Class ACERReturnLevel
- 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.ReturnLevel
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- dev.nm.stat.evt.evd.univariate.fitting.acer.ACERReturnLevel
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- All Implemented Interfaces:
Function<Vector,Double>
,RealScalarFunction
,UnivariateRealFunction
public class ACERReturnLevel extends ReturnLevel
Given an ACER function, compute the return level \(\eta\) for a given return period \(R\). \(\epsilon_k(\eta)\) can be computed as the inverse of this equation: \[ R = \frac{1}{Pr(X > \eta)} = \frac{1}{1 - \exp(-\epsilon_k(\eta) N)} \] and the corresponding return level \(\eta\) can be found by the inverse of the ACER function.
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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 ACERReturnLevel(ACERFunction.ACERParameter parameter, double N)
Create an instance with the (estimated) ACER function parameter and the total number of events.
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Method Summary
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Methods inherited from class dev.nm.stat.evt.function.ReturnLevel
evaluate
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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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ACERReturnLevel
public ACERReturnLevel(ACERFunction.ACERParameter parameter, double N)
Create an instance with the (estimated) ACER function parameter and the total number of events.- Parameters:
parameter
- the parameter for the ACER functionN
- the total number of events per time period
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