Class | Description |
---|---|
Elliott2005DLM |
This class implements the Kalman filter model as in Elliott's paper.
|
ElliottOnlineFilter |
It is important to note that this algorithm does not guarantee that
A > 0
0 < B < 1
Therefore, we need to check the outputs.
|
Exception | Description |
---|---|
ElliottOnlineFilter.NoModelFitted |
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.