Package dev.nm.stat.evt.evd.univariate.fitting
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Interface Summary Interface Description MaximumLikelihoodFitting This interface defines model fitting by maximum likelihood algorithm. -
Class Summary Class Description ConfidenceInterval This class stores information for a list of confidence intervals, with the same confidence level.EstimateByLogLikelihood Result from maximum likelihood fitting algorithm, which contains: the log-likelihood function, the fitted parameters for the target model, the variance-covariance matrix, the standard errors, the confidence intervals.GEVFittingByMaximumLikelihood Estimate theGeneralizedEVD
parameter from the observations by maximum likelihood approach.