Package dev.nm.stat.evt.function

Class ReturnPeriod

java.lang.Object
dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction
dev.nm.stat.evt.function.ReturnPeriod
All Implemented Interfaces:
Function<Vector,Double>, RealScalarFunction, UnivariateRealFunction
public class ReturnPeriod extends AbstractUnivariateRealFunction
The return period \(R\) of a level \(\eta\) for a random variable \(X\) is the mean number of trials that must be done for \(X\) to exceed \(\eta\). It is defined as \[ R = \frac{1}{P(X > \eta)} = \frac{1}{1 - F_X(\eta)}. \]

  • Constructor Details

    • ReturnPeriod

      public ReturnPeriod(UnivariateEVD evd)
      Construct the return period function for a given univariate extreme value distribution.
      Parameters:
      evd - the univariate extreme value distribution

    • ReturnPeriod

      public ReturnPeriod(UnivariateRealFunction cdfFunction)
      Construct the return period function with the cumulative distribution function of a univariate extreme value distribution. This is suitable when only the cdf is known.
      Parameters:
      cdfFunction - the cdf of the univariate extreme value distribution

  • Method Details

    • evaluate

      public double evaluate(double x)
      Description copied from interface: UnivariateRealFunction
      Evaluate y = f(x).
      Parameters:
      x - x
      Returns:
      f(x)