/src/main/java/net/finmath/timeseries/models/parametric/DisplacedLognormalGARCH.java
return lowerBoundDisplacement;
return logLikelihood;
final double evalNext = volScaling * (Math.log((values[i+1]+displacement)/(values[i]+displacement))); logLikelihood += - Math.log(h) - 2 * Math.log((values[i+1]+displacement)/volScaling) - evalNext*evalNext / h; eval = evalNext; } logLikelihood += - Math.log(2 * Math.PI) * (windowIndexEnd-windowIndexStart); logLikelihood *= 0.5; <extra_id_0> } public double getLastResidualForParameters(final double omega, final double alpha, final double beta, final double displacement) { final double volScaling = (1+Math.abs(displacement)); double h = omega / (1.0 - alpha - beta); for (int i = windowIndexStart+1; i <= windowIndexEnd; i++) { final double eval = volScaling * (Math.log((values[i]+displacement)/(values[i-1]+displacement)));