Uses of Class
org.ojalgo.random.scedasticity.GARCH
Packages that use GARCH
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Uses of GARCH in org.ojalgo.random.scedasticity
Methods in org.ojalgo.random.scedasticity that return GARCHModifier and TypeMethodDescriptionGARCH.base
(double base) GARCH.errorWeights
(double... lagged) static GARCH
Parameter estimation using heuristics (not max likelihood).static GARCH
GARCH.newInstance
(int p, int q) static GARCH
GARCH.newInstance
(int p, int q, double mean, double variance) Will create an instance configured with default parameters.GARCH.varianceWeights
(double... lagged)