Package elki.math.statistics.distribution.estimator

Class GeneralizedParetoLMMEstimator

java.lang.Object

elki.math.statistics.distribution.estimator.GeneralizedParetoLMMEstimator

All Implemented Interfaces:

DistributionEstimator<GeneralizedParetoDistribution>, LMMDistributionEstimator<GeneralizedParetoDistribution>

@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 GeneralizedParetoLMMEstimator
extends java.lang.Object
implements LMMDistributionEstimator<GeneralizedParetoDistribution>

Estimate the parameters of a Generalized Pareto Distribution (GPD), 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:

0.7.0

Author:

Erich Schubert

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	GeneralizedParetoLMMEstimator.Par	Parameterization class.

Field Summary

Fields

Modifier and Type	Field	Description
static GeneralizedParetoLMMEstimator	STATIC	Static instance.

Constructor Summary

Constructors

Modifier	Constructor	Description
private	GeneralizedParetoLMMEstimator()	Constructor.

Method Summary

Modifier and Type	Method	Description
GeneralizedParetoDistribution	estimateFromLMoments(double[] xmom)	Estimate from the L-Moments.
java.lang.Class<? super GeneralizedParetoDistribution>	getDistributionClass()	Get the class that is produced by the estimator.
int	getNumMoments()	The number of moments needed.
java.lang.String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface elki.math.statistics.distribution.estimator.DistributionEstimator

estimate

Methods inherited from interface elki.math.statistics.distribution.estimator.LMMDistributionEstimator

estimate

Field Detail

STATIC

public static final GeneralizedParetoLMMEstimator STATIC

Static instance.

Constructor Detail

GeneralizedParetoLMMEstimator

private GeneralizedParetoLMMEstimator()

Constructor. Private: use static instance.

Method Detail

getNumMoments

public int getNumMoments()

Description copied from interface: LMMDistributionEstimator

The number of moments needed.

Specified by:

getNumMoments in interface LMMDistributionEstimator<GeneralizedParetoDistribution>

Returns:

Moments needed.

estimateFromLMoments

public GeneralizedParetoDistribution estimateFromLMoments(double[] xmom)

Description copied from interface: LMMDistributionEstimator

Estimate from the L-Moments.

Specified by:

estimateFromLMoments in interface LMMDistributionEstimator<GeneralizedParetoDistribution>

Parameters:

xmom - L-Moments

Returns:

Distribution

getDistributionClass

public java.lang.Class<? super GeneralizedParetoDistribution> getDistributionClass()

Description copied from interface: DistributionEstimator

Get the class that is produced by the estimator.

Specified by:

getDistributionClass in interface DistributionEstimator<GeneralizedParetoDistribution>

Returns:

Distribution class

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object