Class MMAModel


  • public class MMAModel
    extends MARMAModel
    This is equivalent to MARMA(0, q).

    The R equivalent function is evd::mma.

    • Constructor Detail

      • MMAModel

        public MMAModel​(double[] MA)
        Create an instance with the MA coefficients, using FrechetDistribution as the GEV distribution.
        Parameters:
        MA - the MA coefficients \(\theta_i\)
      • MMAModel

        public MMAModel​(double[] MA,
                        UnivariateEVD dist)
        Create an instance with the MA coefficients, and a GEV distribution for generating innovations.
        Parameters:
        MA - the MA coefficients \(\theta_i\)
        dist - the GEV distribution