net.finmath.timeseries.models.parametric

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethodsMissedClasses
Total6,888 of 6,8880%118 of 1180%1791799939931201202121
DisplacedLognormalARMAGARCH1,0770%120%1919141141131311
DisplacedLognormalGJRGARCH1,0720%180%2222141141131311
ARMAGARCH1,0610%300%2727156156121211
DisplacedLognormal9500%220%2323142142121211
DisplacedLognormalGARCH9210%180%2222142142131311
GARCH6620%100%1515105105101011
SimpleHistroricalSimulation2690%80%111149497711
DisplacedLognormal.new MultivariateFunction() {...}1430%n/a2217172211
DisplacedLognormalGARCH.new MultivariateFunction() {...}1430%n/a2217172211
GARCH.new MultivariateFunction() {...}980%n/a2213132211
DisplacedLognormalARMAGARCH.new MultivariateFunction() {...}910%n/a2214142211
ARMAGARCH.new MultivariateFunction() {...}910%n/a2214142211
DisplacedLognormalGJRGARCH.new MultivariateFunction() {...}910%n/a2214142211
ARMAGARCH.new CMAESOptimizer() {...}380%n/a66666611
DisplacedLognormalGJRGARCH.new CMAESOptimizer() {...}380%n/a66666611
DisplacedLognormalARMAGARCH.new CMAESOptimizer() {...}380%n/a66666611
DisplacedLognormalGARCH.new LevenbergMarquardt() {...}210%n/a22332211
GARCH.new LevenbergMarquardt() {...}210%n/a22332211
ARMAGARCH.new LevenbergMarquardt() {...}210%n/a22332211
DisplacedLognormalGJRGARCH.new LevenbergMarquardt() {...}210%n/a22332211
DisplacedLognormalARMAGARCH.new LevenbergMarquardt() {...}210%n/a22332211