const amH, const bFull=FALSE)

static CATS::IsIdentifyingJac(const mAlpha, const mBeta, const amG, const amH, const vDroppedPhi, const cPar)

CATS::IsOutsideCircle()

virtual CATS::IsUnivariate()

static CATS::JacLinResBeta(const amH, const vDroppedPhi)

CATS::Lags(const lags, const lagsExo=-1, const lagsDet=-1)

Parameters

If this is zero, then no lagged differences are added unrestrictedly. If this is zero, then no lagged differences are added unrestrictedly.

lags:	integer with Y lag length >= 1 (default is 2).
lagsExo	(optional): integer with lag length >= -1 of weakly exogenous variables (default is -1: same as Y).
lagsDet	(optional): integer with lag length >= -1 of restricted deterministic variables (default is -1: same as lagsDet).

Comments

Sets m_cLags, m_cLagsExo, and m_cLagsDet. If lagged Y are added through Select, then InitData will automatically set m_cLags from that instead. If no lags are set, the default is 2.

static CATS::LineSearch(const vP, const vPprev, const vP0, const dF, const dFprev, const fnLogLik, const vStepGridUp, const vStepGridDown, cStages)

CATS::LogDetFromLogLik(const dLogLik)

CATS::LogLikFromLogDet(const dLogDet)

static CATS::LogdetI1Model(const mAlpha, const mBeta, const cAlpha, const cBeta, const adFunc, const avScore, const amHessian, const mQtZ0, const mQtZ1, const mQtZ0sq, const cT, const amG, const amH, const vDroppedPhi, const mJacA, const mJacB, const bAsymp=FALSE)

static CATS::LogdetSymQR(const mA)

virtual CATS::MARep()

static CATS::MapParToAlphaBeta( vP, const cAlpha, const amG, const amH, const vDroppedPhi=<>)

static CATS::MapScoreToAlphaBeta(const mDloglikDpi, const mAlpha, const mBeta, const cAlpha, const cBeta, const amG, const amH, const vDroppedPhi)

static CATS::MapToPar(const mB, const amH)

static CATS::MapVarToAlphaBetaPiSE(const mAlpha, const mBeta, const mMaa, const mMbb, const mJacA, const mJacB)

CATS::MaxControl(const iMaxIt=10000, const iInfo=1000)

CATS::MaxControlEps(const dSwitchCrit=1e-9, const dBFGSCrit=1e-5)

CATS::MaxOptions(const iHybridInit=-1, const iOptions=-1, const cStartSearch=20)

static CATS::NormalizePhiInPar( vP, const cBefore, const vDim, const dCutOff=0, const vNormIdxP=<>)

static CATS::NormalizeThetaPhiInPar( vP, const cAlpha, const amG, const amH, const bApply=FALSE, const vNormBeta=<>)

static CATS::Nullspace(const mA)

virtual CATS::Output()

CATS::OutputBootstrapHeader(const sTitle, const cB, const iType, const time=0)

CATS::OutputHeader(const sTitle, const asR, const asX)

CATS::OutputLogLik(const sExtra="")

virtual CATS::OutputOutliers( dSE)

CATS::OutputRestrictionsTest()

static CATS::PartialMoments(const mY, const mX, const cT=-1, const fWarn=0, const amPi=0)

CATS::PrintAlphaBeta(const mAlpha, const mBeta, const mAlphaSe, const mBetaSe, const asY, const mPiSe=<>, const bPiPrint=0)

CATS::PrintDeterministics()

CATS::PrintI1Rank(const sExtra="")

CATS::PrintI1RankTable(const mTable, const dAlpha, const sHeader, const sFooter="", asTraceAlt=0)

static CATS::PrintMat( mA, const mSE, const asRow, const asCol, const asOptions="")

static CATS::ProjectOntoH(const mBeta, const amH, const bIsIdentified=TRUE, const vVpg=<>)

static CATS::ProjectOntoH_reg(const mBeta, const amH)

static CATS::RROlsQ( mQtY, mQtX, const mQtYsq, const cT, const cR, const mQtZ=<>, const aGamma=0)

static CATS::RROlsQ2( mQtY, mQtX, const mQtYsq, const cT, const cR, const mQtZ=<>, const aGamma=0)

static CATS::RanBootstrap(const mResiduals, const iType=0)

static CATS::RankOrder(const mA)

virtual CATS::RecursiveAnalysis(const iPlot=0, const cTMin=0, const bEval=FALSE, const bXi=TRUE, const bTrace=TRUE, const bLogLik=TRUE, const bAlpha=FALSE, const bBeta=FALSE, const bFixShortRun=FALSE, bApproxXiSe=TRUE)

CATS::RenewY(const mY)

CATS::ResidualAnalysis()

virtual CATS::Restrict(const amRes, const vNormBetaOvr=<>)

virtual CATS::RestrictAlphaBeta( amG, amH, const vNormBetaOvr=<>)

CATS::RestrictBeta( amG, amH, vVpg=<>)

static CATS::RowCat(const amA)

CATS::Seasonals(const iUse=1)

CATS::SetAlphaBetaI1Start(const mAlpha, const mBeta)

static CATS::SetMaths(const iMaths, const sLabel)

Parameters

iMaths:	one of MATHS_... constants
sLabel:	new label

CATS::SetMaxMethodInfo(const sName, const aInfo=<>)

CATS::SetNormalization(const bSet)

Parameters

bSet:

TRUE (most significant alpha) or FALSE (largest beta)

CATS::SetPrintMatOptions(const asOptions, const iAdd=0)

CATS::SetRadius(const dRadius=1.00001)

static CATS::SetTrackProgress(const bTrack)

Parameters

bTrack:

TRUE or FALSE

CATS::SetUseDefaultSeed(const bSet)

Parameters

bSet:

TRUE or FALSE

CATS::ShortRun()

CATS::ShortRunEval(const mAlpha=0, const mBeta=0, const mOmega=0, const bDoStdDev=FALSE)

virtual CATS::ShrinkSample(const cDrop, const cTmin=1, const bFixShortRun=FALSE)

CATS::SimulateRankDet(const cTsim, const bPrint)

CATS::SimulateRankTest(const cTsim=400, const cM=1000)

static CATS::SolveRRR(const mS00, const mS01, const mS11, const amEigVal, const amEigVec, const cR=-1)

static CATS::SplitRestrictions(const asRes, const asSections, const aaH1, ...)

static CATS::StatComp(const mAlpha, mBeta, const amGamma, const iLags, const mS00, const amP, const amQ)

CATS::TestAlphaCommon( mG)

CATS::TestAlphaKnown(const mG)

static CATS::TestDiff(const x, const y)

virtual CATS::TestEach(const bAlpha=TRUE, const bBeta=TRUE)

virtual CATS::TestEachAllRanks(const bAlpha=TRUE, const bBeta=TRUE)

CATS::TestEachBetaRestriction( fnGetG, fnGetH, const vVpg, const asZ, const cRes, const sType)

virtual CATS::TestForecastGraphics(const bExp)

virtual CATS::TestGraphicAnalysis()

static CATS::TestRanksAndFix(const amH, const amR, const vIndex, const amHnew, const amRnew)

virtual CATS::TestSummary()

CATS::Trend( mode)

virtual CATSI2::ACTest_LM(const mResid, const iOrder=1)

CATSI2::BootstrapRankTest( cB=399, const iType=0)

CATSI2::CATSI2()

static CATSI2::DeltaSwitching(const mAlpha, const mBeta, const amH, const iS1, const mQtZ0, const mQtZ1, const mQtZ2, const mQtZ0sq, const cT, const dCrit=1e-6, const iMaxIt=1000, const iInfo=0, const iLineSearch=2)

CATSI2::DoDeltaSwitching(const mAlpha, const mBeta, const amH=<>, const viNorm=<>)

CATSI2::DoDeltaSwitchingLogLik(const mAlpha, const mBeta, const iS1)

virtual CATSI2::DoEstimation( vPar)

CATSI2::DoI2RankTable(const dAlpha=0.05, const iDoMLE=1)

CATSI2::DoI2RankTable_2step()

CATSI2::DoI2Residuals(const mPi, const mGamma)

virtual CATSI2::DoMoments()

CATSI2::DoRestrictAlphaBeta( amA, amH, const vNormBetaOvr, bSetZeroV13, const dCrit, const iMaxIt, const iInfo, const dBFGSCrit, const iMaxItBFGS, const iSwitchOptions=0, const cStartSearch=20)

CATSI2::DoSetI2Rank(const iS, const iTriangular=-1)

CATSI2::DoTauSwitching(const mAlpha, const mBeta, const mH=<>)

CATSI2::DoTauSwitchingLogLik(const mAlpha, const mBeta, const iS1)

CATSI2::DoTriSwitching(const mAlpha=<>, const mBeta=<>)

CATSI2::DoTriSwitchingLogLik(const mAlpha, const mBeta, const iS1)

CATSI2::DoUpdateEstimates_I2(const mAlpha, const mTau, const mRho, const mPsi, const mKappa, const mWterm, const mOmega, const dLogDet, viNorm=<>)

CATSI2::DoUpdateEstimates_I2_AB(const mA, const mB, const mV, const iR, const iS1, const dLogDet, const vNorm=<>)

virtual CATSI2::EstimateAlphaBeta( amG, amH, const vNormBetaOvr=<>, bSetZeroV13=FALSE)

CATSI2::EstimateTau( mH)

CATSI2::EvalBetaSe()

CATSI2::GenerateAsY_I2(const mEps, const mAlpha, const mBeta, const mGamma, const mPsis, const mPhi)

static CATSI2::GenerateECM_I2(const cT, const iDet, const mAlpha, const mBeta, const mGamma, const mPsis=<>, const mPhi=<>, const mOmegaSqrt=<>, const mYinit=<>, const mYmean=<>)

virtual CATSI2::GenerateY( mEps=<>)

CATSI2::GetAWithSe()

CATSI2::GetAlphaOrt1WithSe()

CATSI2::GetAlphaOrt2WithSe(const viNorm=<>)

CATSI2::GetBWithSe()

CATSI2::GetBetaSe()

virtual CATSI2::GetCompanion(const amRoots=0)

CATSI2::GetDeeEe()

static CATSI2::GetDeeEeFrom(const mAlpha, const mTau, const mPsi, const mKappa, const mWterm)

CATSI2::GetDeeEeSe()

CATSI2::GetDeltaZeta()

static CATSI2::GetDeltaZetaFrom(const mAlpha, const mTau, const mPsi, const mKappa, const mWterm)

CATSI2::GetDeltaZetaSe()

virtual CATSI2::GetDimensions(const sType="")

CATSI2::GetGamma()

static CATSI2::GetGammaFrom_I2(const mAlpha, const mTau, const mPsi, const mKappa, const mWterm)

CATSI2::GetPsiKappa()

static CATSI2::GetPsiKappaFrom(const mAlpha, const mTau, const mGamma, const mOmega)

CATSI2::GetPsiKappaSe()

virtual CATSI2::GetRegsLongRun(const fCorrected=TRUE)

virtual CATSI2::GetRegsMediumRun(const fCorrected=TRUE)

CATSI2::GetTheta()

static CATSI2::GetTriFrom(const mAlpha0, const mBeta0, const mGamma0, const iS1, const bFixGamma_c=TRUE)

CATSI2::GetVWithSe()

CATSI2::GetWWithSe()

virtual CATSI2::GetZ0()

virtual CATSI2::GetZ0Names()

virtual CATSI2::GetZ1()

virtual CATSI2::GetZ2()

virtual CATSI2::GetZ3()

virtual CATSI2::GetcDfLoss()

virtual CATSI2::GraphicAnalysis(const iPlot=0, const bActualFitted=FALSE, const bActualFittedCross=FALSE, const iResiduals=2, const iCointegration=2, const iAcf=1, const iAcfLag=-1, const iDensity=0, const iRootsPlot=0, const iLevelsPlot=0, const iEqn=-1)

virtual CATSI2::I1Rank(const iR)

CATSI2::I2Rank(const iS)

CATSI2::I2RankMLE(const bPrint)

CATSI2::I2RankTable(const iDoMLE=1)

CATSI2::I2RankTablePvals(const mTests, const dAlpha)

CATSI2::I2SwitchStart(const fnSwitching, const mAlpha, const mBeta, const iS1, const mAlpha2=<>, const mBeta2=<>)

CATSI2::Init()

virtual CATSI2::InitData()

virtual CATSI2::IsI2()

static CATSI2::JacI2Model_AB(const vP, const vSelV, const vInitV, const cZ0, const cZ1, const iR, const iS, const amG, const amH, const vDroppedPhi=<>, const bNumerical=FALSE)

static CATSI2::LogdetI2Model_AB(const vP, const mA, const mB, const mV, const mW, const vSelV, const iR, const iS, const adFunc, const avScore, const amHessian, const mQtZ0, const mQtZ1, const mQtZ2, const mQtZ0sq, const cT, const amG, const amH, const vDroppedPhi, const mJac, const bAsympSE)

virtual CATSI2::MARep()

static CATSI2::MapGammaToPar1(const mAlpha, const mBeta, const mGamma, const mXi, const mEta, const iS1, const mJ, const bUseKappa=TRUE)

static CATSI2::MapMatToPar_AB(const mA, const mB, const mV, const vSelV, const iR, const iS, const amG, const amH)

static CATSI2::MapParToMat_AB( vP, const vSelV, const vInitV, const cZ0, const cZ1, const iR, const iS, const amG, const amH, const vDroppedPhi=<>)

static CATSI2::MapScore_AB(const mDloglikDpi, const mA, const mB, const amG, const amH, const vDroppedPhi=<>)

virtual CATSI2::Output()

CATSI2::PrintI2Rank(const sExtra="")

CATSI2::PrintI2RankTable(const mTests, const mPvals, const mFrac95, const sType="", const bWarn=TRUE)

virtual CATSI2::Restrict(const amRes, const vNormBetaOvr=<>)

virtual CATSI2::RestrictAlphaBeta( amA, amH, const vNormBetaOvr=<>, bSetZeroV13=FALSE)

CATSI2::RestrictBeta( mG, amH)

CATSI2::RestrictTau( mH)

static CATSI2::RotateRho(const iR, const iS, mTau, mKappa, mRho)

CATSI2::ShortRun()

CATSI2::ShortRunEval_I2(const bDoStdDev=FALSE, const mAlpha=0, const mBeta=0, const mGamma=0, const mTau=0, const mPsi=0, const mOmega=0)

virtual CATSI2::ShrinkSample(const cDrop, const cTmin=1, const bFixShortRun=FALSE)

CATSI2::SimulateRankTest(const cTsim=400, const cM=1000)

static CATSI2::SolveConditional(const mAlpha, const mTau, const mAlphaOrt, const iS1, const mQtZ0, const mQtZ1, const mQtZ2, const mQtZ0sq, const cT)

static CATSI2::SolveDeltaForAlpha(const mAlpha, const mTau, const mQtZ0, const mQtZ1, const mQtZ2, const mQtZ0sq, const cT)

static CATSI2::SolveDeltaForGammaStart(const mAlpha, const mBeta, const iS1, const mQtZ0, const mQtZ1, const mQtZ2, const mQtZ0sq, const cT)

static CATSI2::SolveDeltaForGammaStart2(const iR, const iS1, const mQtZ0, const mQtZ1, const mQtZ2, const mQtZ0sq, const cT)

static CATSI2::SolveDeltaForTau(const mAlpha, const iR, const iS1, const mDelta, const mZeta, const mOmega, const mH1, const mH2, const mQtZ0, const mQtZ1, const mQtZ2)

static CATSI2::SolveMarginal(const mAlpha, const mBeta, const iS1, const mQtZ0, const mQtZ1, const mQtZ2, const mQtZ0sq, const cT)

static CATSI2::SolveTauForAlpha(const iR, const mTau, const mQtZ0, const mQtZ1, const mQtZ2, const mQtZ0sq, const cT)

static CATSI2::SolveTauForTau(const mAlpha, const mAlphaOrt, const iR, const iS1, const mRho, const mW, const mKappa, const mOmega, const mH, const mQtZ0, const mQtZ1, const mQtZ2)

static CATSI2::TauSwitching(const mAlpha, const mBeta, const mH, const iS1, const mQtZ0, const mQtZ1, const mQtZ2, const mQtZ0sq, const cT, const dCrit=1e-6, const iMaxIt=1000, const iInfo=0, const iLineSearch=2)

virtual CATSI2::TestEach(const bAlpha=TRUE, const bBeta=TRUE)

CATSI2::TestEachBetaRestriction( fnGetG, fnGetH, const vVpg, const asZ, const cRes, const sType)

static CATSI2::TriGetVFromAB(const mA, const mB, const iR, const iS1, const mQtZ0, const mQtZ1, const mQtZ2, const bSetZeroV13=FALSE)

static CATSI2::TriNormalize(const mA, const mB, const mV, const iR, const iS1, const bA1IsFree=FALSE, const bA2IsFree=FALSE, const bB1IsFree=FALSE, const bB2IsFree=FALSE, const vNormBOverride=<>)

static CATSI2::TriOrthogonalize12(const mA, const mB, const mV, const iR, const iS1, const bA1IsFree, const bA2IsFree, const bB1IsFree, const bB2IsFree)

static CATSI2::TriRegularizeV(const mA, const mB, const mV, const iR, const iS1, const bA1B1IsFree, const bB2IsFree)

static CATSI2::TriRemoveW(const mA, const mV, const mW, const iR)

CATSI2::TriStart(const mAlpha, const mBeta, const cAlpha, const cBeta, const iR, const iS1, const amG=<>, const amH=<>, const mAlphaI2=<>, const mBetaI2=<>)

static CATSI2::TriSwitching(const mA, const mB, const mV, const bFixW11, const bSetZeroV13, const amG, const amH, const iR, const iS1, const mQtZ0, const mQtZ1, const mQtZ2, const mQtZ0sq, const cT, const dCrit, const iMaxIt, const iInfo, const bLineSearch=TRUE, const dAddLogdet=0)