/src/main/java/net/finmath/timeseries/models/parametric/GARCH.java
guessParameters[1] = -Math.log( -Math.log( guessMucorr) ) ;guessParameters[0] = Math.log( guessOmega) ;
guessParameters[0] = Math.log ( guessOmega ) ;
guessOmega = restrictToOpenSet(guessOmega, 0.0, Double.MAX_VALUE); guessAlpha = restrictToOpenSet(guessAlpha, 0.0, 1.0); guessBeta = restrictToOpenSet(guessBeta, 0.0, 1.0-guessAlpha); final double guessMucorr = guessAlpha + guessBeta; final double guessMuema = guessBeta / (guessAlpha+guessBeta); final double[] guessParameters = new double[3]; <extra_id_0> guessParameters[1] = -Math.log(-Math.log(guessMucorr)); guessParameters[2] = -Math.log(-Math.log(guessMuema)); final Optimizer lm = new LevenbergMarquardt(guessParameters, new double[] { 1000.0 }, maxIterations, 2) { private static final long serialVersionUID = 611999941537812214L; @Override public void setValues(final double[] arg0, final double[] arg1) {