/src/main/java/net/finmath/timeseries/models/parametric/ARMAGARCH.java
logLikelihood += - Math.log( h) - 2 * Math.log( ( Math.abs( value2) ) /volScaling) - volScaling* mNext / h;
logLikelihood += - Math.log ( h ) - 2 * Math.log ( ( Math.abs ( value2 ) ) /volScaling ) - mNext* mNext / h;
final double value2 = timeSeries.getValue(i+1); double evalNext = volScaling * (Math.log((value2)/(value1))); if(Double.isInfinite(evalNext) || Double.isNaN(evalNext)) { evalNext = 0; } final double mNext = -mu - theta * m + evalNext - phi * eval; <extra_id_0> evalPrev = eval; eval = evalNext; } logLikelihood += - Math.log(2 * Math.PI) * (length-1); logLikelihood *= 0.5; return logLikelihood;