Package dev.nm.stat.evt.exi
Class ExtremalIndexByClusterSizeReciprocal
- java.lang.Object
-
- dev.nm.stat.evt.exi.ExtremalIndexByClusterSizeReciprocal
-
- All Implemented Interfaces:
ExtremalIndexEstimation
public class ExtremalIndexByClusterSizeReciprocal extends Object implements ExtremalIndexEstimation
This class estimates the extremal index by the reciprocal of the average cluster size.- See Also:
ClusterAnalyzer
-
-
Constructor Summary
Constructors Constructor Description ExtremalIndexByClusterSizeReciprocal(double threshold)ExtremalIndexByClusterSizeReciprocal(double threshold, int intervalLength)Create an instance with the given threshold and clustering interval length.
-
Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description doublevalue(double[] observations)Estimate the extremal index with the given observations from a distribution.
-
-
-
Constructor Detail
-
ExtremalIndexByClusterSizeReciprocal
public ExtremalIndexByClusterSizeReciprocal(double threshold)
-
ExtremalIndexByClusterSizeReciprocal
public ExtremalIndexByClusterSizeReciprocal(double threshold, int intervalLength)Create an instance with the given threshold and clustering interval length.- Parameters:
threshold- the threshold valueintervalLength- the clustering interval length
-
-
Method Detail
-
value
public double value(double[] observations)
Description copied from interface:ExtremalIndexEstimationEstimate the extremal index with the given observations from a distribution.- Specified by:
valuein interfaceExtremalIndexEstimation- Parameters:
observations- the observations- Returns:
- the estimated extremal index \(\theta\)
-
-