Class PeaksOverThresholdOnClusters
- java.lang.Object
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- dev.nm.stat.evt.evd.univariate.fitting.pot.PeaksOverThresholdOnClusters
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- All Implemented Interfaces:
MaximumLikelihoodFitting
public class PeaksOverThresholdOnClusters extends Object implements MaximumLikelihoodFitting
Similar toPOT, but only use the peak observations in clusters for the parametric estimation. Peaks are defined as the maxima in the clusters found byClusterAnalyzer. The R equivalent functions areevd::fpotwithcmax=TRUE.
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Constructor Summary
Constructors Constructor Description PeaksOverThresholdOnClusters(ClusterAnalyzer clusterAnalyzer)Create an instance with aClusterAnalyzerwhich is used to find clusters from observations.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description EstimateByLogLikelihoodfit(double[] observations)Fit the model with the given observations.
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Constructor Detail
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PeaksOverThresholdOnClusters
public PeaksOverThresholdOnClusters(ClusterAnalyzer clusterAnalyzer)
Create an instance with aClusterAnalyzerwhich is used to find clusters from observations.- Parameters:
clusterAnalyzer- the cluster analyzer
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Method Detail
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fit
public EstimateByLogLikelihood fit(double[] observations) throws Exception
Description copied from interface:MaximumLikelihoodFittingFit the model with the given observations.- Specified by:
fitin interfaceMaximumLikelihoodFitting- Parameters:
observations- the observations for fitting- Returns:
- the fitted parameters of the model
- Throws:
Exception- when an error has occurred during fitting process
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