Package | Description |
---|---|
dev.nm.stat.evt.evd.univariate.fitting | |
dev.nm.stat.evt.evd.univariate.fitting.pot |
Modifier and Type | Class and Description |
---|---|
class |
GEVFittingByMaximumLikelihood
Estimate the
GeneralizedEVD parameter from the observations by
maximum likelihood approach. |
Modifier and Type | Class and Description |
---|---|
class |
PeaksOverThreshold
Peaks Over Threshold (POT) method estimates the parameters for generalized Pareto distribution
(GPD) using maximum likelihood on the observations that are over a given threshold.
|
class |
PeaksOverThresholdOnClusters
Similar to
POT , but only use the peak observations in clusters for the
parametric estimation. |
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.