Uses of Record Class
com.quantfinlib.volatility.HarRv.Params

Packages that use HarRv.Params

Package	Description
com.quantfinlib.volatility	Volatility models: EWMA, GARCH-family, HAR-RV, a model-free volatility index and a systematic/idiosyncratic decomposition.

Uses of HarRv.Params in com.quantfinlib.volatility

Methods in com.quantfinlib.volatility that return HarRv.Params

Modifier and Type	Method	Description
static HarRv.Params	HarRv.fit(double[] realizedVariance)	Fits by OLS.
HarRv.Params	HarRv.Fit.params()	params.

Methods in com.quantfinlib.volatility with parameters of type HarRv.Params

Modifier and Type	Method	Description
static double	HarRv.forecast(double[] realizedVariance, HarRv.Params p)	One-step-ahead RV forecast from the series' most recent day/week/ month, floored at zero.

Constructors in com.quantfinlib.volatility with parameters of type HarRv.Params

Modifier	Constructor	Description
	Fit(HarRv.Params params, double[] hacStandardErrors, double residualVariance, int observations, boolean logModel)	Creates the value; array and collection arguments are copied.