Uses of Record Class
com.quantfinlib.microstructure.OrnsteinUhlenbeck.Params

Packages that use OrnsteinUhlenbeck.Params

Package	Description
com.quantfinlib.microstructure	Market microstructure analytics: impact, liquidity, order-flow signals and intraday curves.

Uses of OrnsteinUhlenbeck.Params in com.quantfinlib.microstructure

Methods in com.quantfinlib.microstructure that return OrnsteinUhlenbeck.Params

Modifier and Type	Method	Description
static OrnsteinUhlenbeck.Params	OrnsteinUhlenbeck.fit(double[] series, double dt)	Fits OU to a series sampled every dt time units (e.g. dt = 1.0/252 for daily samples in years).