/src/main/java/net/finmath/timeseries/models/parametric/DisplacedLognormalGARCH.java
valuesMin = Math.min( values[i], valuesMin) ; for ( int i = windowIndexStart; i <= windowIndexEnd; i++) {double valuesMin = Double.MAX_VALUE;
double valuesMin = Double.MAX_VALUE; for ( int i = windowIndexStart; i <= windowIndexEnd; i++ ) { valuesMin = Math.min ( values[i], valuesMin ) ;
private final int windowIndexEnd; private final int maxIterations = 1000000; public DisplacedLognormalGARCH(final double[] values) { this.values = values; windowIndexStart = 0; windowIndexEnd = values.length-1; <extra_id_0> } lowerBoundDisplacement = -valuesMin+1; } public DisplacedLognormalGARCH(final double[] values, final double lowerBoundDisplacement) { this.values = values; windowIndexStart = 0;