Package | Description |
---|---|
dev.nm.stat.evt.evd.bivariate | |
dev.nm.stat.evt.markovchain |
Modifier and Type | Class and Description |
---|---|
class |
AbstractBivariateEVD |
class |
BivariateEVDAsymmetricLogistic
The bivariate asymmetric logistic model.
|
class |
BivariateEVDAsymmetricMixed
The asymmetric mixed model.
|
class |
BivariateEVDAsymmetricNegativeLogistic
The bivariate asymmetric negative logistic model.
|
class |
BivariateEVDBilogistic
The bilogistic model.
|
class |
BivariateEVDColesTawn
The Coles-Tawn model.
|
class |
BivariateEVDHuslerReiss
The Husler-Reiss model.
|
class |
BivariateEVDLogistic
The bivariate logistic model.
|
class |
BivariateEVDNegativeBilogistic
The negative bilogistic model.
|
class |
BivariateEVDNegativeLogistic
The bivariate negative logistic model.
|
Constructor and Description |
---|
ExtremeValueMC(BivariateEVD bevd,
ExtremeValueMC.MarginalDistributionType marginalType)
Create an instance with a given bivariate distribution that defines the dependence structure
between two consecutive simulated values, and uses
UniformRNG for random number
generation. |
ExtremeValueMC(BivariateEVD bivariate,
ExtremeValueMC.MarginalDistributionType marginalType,
RandomNumberGenerator uniformRng)
Create an instance with a given bivariate distribution that defines the dependence structure
between two consecutive simulated values, and a uniform random number generator.
|
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