Class GeneralizedExtremeValueLMMEstimator
- java.lang.Object
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- elki.math.statistics.distribution.estimator.GeneralizedExtremeValueLMMEstimator
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- All Implemented Interfaces:
DistributionEstimator<GeneralizedExtremeValueDistribution>
,LMMDistributionEstimator<GeneralizedExtremeValueDistribution>
@Reference(authors="J. R. M. Hosking, J. R. Wallis, E. F. Wood", title="Estimation of the generalized extreme-value distribution by the method of probability-weighted moments.", booktitle="Technometrics 27.3", url="https://doi.org/10.1080/00401706.1985.10488049", bibkey="doi:10.1080/00401706.1985.10488049") public class GeneralizedExtremeValueLMMEstimator extends java.lang.Object implements LMMDistributionEstimator<GeneralizedExtremeValueDistribution>
Estimate the parameters of a Generalized Extreme Value Distribution, using the methods of L-Moments (LMM).Reference:
J. R. M. Hosking, J. R. Wallis, E. F. Wood
Estimation of the generalized extreme-value distribution by the method of probability-weighted moments.
Technometrics 27.3- Since:
- 0.6.0
- Author:
- Erich Schubert
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
GeneralizedExtremeValueLMMEstimator.Par
Parameterization class.
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Field Summary
Fields Modifier and Type Field Description protected static double
A0
Constants for fast rational approximations.protected static double
A1
Constants for fast rational approximations.protected static double
A2
Constants for fast rational approximations.protected static double
A3
Constants for fast rational approximations.protected static double
A4
Constants for fast rational approximations.protected static double
B1
protected static double
B2
protected static double
B3
protected static double
C1
protected static double
C2
protected static double
C3
protected static double
D1
protected static double
D2
protected static double
EU
Euler-Mascheroni constant.(package private) static int
MAXIT
Maximum number of iterations.static GeneralizedExtremeValueLMMEstimator
STATIC
Static instance.
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Constructor Summary
Constructors Modifier Constructor Description private
GeneralizedExtremeValueLMMEstimator()
Constructor.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description GeneralizedExtremeValueDistribution
estimateFromLMoments(double[] xmom)
Estimate from the L-Moments.java.lang.Class<? super GeneralizedExtremeValueDistribution>
getDistributionClass()
Get the class that is produced by the estimator.int
getNumMoments()
The number of moments needed.java.lang.String
toString()
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
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Methods inherited from interface elki.math.statistics.distribution.estimator.DistributionEstimator
estimate
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Methods inherited from interface elki.math.statistics.distribution.estimator.LMMDistributionEstimator
estimate
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Field Detail
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STATIC
public static final GeneralizedExtremeValueLMMEstimator STATIC
Static instance.
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A0
protected static final double A0
Constants for fast rational approximations.- See Also:
- Constant Field Values
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A1
protected static final double A1
Constants for fast rational approximations.- See Also:
- Constant Field Values
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A2
protected static final double A2
Constants for fast rational approximations.- See Also:
- Constant Field Values
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A3
protected static final double A3
Constants for fast rational approximations.- See Also:
- Constant Field Values
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A4
protected static final double A4
Constants for fast rational approximations.- See Also:
- Constant Field Values
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B1
protected static final double B1
- See Also:
- Constant Field Values
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B2
protected static final double B2
- See Also:
- Constant Field Values
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B3
protected static final double B3
- See Also:
- Constant Field Values
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C1
protected static final double C1
- See Also:
- Constant Field Values
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C2
protected static final double C2
- See Also:
- Constant Field Values
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C3
protected static final double C3
- See Also:
- Constant Field Values
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D1
protected static final double D1
- See Also:
- Constant Field Values
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D2
protected static final double D2
- See Also:
- Constant Field Values
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EU
protected static final double EU
Euler-Mascheroni constant.- See Also:
- Constant Field Values
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MAXIT
static int MAXIT
Maximum number of iterations.
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Method Detail
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getNumMoments
public int getNumMoments()
Description copied from interface:LMMDistributionEstimator
The number of moments needed.- Specified by:
getNumMoments
in interfaceLMMDistributionEstimator<GeneralizedExtremeValueDistribution>
- Returns:
- Moments needed.
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estimateFromLMoments
public GeneralizedExtremeValueDistribution estimateFromLMoments(double[] xmom)
Description copied from interface:LMMDistributionEstimator
Estimate from the L-Moments.- Specified by:
estimateFromLMoments
in interfaceLMMDistributionEstimator<GeneralizedExtremeValueDistribution>
- Parameters:
xmom
- L-Moments- Returns:
- Distribution
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getDistributionClass
public java.lang.Class<? super GeneralizedExtremeValueDistribution> getDistributionClass()
Description copied from interface:DistributionEstimator
Get the class that is produced by the estimator.- Specified by:
getDistributionClass
in interfaceDistributionEstimator<GeneralizedExtremeValueDistribution>
- Returns:
- Distribution class
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toString
public java.lang.String toString()
- Overrides:
toString
in classjava.lang.Object
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