com.imsl.stat

Interface ExtendedGARCH.zDistribution

Enclosing class:

ExtendedGARCH

public static interface ExtendedGARCH.zDistribution

Public interface for specifying the distribution of $z_t$. The interface includes the Normal distribution as its default implementation.

Method Summary

Modifier and Type	Method and Description
default double	zPdf(double z) Returns the probability density function for $z$.

Method Detail

zPdf

default double zPdf(double z)

Returns the probability density function for $z$. The default distribution is the standard normal distribution. Implementations may override these methods to use different distributions.

Parameters:

z - a double, the value of $\epsilon/\sigma$

Returns:

a double, the value of the probability density function at z