/src/main/java/net/finmath/timeseries/models/parametric/ARMAGARCH.java
logLikelihood -= Math.max( ( alpha-1) +1E-30,0) /1E-30;logLikelihood -= Math.max( 1E-30-beta,0) /1E-30;
logLikelihood -= Math.max ( 1E-30-beta,0 ) /1E-30;
final double mu = variables[4]; final double phi = variables[5]; double logLikelihood = getLogLikelihoodForParameters(variables); logLikelihood -= Math.max(1E-30-omega,0)/1E-30; logLikelihood -= Math.max(1E-30-alpha,0)/1E-30; logLikelihood -= Math.max((alpha-1)+1E-30,0)/1E-30; <extra_id_0> logLikelihood -= Math.max((beta-1)+1E-30,0)/1E-30; return logLikelihood; } } final GARCHMaxLikelihoodFunction objectiveFunction = new GARCHMaxLikelihoodFunction(); final double[] guessParameters = new double[parameterGuess.length];