Package | Description |
---|---|
dev.nm.stat.evt.evd.bivariate | |
dev.nm.stat.evt.evd.univariate |
Modifier and Type | Method and Description |
---|---|
GeneralizedEVD |
BivariateEVDLogistic.getMarginal1() |
GeneralizedEVD |
BivariateEVDLogistic.getMarginal2() |
Constructor and Description |
---|
BivariateEVDAsymmetricLogistic(double dependence,
double asymmetry1,
double asymmetry2,
GeneralizedEVD marginal) |
BivariateEVDAsymmetricLogistic(double dependence,
double asymmetry1,
double asymmetry2,
GeneralizedEVD marginal1,
GeneralizedEVD marginal2) |
BivariateEVDAsymmetricMixed(double alpha,
double beta,
GeneralizedEVD marginal) |
BivariateEVDAsymmetricMixed(double alpha,
double beta,
GeneralizedEVD marginal1,
GeneralizedEVD marginal2) |
BivariateEVDAsymmetricNegativeLogistic(double dependence,
double asymmetry1,
double asymmetry2,
GeneralizedEVD marginal) |
BivariateEVDAsymmetricNegativeLogistic(double dependence,
double asymmetry1,
double asymmetry2,
GeneralizedEVD marginal1,
GeneralizedEVD marginal2) |
BivariateEVDBilogistic(double alpha,
double beta,
GeneralizedEVD marginal) |
BivariateEVDBilogistic(double alpha,
double beta,
GeneralizedEVD marginal1,
GeneralizedEVD marginal2) |
BivariateEVDColesTawn(double alpha,
double beta,
GeneralizedEVD marginal) |
BivariateEVDColesTawn(double alpha,
double beta,
GeneralizedEVD marginal1,
GeneralizedEVD marginal2) |
BivariateEVDHuslerReiss(double dependence,
GeneralizedEVD marginal) |
BivariateEVDHuslerReiss(double dependence,
GeneralizedEVD marginal1,
GeneralizedEVD marginal2) |
BivariateEVDLogistic(double dependence,
GeneralizedEVD marginal) |
BivariateEVDLogistic(double dependence,
GeneralizedEVD marginal1,
GeneralizedEVD marginal2) |
BivariateEVDNegativeBilogistic(double alpha,
double beta,
GeneralizedEVD marginal) |
BivariateEVDNegativeBilogistic(double alpha,
double beta,
GeneralizedEVD marginal1,
GeneralizedEVD marginal2) |
BivariateEVDNegativeLogistic(double dependence,
GeneralizedEVD marginal) |
BivariateEVDNegativeLogistic(double dependence,
GeneralizedEVD marginal1,
GeneralizedEVD marginal2) |
Modifier and Type | Class and Description |
---|---|
class |
FrechetDistribution
The Fréchet distribution is a special case (Type II) of the generalized extreme value
distribution, with \(\xi>0\).
|
class |
GumbelDistribution
The Gumbel distribution is a special case (Type I) of the generalized extreme value distribution,
with \(\xi=0\).
|
class |
ReversedWeibullDistribution
The Reversed Weibull distribution is a special case (Type III) of the generalized extreme value
distribution, with \(\xi<0\).
|
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