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Classes Class Description 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. UseBFGSMinimizer
instead.dev.nm.stat.random.rng.univariate.beta.VanDerWaerden1969 Cheng1978
is a much better algorithm.dev.nm.stat.random.rng.univariate.gamma.InverseTransformSamplingGammaRNG There exist much more efficient algorithms.dev.nm.stat.stochasticprocess.multivariate.sde.coefficients.ConstantSigma2 This implementation is slow. UseConstantSigma1
instead.dev.nm.stat.test.timeseries.adf.ADFAsymptoticDistribution1 use insteadADFAsymptoticDistribution
dev.nm.stat.test.timeseries.portmanteau.BoxPierce useLjungBox
tech.nmfin.portfoliooptimization.markowitz.constraints.QPNoConstraint This constraint means that you can borrow indefinitely, which makes very little economics meaning.
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Constructors Constructor 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. UseBFGSMinimizer
instead.