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