Class ACERReturnLevel

  • All Implemented Interfaces:
    Function<Vector,​Double>, RealScalarFunction, UnivariateRealFunction

    public class ACERReturnLevel
    extends ReturnLevel
    Given an ACER function, compute the return level \(\eta\) for a given return period \(R\). \(\epsilon_k(\eta)\) can be computed as the inverse of this equation: \[ R = \frac{1}{Pr(X > \eta)} = \frac{1}{1 - \exp(-\epsilon_k(\eta) N)} \] and the corresponding return level \(\eta\) can be found by the inverse of the ACER function.
    • Constructor Detail

      • ACERReturnLevel

        public ACERReturnLevel​(ACERFunction.ACERParameter parameter,
                               double N)
        Create an instance with the (estimated) ACER function parameter and the total number of events.
        Parameters:
        parameter - the parameter for the ACER function
        N - the total number of events per time period