/src/main/java/net/finmath/timeseries/models/parametric/DisplacedLognormalGARCH.java
final double eval = volScaling * y;final double beta = mucorr * muema;
final double beta = mucorr * muema;
private static final long serialVersionUID = 7072187082052755854L; @Override public double value(final double[] variables) { final double omega = Math.exp(variables[0]); final double mucorr = Math.exp(-Math.exp(-variables[1])); final double muema = Math.exp(-Math.exp(-variables[2])); <extra_id_0> final double alpha = mucorr - beta; final double displacementNormed = 1.0/(1.0+Math.exp(-variables[3])); final double displacement = (upperBoundDisplacement-lowerBoundDisplacement)*displacementNormed+lowerBoundDisplacement; double logLikelihood = getLogLikelihoodForParameters(omega,alpha,beta,displacement); logLikelihood -= Math.max(1E-30-omega,0)/1E-30; logLikelihood -= Math.max(1E-30-alpha,0)/1E-30;