Class PeaksOverThresholdOnClusters

  • All Implemented Interfaces:
    MaximumLikelihoodFitting

    public class PeaksOverThresholdOnClusters
    extends Object
    implements MaximumLikelihoodFitting
    Similar to POT, but only use the peak observations in clusters for the parametric estimation. Peaks are defined as the maxima in the clusters found by ClusterAnalyzer.

    The R equivalent functions are evd::fpot with cmax=TRUE.

    • Constructor Detail

      • PeaksOverThresholdOnClusters

        public PeaksOverThresholdOnClusters​(ClusterAnalyzer clusterAnalyzer)
        Create an instance with a ClusterAnalyzer which is used to find clusters from observations.
        Parameters:
        clusterAnalyzer - the cluster analyzer