Package 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
    Description
    default double
    zPdf(double z)
    Returns the probability density function for \(z\).

  • Method Details

    • 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