Enum Class Innovation

java.lang.Object

java.lang.Enum<Innovation>

com.quantfinlib.volatility.Innovation

All Implemented Interfaces:

Serializable, Comparable<Innovation>, Constable

public enum Innovation
extends Enum<Innovation>

Distribution of the standardised innovation z_t = r_t / √h_t in the GARCH-family likelihoods.

Nested Class Summary

Nested classes/interfaces inherited from class Enum

Enum.EnumDesc<E>

Enum Constant Summary

Enum Constants

Enum Constant	Description
GAUSSIAN	Standard normal.
STUDENT_T	Student-t rescaled to unit variance, with ν > 2 degrees of freedom estimated with the other parameters (Bollerslev 1987, Rev.

Method Summary

Modifier and Type	Method	Description
static Innovation	valueOf(String name)	Returns the enum constant of this class with the specified name.
static Innovation[]	values()	Returns an array containing the constants of this enum class, in the order they are declared.

Methods inherited from class Enum

clone, compareTo, describeConstable, equals, finalize, getDeclaringClass, hashCode, name, ordinal, toString, valueOf

Methods inherited from class Object

getClass, notify, notifyAll, wait, wait, wait

Enum Constant Details

GAUSSIAN

public static final Innovation GAUSSIAN

Standard normal.

STUDENT_T

public static final Innovation STUDENT_T

Student-t rescaled to unit variance, with ν > 2 degrees of freedom estimated with the other parameters (Bollerslev 1987, Rev. Econ. Stat. 69, 542-547).

Method Details

values

public static Innovation[] values()

Returns an array containing the constants of this enum class, in the order they are declared.

Returns:

an array containing the constants of this enum class, in the order they are declared

valueOf

public static Innovation valueOf(String name)

Returns the enum constant of this class with the specified name. The string must match exactly an identifier used to declare an enum constant in this class. (Extraneous whitespace characters are not permitted.)

Parameters:

name - the name of the enum constant to be returned.

Returns:

the enum constant with the specified name

Throws:

IllegalArgumentException - if this enum class has no constant with the specified name

NullPointerException - if the argument is null