1 /* 2 * gretl -- Gnu Regression, Econometrics and Time-series Library 3 * Copyright (C) 2001 Allin Cottrell and Riccardo "Jack" Lucchetti 4 * 5 * This program is free software: you can redistribute it and/or modify 6 * it under the terms of the GNU General Public License as published by 7 * the Free Software Foundation, either version 3 of the License, or 8 * (at your option) any later version. 9 * 10 * This program is distributed in the hope that it will be useful, 11 * but WITHOUT ANY WARRANTY; without even the implied warranty of 12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 13 * GNU General Public License for more details. 14 * 15 * You should have received a copy of the GNU General Public License 16 * along with this program. If not, see <http://www.gnu.org/licenses/>. 17 * 18 */ 19 20 #ifndef QR_ESTIMATE_H 21 #define QR_ESTIMATE_H 22 23 int gretl_qr_regress (MODEL *pmod, DATASET *dset, gretlopt opt); 24 25 int lapack_cholesky_regress (MODEL *pmod, const DATASET *dset, 26 gretlopt opt); 27 28 int qr_tsls_vcv (MODEL *pmod, const DATASET *dset, gretlopt opt); 29 30 int qr_matrix_hccme (const gretl_matrix *X, 31 const gretl_matrix *h, 32 const gretl_matrix *XTXi, 33 gretl_matrix *d, 34 gretl_matrix *VCV, 35 int hc_version); 36 37 double hac_weight (int kern, int h, int i); 38 39 double qs_hac_weight (double bt, int i); 40 41 int maybe_limit_VAR_coeffs (gretl_matrix *A, 42 gretl_matrix *Y, 43 gretl_matrix *X, 44 gretl_matrix *E); 45 46 int newey_west_bandwidth (const gretl_matrix *f, 47 const gretl_matrix *w, 48 int kern, int prewhitened, 49 int *h, double *bt); 50 51 gretl_matrix *HAC_XOX (const gretl_matrix *X, 52 const gretl_matrix *uhat, 53 VCVInfo *vi, int use_prior, 54 int *err); 55 56 gretl_matrix *newey_west_OPG (const gretl_matrix *G, 57 int *err); 58 59 gretl_matrix *long_run_covariance (const gretl_matrix *X, 60 int demean, int *err); 61 62 int set_cluster_vcv_ci (int ci); 63 64 #endif /* QR_ESTIMATE_H */ 65