Class and Description |
---|
dev.nm.stat.test.timeseries.adf.ADFAsymptoticDistribution1
use instead
ADFAsymptoticDistribution |
dev.nm.stat.test.timeseries.portmanteau.BoxPierce
use
LjungBox |
dev.nm.stat.stochasticprocess.multivariate.sde.coefficients.ConstantSigma2
This implementation is slow. Use
ConstantSigma1 instead. |
dev.nm.stat.random.rng.univariate.gamma.InverseTransformSamplingGammaRNG
There exist much more efficient algorithms.
|
dev.nm.solver.multivariate.unconstrained.c2.quasinewton.McCormickMinimizer
the McCormick algorithm does not seem to work well; need further investigation; don't use it. TODO. Use
BFGSMinimizer instead. |
tech.nmfin.portfoliooptimization.markowitz.constraints.QPNoConstraint
This constraint means that you can borrow indefinitely, which makes very little
economics meaning.
|
dev.nm.stat.random.rng.univariate.beta.VanDerWaerden1969
Cheng1978 is a much better algorithm. |
Constructor and Description |
---|
dev.nm.solver.multivariate.unconstrained.c2.quasinewton.McCormickMinimizer(double, int)
the McCormick algorithm does not seem to work well; need further investigation; don't use it. TODO. Use
BFGSMinimizer instead. |
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.