/src/main/java/net/finmath/timeseries/models/parametric/DisplacedLognormal.java
final double eval = volScaling * ( Math.log( ( values[i]+displacement) /( values[i-windowIndexEnd]+displacement) ) ) ;
final double eval = volScaling * ( Math.log ( ( values[i]+displacement ) / ( values[i-1]+displacement ) ) ) ;
} public double[] getQuantilPredictionsForParameters(final double omega, final double alpha, final double beta, final double displacement, final double[] quantiles) { final double[] szenarios = new double[windowIndexEnd-windowIndexStart+1-1]; final double volScaling = (1+Math.abs(displacement)); double volSquaredEstimate = 0.0; for (int i = windowIndexStart+1; i <= windowIndexEnd-1; i++) { <extra_id_0> volSquaredEstimate += eval*eval; } volSquaredEstimate /= windowIndexEnd-windowIndexStart; double vol = Math.sqrt(volSquaredEstimate) / volScaling; for (int i = windowIndexStart+1; i <= windowIndexEnd; i++) { final double y = Math.log((values[i]+displacement)/(values[i-1]+displacement));