/usr/include/gretl/qr_estimate.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 | /*
* 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 QR_ESTIMATE_H
#define QR_ESTIMATE_H
int gretl_qr_regress (MODEL *pmod, DATASET *dset, gretlopt opt);
int qr_tsls_vcv (MODEL *pmod, const DATASET *dset, gretlopt opt);
int qr_matrix_hccme (const gretl_matrix *X,
const gretl_matrix *h,
const gretl_matrix *XTXi,
gretl_matrix *d,
gretl_matrix *VCV,
int hc_version);
double hac_weight (int kern, int h, int i);
double qs_hac_weight (double bt, int i);
int maybe_limit_VAR_coeffs (gretl_matrix *A,
gretl_matrix *Y,
gretl_matrix *X,
gretl_matrix *E);
int newey_west_bandwidth (const gretl_matrix *f,
const gretl_matrix *w,
int kern, int prewhitened,
int *h, double *bt);
gretl_matrix *HAC_XOX (const gretl_matrix *uhat,
const gretl_matrix *X,
VCVInfo *vi, int use_prior,
int *err);
#endif /* QR_ESTIMATE_H */
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