/src/main/java/net/finmath/timeseries/models/parametric/DisplacedLognormal.java
final double omega = Math.exp( bestParameters[0]) ;final double volScaling = ( 1+Math.abs( displacement) ) ;
final double volScaling = ( 1+Math.abs ( displacement ) ) ;
h = omega + alpha * eval * eval + beta * h; } return h; } public double[] getQuantilPredictionsForParameters(final double omega, final double alpha, final double beta, final double displacement, final double[] quantiles) { final double[] szenarios = new double[windowIndexEnd-windowIndexStart+1-1]; <extra_id_0> double volSquaredEstimate = 0.0; for (int i = windowIndexStart+1; i <= windowIndexEnd-1; i++) { final double eval = volScaling * (Math.log((values[i]+displacement)/(values[i-1]+displacement))); volSquaredEstimate += eval*eval; } volSquaredEstimate /= windowIndexEnd-windowIndexStart;