| Package | Description |
|---|---|
| com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting | |
| com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.pot |
| Modifier and Type | Class and Description |
|---|---|
class |
GEVFittingByMaximumLikelihood
Estimate the
GeneralizedEVD parameter from the observations by
maximum likelihood approach. |
| Modifier and Type | Class and Description |
|---|---|
class |
PeaksOverThreshold
Peaks Over Threshold (POT) method estimates the parameters for generalized Pareto distribution
(GPD) using maximum likelihood on the observations that are over a given threshold.
|
class |
PeaksOverThresholdOnClusters
Similar to
POT, but only use the peak observations in clusters for the
parametric estimation. |
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