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.