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 |
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GEVFittingByMaximumLikelihood() |
Modifier and Type | Method and Description |
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EstimateByLogLikelihood |
fit(double[] observations)
Find the best-fit GEV parameters (location, scale, shape) by minimizing the negative
log-likelihood.
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public EstimateByLogLikelihood fit(double[] observations) throws Exception
fit
in interface MaximumLikelihoodFitting
observations
- the observationsException
- when the optimizer failed to find the minimizerCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.