| Package | Description |
|---|---|
| com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting | |
| com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.pot |
| Modifier and Type | Method and Description |
|---|---|
EstimateByLogLikelihood |
GEVFittingByMaximumLikelihood.fit(double[] observations)
Find the best-fit GEV parameters (location, scale, shape) by minimizing the negative
log-likelihood.
|
EstimateByLogLikelihood |
MaximumLikelihoodFitting.fit(double[] observations)
Fit the model with the given observations.
|
| Modifier and Type | Method and Description |
|---|---|
EstimateByLogLikelihood |
PeaksOverThresholdOnClusters.fit(double[] observations) |
EstimateByLogLikelihood |
PeaksOverThreshold.fit(double[] observations)
Fits the observations to a generalized Pareto distribution (GPD).
|
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