Class GEVFittingByMaximumLikelihood

    • Constructor Detail

      • GEVFittingByMaximumLikelihood

        public GEVFittingByMaximumLikelihood()
    • Method Detail

      • fit

        public EstimateByLogLikelihood fit​(double[] observations)
                                    throws Exception
        Find the best-fit GEV parameters (location, scale, shape) by minimizing the negative log-likelihood.
        Specified by:
        fit in interface MaximumLikelihoodFitting
        Parameters:
        observations - the observations
        Returns:
        the fitted parameters for GEV distribution
        Throws:
        Exception - when the optimizer failed to find the minimizer