Uses of Interface
dev.nm.stat.evt.evd.univariate.UnivariateEVD
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Packages that use UnivariateEVD Package Description dev.nm.stat.evt.evd.univariate dev.nm.stat.evt.evd.univariate.rng dev.nm.stat.evt.function dev.nm.stat.evt.timeseries -
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Uses of UnivariateEVD in dev.nm.stat.evt.evd.univariate
Classes in dev.nm.stat.evt.evd.univariate that implement UnivariateEVD Modifier and Type Class Description class
FrechetDistribution
The Fréchet distribution is a special case (Type II) of the generalized extreme value distribution, with \(\xi>0\).class
GeneralizedEVD
Generalized extreme value (GEV) distribution is a family of continuous probability distributions developed within extreme value theory to combine the Gumbel, Fréchet and Weibull families also known as type I, II and III extreme value distributions.class
GeneralizedParetoDistribution
Generalized Pareto distribution (GPD) is used for modeling exceedances over (or shortfalls below) a threshold.class
GumbelDistribution
The Gumbel distribution is a special case (Type I) of the generalized extreme value distribution, with \(\xi=0\).class
MaximaDistribution
The distribution of \(M\), where \(M=\max(x_1,x_2,...,x_n)\) and \(x_i\)'s are iid samples drawn from of a random variable \(X\) with cdf \(F(x)\).class
MinimaDistribution
The distribution of \(M\), where \(M=\min(x_1,x_2,...,x_n)\) and \(x_i\)'s are iid samples drawn from of a random variable \(X\) with cdf \(F(x)\).class
OrderStatisticsDistribution
The asymptotic nondegenerate distributions of the r-th smallest (largest) order statistic.class
ReversedWeibullDistribution
The Reversed Weibull distribution is a special case (Type III) of the generalized extreme value distribution, with \(\xi<0\). -
Uses of UnivariateEVD in dev.nm.stat.evt.evd.univariate.rng
Constructors in dev.nm.stat.evt.evd.univariate.rng with parameters of type UnivariateEVD Constructor Description InverseTransformSamplingEVDRNG(UnivariateEVD dist)
Create an instance with the given extreme value distribution.InverseTransformSamplingEVDRNG(UnivariateEVD dist, long... seeds)
Create an instance with the given extreme value distribution and seeds for this random number generator. -
Uses of UnivariateEVD in dev.nm.stat.evt.function
Constructors in dev.nm.stat.evt.function with parameters of type UnivariateEVD Constructor Description ReturnLevel(UnivariateEVD evd)
Construct the return level function for a given univariate extreme value distribution.ReturnPeriod(UnivariateEVD evd)
Construct the return period function for a given univariate extreme value distribution. -
Uses of UnivariateEVD in dev.nm.stat.evt.timeseries
Methods in dev.nm.stat.evt.timeseries that return UnivariateEVD Modifier and Type Method Description UnivariateEVD
MARMAModel. getDistribution()
Get the univariate extreme value distribution for generating innovations.Constructors in dev.nm.stat.evt.timeseries with parameters of type UnivariateEVD Constructor Description MARMAModel(double[] AR, double[] MA, UnivariateEVD dist)
Create an instance with the AR and MA coefficients, and a GEV distribution for generating innovations.MARMAModel(UnivariateEVD dist)
Create an instance with a given GEV distribution for generating innovations.MARModel(double[] AR, UnivariateEVD dist)
Create an instance with the AR coefficients, and a GEV distribution for generating innovations.MMAModel(double[] MA, UnivariateEVD dist)
Create an instance with the MA coefficients, and a GEV distribution for generating innovations.
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