public class ExtremalIndexByFerroSeegers extends Object implements ExtremalIndexEstimation
evd::exi
.Constructor and Description |
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ExtremalIndexByFerroSeegers(double threshold)
Create an instance with the given threshold.
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Modifier and Type | Method and Description |
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double |
value(double[] observations)
Estimate the extremal index with the given observations from a distribution.
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public ExtremalIndexByFerroSeegers(double threshold)
threshold
- the thresholdpublic double value(double[] observations)
ExtremalIndexEstimation
value
in interface ExtremalIndexEstimation
observations
- the observationsCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.