/usr/include/gretl/bootstrap.h is in libgretl1-dev 2016d-1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 | /*
* gretl -- Gnu Regression, Econometrics and Time-series Library
* Copyright (C) 2001 Allin Cottrell and Riccardo "Jack" Lucchetti
*
* This program 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 3 of the License, or
* (at your option) any later version.
*
* This program 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 program. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef BOOTSTRAP_H
#define BOOTSTRAP_H
typedef enum {
BOOT_METHOD_RESIDUALS = 1,
BOOT_METHOD_PAIRS,
BOOT_METHOD_WILD,
BOOT_METHOD_PARAMETRIC
} BootMethod;
int bootstrap_analysis (MODEL *pmod, int p, int B,
double alpha, const DATASET *dset,
gretlopt opt, PRN *prn);
gretl_matrix *bootstrap_ci_matrix (const MODEL *pmod,
const DATASET *dset,
int p, int B,
double alpha,
int method,
int studentize,
int *err);
double bootstrap_pvalue (const MODEL *pmod,
const DATASET *dset,
int p, int B,
int method,
int *err);
int bootstrap_test_restriction (MODEL *pmod, gretl_matrix *R,
gretl_matrix *q, double test, int g,
const DATASET *dset,
gretlopt opt, int method,
PRN *prn);
int bootstrap_ok (int ci);
int bootstrap_save_data (const char *fname);
#endif /* BOOTSTRAP_H */
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