IMSGARCHParameter.InitDispersion

Syntax

InitDispersion: Double;

Description

The InitDispersion property determines variance for generation.

Comments

To autoselect parameters, use the ISmMarkovSwitchingGARCH.UseDefaultInitDistribution property.

Example

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

See also:

IMSGARCHParameter