Package tech.nmfin.trend.dai2011
Class Dai2011HMM.CalibrationParam
- java.lang.Object
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- tech.nmfin.trend.dai2011.Dai2011HMM.ModelParam
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- tech.nmfin.trend.dai2011.Dai2011HMM.CalibrationParam
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- Enclosing class:
- Dai2011HMM
public static class Dai2011HMM.CalibrationParam extends Dai2011HMM.ModelParam
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Field Summary
Fields Modifier and Type Field Description double
avg_duration1
double
avg_duration2
double
drift1
double
drift2
double
var
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Constructor Summary
Constructors Constructor Description CalibrationParam(double drift1, double drift2, double avg_duration1, double avg_duration2, double var, double dt)
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