Package dev.nm.stat.evt.function
Class ReturnPeriod
- java.lang.Object
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- dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
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- dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction
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- dev.nm.stat.evt.function.ReturnPeriod
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- All Implemented Interfaces:
Function<Vector,Double>
,RealScalarFunction
,UnivariateRealFunction
public class ReturnPeriod extends AbstractUnivariateRealFunction
The return period \(R\) of a level \(\eta\) for a random variable \(X\) is the mean number of trials that must be done for \(X\) to exceed \(\eta\). It is defined as \[ R = \frac{1}{P(X > \eta)} = \frac{1}{1 - F_X(\eta)}. \]
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Nested Class Summary
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Nested classes/interfaces inherited from interface dev.nm.analysis.function.Function
Function.EvaluationException
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Constructor Summary
Constructors Constructor Description ReturnPeriod(UnivariateRealFunction cdfFunction)
Construct the return period function with the cumulative distribution function of a univariate extreme value distribution.ReturnPeriod(UnivariateEVD evd)
Construct the return period function for a given univariate extreme value distribution.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
evaluate(double x)
Evaluate y = f(x).-
Methods inherited from class dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction
evaluate
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Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
dimensionOfDomain, dimensionOfRange
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface dev.nm.analysis.function.Function
dimensionOfDomain, dimensionOfRange
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Constructor Detail
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ReturnPeriod
public ReturnPeriod(UnivariateEVD evd)
Construct the return period function for a given univariate extreme value distribution.- Parameters:
evd
- the univariate extreme value distribution
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ReturnPeriod
public ReturnPeriod(UnivariateRealFunction cdfFunction)
Construct the return period function with the cumulative distribution function of a univariate extreme value distribution. This is suitable when only the cdf is known.- Parameters:
cdfFunction
- the cdf of the univariate extreme value distribution
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Method Detail
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evaluate
public double evaluate(double x)
Description copied from interface:UnivariateRealFunction
Evaluate y = f(x).- Parameters:
x
- x- Returns:
- f(x)
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