Interface | Description |
---|---|
MaximumLikelihoodFitting |
This interface defines model fitting by maximum likelihood algorithm.
|
Class | Description |
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ConfidenceInterval |
This class stores information for a list of confidence intervals, with the same confidence level.
|
EstimateByLogLikelihood |
Result from maximum likelihood fitting algorithm, which contains:
the log-likelihood function,
the fitted parameters for the target model,
the variance-covariance matrix,
the standard errors,
the confidence intervals.
|
GEVFittingByMaximumLikelihood |
Estimate the
GeneralizedEVD parameter from the observations by
maximum likelihood approach. |
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