Package dev.nm.stat.evt.timeseries
Class MMAModel
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- dev.nm.stat.evt.timeseries.MARMAModel
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- dev.nm.stat.evt.timeseries.MMAModel
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public class MMAModel extends MARMAModel
This is equivalent to MARMA(0, q). The R equivalent function isevd::mma
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Constructor Summary
Constructors Constructor Description MMAModel(double[] MA)
Create an instance with the MA coefficients, usingFrechetDistribution
as the GEV distribution.MMAModel(double[] MA, UnivariateEVD dist)
Create an instance with the MA coefficients, and a GEV distribution for generating innovations.
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Constructor Detail
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MMAModel
public MMAModel(double[] MA)
Create an instance with the MA coefficients, usingFrechetDistribution
as the GEV distribution.- Parameters:
MA
- the MA coefficients \(\theta_i\)
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MMAModel
public MMAModel(double[] MA, UnivariateEVD dist)
Create an instance with the MA coefficients, and a GEV distribution for generating innovations.- Parameters:
MA
- the MA coefficients \(\theta_i\)dist
- the GEV distribution
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