Class PeaksOverThresholdOnClusters
- java.lang.Object
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- dev.nm.stat.evt.evd.univariate.fitting.pot.PeaksOverThresholdOnClusters
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- All Implemented Interfaces:
MaximumLikelihoodFitting
public class PeaksOverThresholdOnClusters extends Object implements MaximumLikelihoodFitting
Similar toPOT
, but only use the peak observations in clusters for the parametric estimation. Peaks are defined as the maxima in the clusters found byClusterAnalyzer
. The R equivalent functions areevd::fpot
withcmax=TRUE
.
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Constructor Summary
Constructors Constructor Description PeaksOverThresholdOnClusters(ClusterAnalyzer clusterAnalyzer)
Create an instance with aClusterAnalyzer
which is used to find clusters from observations.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description EstimateByLogLikelihood
fit(double[] observations)
Fit the model with the given observations.
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Constructor Detail
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PeaksOverThresholdOnClusters
public PeaksOverThresholdOnClusters(ClusterAnalyzer clusterAnalyzer)
Create an instance with aClusterAnalyzer
which is used to find clusters from observations.- Parameters:
clusterAnalyzer
- the cluster analyzer
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Method Detail
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fit
public EstimateByLogLikelihood fit(double[] observations) throws Exception
Description copied from interface:MaximumLikelihoodFitting
Fit the model with the given observations.- Specified by:
fit
in interfaceMaximumLikelihoodFitting
- Parameters:
observations
- the observations for fitting- Returns:
- the fitted parameters of the model
- Throws:
Exception
- when an error has occurred during fitting process
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