public class PeaksOverThreshold extends Object implements MaximumLikelihoodFitting
evd::fpot
.Constructor and Description |
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PeaksOverThreshold(double threshold)
Create an instance for POT method with a given threshold.
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Modifier and Type | Method and Description |
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EstimateByLogLikelihood |
fit(double[] observations)
Fits the observations to a generalized Pareto distribution (GPD).
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public PeaksOverThreshold(double threshold)
threshold
- the thresholdpublic EstimateByLogLikelihood fit(double[] observations) throws Exception
fit
in interface MaximumLikelihoodFitting
observations
- the observationsException
- if the optimization module failed to find parameters by MLECopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.