IMSGARCHParameter.InitDispersion

Fore Syntax

InitDispersion: Double;

Fore.NET Syntax

InitDispersion: double;

Description

The InitDispersion property determines variance for generation.

Comments

To autoselect parameters, use the ISmMarkovSwitchingGARCH.UseDefaultInitDistribution property.

Fore and Fore.NET Examples

The property use is given in the example for ISmMarkovSwitchingGARCH.MCMCParameters.

See also:

IMSGARCHParameter