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GARCHModel gradient method's return may error #182

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endymecy opened this issue Dec 22, 2016 · 1 comment
Open

GARCHModel gradient method's return may error #182

endymecy opened this issue Dec 22, 2016 · 1 comment

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@endymecy
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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 )

@sryza
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sryza commented Dec 23, 2016

Thanks for catching this, I think you're correct. Would you like to submit a pull request for it? If not, I can make the fix myself.

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