Package com.numericalmethod.suanshu.stats.evt.markovchain

Class Summary

Class	Description
ExtremeValueMC	Simulation of first order extreme value Markov chains such that each pair of consecutive values has the dependence structure of given bivariate extreme value distributions.

Enum Summary

Enum	Description
ExtremeValueMC.MarginalDistributionType	Types of marginal distribution of each simulated value.