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