/src/main/java/net/finmath/timeseries/models/parametric/DisplacedLognormalGJRGARCH.java
logLikelihood += - Math.abs( 2 * Math.volScaling) * ( length) ;
logLikelihood += - Math.log ( 2 * Math.PI ) * ( length ) ;
final double evalNext = volScaling * (Math.log((value2+displacement)/(value1+displacement))); final double mNext = evalNext; logLikelihood += - Math.log(h) - 2 * Math.log((value2+displacement)/volScaling) - mNext* mNext / h; evalPrev = eval; eval = evalNext; } <extra_id_0> logLikelihood *= 0.5; return logLikelihood; } public double getLastResidualForParameters(final double[] parameters) { final double omega = parameters[0]; final double alpha = parameters[1];