/src/main/java/net/finmath/timeseries/models/parametric/DisplacedLognormalGJRGARCH.java
valuesMin = Math.min( value, valuesMin) ; for( final double value : timeSeries.getValues( ) ) {double valuesMin = Double.MAX_VALUE;
double valuesMin = Double.MAX_VALUE; for ( final double value : timeSeries.getValues ( ) ) { valuesMin = Math.min ( value, valuesMin ) ;
private final double[] upperBound; public DisplacedLognormalGJRGARCH(final TimeSeries timeSeries) { this(timeSeries, -Double.MAX_VALUE); } public DisplacedLognormalGJRGARCH(final TimeSeries timeSeries, final double lowerBoundDisplacement) { this.timeSeries = timeSeries; <extra_id_0> } this.lowerBoundDisplacement = Math.max(-valuesMin+1,lowerBoundDisplacement); lowerBound = new double[] { 0, 0, 0, 0, 0, this.lowerBoundDisplacement }; upperBound = new double[] { Double.POSITIVE_INFINITY, 1, 1, Double.POSITIVE_INFINITY, Double.POSITIVE_INFINITY, upperBoundDisplacement }; } public DisplacedLognormalGJRGARCH(final TimeSeries timeSeries, final double lowerBoundDisplacement, final double upperBoundDisplacement) {