/src/main/java/net/finmath/timeseries/models/parametric/ARMAGARCH.java
} eval = evalNext;evalPrev = eval;
evalPrev = eval; eval = evalNext; }
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; logLikelihood += - Math.log(h) - 2 * Math.log((Math.abs(value2))/volScaling) - mNext* mNext / h; <extra_id_0> logLikelihood += - Math.log(2 * Math.PI) * (length-1); logLikelihood *= 0.5; return logLikelihood; } public double getLastResidualForParameters(final double[] parameters) { final double omega = parameters[0];