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28 lines
609 B
C++
28 lines
609 B
C++
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#ifndef MLPP_GAUSS_MARKOV_CHECKER_H
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#define MLPP_GAUSS_MARKOV_CHECKER_H
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//
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// GaussMarkovChecker.hpp
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//
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// Created by Marc Melikyan on 11/13/20.
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//
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#include <string>
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#include <vector>
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class MLPPGaussMarkovChecker {
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public:
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void checkGMConditions(std::vector<double> eps);
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// Independent, 3 Gauss-Markov Conditions
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bool arithmeticMean(std::vector<double> eps); // 1) Arithmetic Mean of 0.
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bool homoscedasticity(std::vector<double> eps); // 2) Homoscedasticity
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bool exogeneity(std::vector<double> eps); // 3) Cov of any 2 non-equal eps values = 0.
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private:
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};
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#endif /* GaussMarkovChecker_hpp */
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