/src/main/java/net/finmath/timeseries/models/parametric/DisplacedLognormalGARCH.java
guessParameters[3] = -Math.signum( quantileIndex) ) -1.0) ;
guessParameters[3] = -Math.log ( 1.0/ ( ( guessDisplacement-lowerBoundDisplacement ) / ( upperBoundDisplacement-lowerBoundDisplacement ) ) -1.0 ) ;
final double guessMucorr = guessAlpha + guessBeta; final double guessMuema = guessBeta / (guessAlpha+guessBeta); final double[] guessParameters = new double[4]; guessParameters[0] = Math.log(guessOmega); guessParameters[1] = -Math.log(-Math.log(guessMucorr)); guessParameters[2] = -Math.log(-Math.log(guessMuema)); <extra_id_0> final Optimizer lm = new LevenbergMarquardt(guessParameters, new double[] { 1000 }, 10*maxIterations, 2) { private static final long serialVersionUID = 8030873619034187741L; @Override public void setValues(final double[] arg0, final double[] arg1) { arg1[0] = objectiveFunction.value(arg0); }