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#Com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch Classes and Interfaces - 5 results found.
NameDescriptionTypePackageFramework
GARCH11ModelAn GARCH11 model takes this form.Classcom.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garchSuanShu
GARCHFitThis implementation fits, for a data set, a Generalized Autoregressive Conditional Heteroscedasticity (GARCH) modelClasscom.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garchSuanShu
GARCHFit .GRADIENTthe available methods to compute the gradient to guild the optimization searchuse the analytical gradient formulae in the references, eqs.Classcom.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garchSuanShu
GARCHModelThe GARCH(p, q) model takes this form.Classcom.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garchSuanShu
GARCHSimThis class simulates the GARCH models of this form.Classcom.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garchSuanShu