Uses of Class
org.ojalgo.random.scedasticity.GARCH

Packages that use GARCH

Package	Description
org.ojalgo.random.scedasticity

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)