koala
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koala
GARCHModel's gradient method return Array(alphaGradient * .5, betaGradient * .5, omegaGradient * .5). I think the return should be Array(omegaGradient * .5, alphaGradient * .5, betaGradient * .5 )
koala
GARCHModel's gradient method return Array(alphaGradient * .5, betaGradient * .5, omegaGradient * .5). I think the return should be Array(omegaGradient * .5, alphaGradient * .5, betaGradient * .5 )