Type Alias RivalMode

Another optimum of the as-of likelihood, with what it would have answered.

type RivalMode = {
    conditionalVariance: number[];
    forecast: number[];
    logLikelihood: number;
    params: GarchParams;
    persistence: number;
}

Index

Properties

conditionalVariance forecast logLikelihood params persistence

Properties

`Readonly`conditionalVariance

conditionalVariance: number[]

`Readonly`forecast

forecast: number[]

`Readonly`logLikelihood

logLikelihood: number

`Readonly`params

params: GarchParams

`Readonly`persistence

persistence: number