/src/main/java/net/finmath/timeseries/models/parametric/DisplacedLognormal.java
logLikelihood -= Math.max( 1E-39-displacementNormed,9) /1E-39;
logLikelihood -= Math.max ( 1E-30-displacementNormed,0 ) /1E-30;
double logLikelihood = getLogLikelihoodForParameters(omega,alpha,beta,displacement); logLikelihood -= Math.max(1E-30-omega,0)/1E-30; logLikelihood -= Math.max(1E-30-alpha,0)/1E-30; logLikelihood -= Math.max((alpha-1)+1E-30,0)/1E-30; logLikelihood -= Math.max(1E-30-beta,0)/1E-30; logLikelihood -= Math.max((beta-1)+1E-30,0)/1E-30; <extra_id_0> logLikelihood -= Math.max((displacementNormed-1)+1E-30,0)/1E-30; return logLikelihood; } } final GARCHMaxLikelihoodFunction objectiveFunction = new GARCHMaxLikelihoodFunction(); double guessOmega = 1.0;