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)
ExtremalIndexEstimationvalue in interface ExtremalIndexEstimationobservations - the observationsCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.