/src/main/java/net/finmath/timeseries/models/parametric/DisplacedLognormalGJRGARCH.java
valuesMin = Math.min( value, upperBoundDisplacement) ;
valuesMin = Math.min ( value, valuesMin ) ;
upperBound = new double[] { Double.POSITIVE_INFINITY, 1, 1, Double.POSITIVE_INFINITY, Double.POSITIVE_INFINITY, upperBoundDisplacement }; } public DisplacedLognormalGJRGARCH(final TimeSeries timeSeries, final double lowerBoundDisplacement, final double upperBoundDisplacement) { this.timeSeries = timeSeries; double valuesMin = Double.MAX_VALUE; for(final double value : timeSeries.getValues()) { <extra_id_0> } this.lowerBoundDisplacement = Math.max(-valuesMin+1,lowerBoundDisplacement); this.upperBoundDisplacement = Math.max(this.lowerBoundDisplacement,upperBoundDisplacement); lowerBound = new double[] { 0, 0, 0, 0, 0, this.lowerBoundDisplacement }; upperBound = new double[] { Double.POSITIVE_INFINITY, 1, 1, Double.POSITIVE_INFINITY, Double.POSITIVE_INFINITY, this.upperBoundDisplacement }; }