public interface OUFitting
| Modifier and Type | Method and Description |
|---|---|
OUProcess |
getFittedOU(double[] ts,
double dt)
Get the fitted OU process.
|
OUProcess getFittedOU(double[] ts, double dt)
ts - the time seriesdt - the time interval between two successive points in the time seriesCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.