Package dev.nm.stat.evt.evd.univariate
Class FrechetDistribution
- java.lang.Object
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- dev.nm.stat.evt.evd.univariate.GeneralizedEVD
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- dev.nm.stat.evt.evd.univariate.FrechetDistribution
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- All Implemented Interfaces:
ProbabilityDistribution
,UnivariateEVD
public class FrechetDistribution extends GeneralizedEVD
The Fréchet distribution is a special case (Type II) of the generalized extreme value distribution, with \(\xi>0\). The cumulative distribution function is \[ F(x;\mu,\sigma,\xi)= \begin{cases} 0 & x\leq \mu \\ e^{-((x-\mu)/\sigma)^{-\alpha}} & x>\mu. \end{cases} \] The R equivalent functions areevd::dfrechet
,evd::pfrechet
,evd::qfrechet
,evd::rfrechet
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Constructor Summary
Constructors Constructor Description FrechetDistribution()
Create an instance with the default parameter values: location \(\mu=0\), scale \(\sigma=1\), shape \(\alpha=1\).FrechetDistribution(double location, double scale, double shape)
Create an instance with the given parameter values.
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Method Summary
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Methods inherited from class dev.nm.stat.evt.evd.univariate.GeneralizedEVD
cdf, density, entropy, getLocation, getScale, getShape, kurtosis, logDensity, marginalInverseTransform, marginalTransform, mean, median, moment, quantile, skew, variance
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Constructor Detail
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FrechetDistribution
public FrechetDistribution()
Create an instance with the default parameter values: location \(\mu=0\), scale \(\sigma=1\), shape \(\alpha=1\).
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FrechetDistribution
public FrechetDistribution(double location, double scale, double shape)
Create an instance with the given parameter values.- Parameters:
location
- the location parameter \(\mu\)scale
- the scale parameter \(\sigma\)shape
- the shape parameter \(\alpha\)
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