public class MARModel extends MARMAModel
evd::mar.| Constructor and Description |
|---|
MARModel(double[] AR)
Create an instance with the AR coefficients, using
FrechetDistribution as the GEV
distribution. |
MARModel(double[] AR,
UnivariateEVD dist)
Create an instance with the AR coefficients, and a GEV distribution for generating
innovations.
|
public MARModel(double[] AR)
FrechetDistribution as the GEV
distribution.AR - the AR coefficients \(\phi_i\)public MARModel(double[] AR,
UnivariateEVD dist)
AR - the AR coefficients \(\phi_i\)dist - the GEV distributionCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.