public class GEVFittingByMaximumLikelihood extends Object implements MaximumLikelihoodFitting
GeneralizedEVD parameter from the observations by
maximum likelihood approach.
The R equivalent function is evd::fgev.| Constructor and Description |
|---|
GEVFittingByMaximumLikelihood() |
| Modifier and Type | Method and Description |
|---|---|
EstimateByLogLikelihood |
fit(double[] observations)
Find the best-fit GEV parameters (location, scale, shape) by minimizing the negative
log-likelihood.
|
public EstimateByLogLikelihood fit(double[] observations) throws Exception
fit in interface MaximumLikelihoodFittingobservations - the observationsException - when the optimizer failed to find the minimizerCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.