Class GEVFittingByMaximumLikelihood
- java.lang.Object
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- dev.nm.stat.evt.evd.univariate.fitting.GEVFittingByMaximumLikelihood
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- All Implemented Interfaces:
MaximumLikelihoodFitting
public class GEVFittingByMaximumLikelihood extends Object implements MaximumLikelihoodFitting
Estimate theGeneralizedEVD
parameter from the observations by maximum likelihood approach. The R equivalent function isevd::fgev
.
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Constructor Summary
Constructors Constructor Description GEVFittingByMaximumLikelihood()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description EstimateByLogLikelihood
fit(double[] observations)
Find the best-fit GEV parameters (location, scale, shape) by minimizing the negative log-likelihood.
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Method Detail
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fit
public EstimateByLogLikelihood fit(double[] observations) throws Exception
Find the best-fit GEV parameters (location, scale, shape) by minimizing the negative log-likelihood.- Specified by:
fit
in interfaceMaximumLikelihoodFitting
- Parameters:
observations
- the observations- Returns:
- the fitted parameters for GEV distribution
- Throws:
Exception
- when the optimizer failed to find the minimizer
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