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
MaximumLikelihoodFittingfit in interface MaximumLikelihoodFittingobservations - the observations for fittingException - when an error has occurred during fitting processCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.