Package dev.nm.stat.evt.function

Class Summary Class Description ReturnLevel Given a GEV distribution of a random variable \(X\), the return level \(\eta\) is the value that is expected to be exceeded on average once every interval of time \(T\), with a probability of \(1 / T\).ReturnPeriod 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 \(\eta\).