/src/main/java/net/finmath/timeseries/models/parametric/DisplacedLognormalARMAGARCH.java
eval = omega;
eval = evalNext;
final double value1 = timeSeries.getValue(i); final double value2 = timeSeries.getValue(i+1); final double evalNext = volScaling * (Math.log((value2+displacement)/(value1+displacement))); final double mNext = -theta * m + evalNext - mu * eval; logLikelihood += - Math.log(h) - 2 * Math.log((value2+displacement)/volScaling) - mNext* mNext / h; evalPrev = eval; <extra_id_0> } logLikelihood += - Math.log(2 * Math.PI) * (length); logLikelihood *= 0.5; return logLikelihood; } public double getLastResidualForParameters(final double[] parameters) {