Uses of Class
org.ojalgo.random.scedasticity.GARCH
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Packages that use GARCH Package Description org.ojalgo.random.scedasticity -
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Uses of GARCH in org.ojalgo.random.scedasticity
Methods in org.ojalgo.random.scedasticity that return GARCH Modifier and Type Method Description GARCH
GARCH. base(double base)
GARCH
GARCH. errorWeights(double... lagged)
static GARCH
GARCH. estimate(Access1D<?> series, int p, int q)
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
GARCH. varianceWeights(double... lagged)
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