public class PeaksOverThresholdOnClusters extends Object implements MaximumLikelihoodFitting
POT
, but only use the peak observations in clusters for the
parametric estimation. Peaks are defined as the maxima in the clusters found by
ClusterAnalyzer
.
The R equivalent functions are evd::fpot
with cmax=TRUE
.Constructor and Description |
---|
PeaksOverThresholdOnClusters(ClusterAnalyzer clusterAnalyzer)
Create an instance with a
ClusterAnalyzer which is used to find clusters from
observations. |
Modifier and Type | Method and Description |
---|---|
EstimateByLogLikelihood |
fit(double[] observations)
Fit the model with the given observations.
|
public PeaksOverThresholdOnClusters(ClusterAnalyzer clusterAnalyzer)
ClusterAnalyzer
which is used to find clusters from
observations.clusterAnalyzer
- the cluster analyzerpublic EstimateByLogLikelihood fit(double[] observations) throws Exception
MaximumLikelihoodFitting
fit
in interface MaximumLikelihoodFitting
observations
- the observations for fittingException
- when an error has occurred during fitting processCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.