@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>
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
Modifier and Type | Class and Description |
---|---|
static class |
GeneralizedExtremeValueLMMEstimator.Parameterizer
Parameterization class.
|
Modifier and Type | Field and 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.
|
Modifier | Constructor and Description |
---|---|
private |
GeneralizedExtremeValueLMMEstimator()
Constructor.
|
Modifier and Type | Method and 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() |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
estimate
estimate
public static final GeneralizedExtremeValueLMMEstimator STATIC
protected static final double A0
protected static final double A1
protected static final double A2
protected static final double A3
protected static final double A4
protected static final double B1
protected static final double B2
protected static final double B3
protected static final double C1
protected static final double C2
protected static final double C3
protected static final double D1
protected static final double D2
protected static final double EU
static int MAXIT
private GeneralizedExtremeValueLMMEstimator()
public int getNumMoments()
LMMDistributionEstimator
getNumMoments
in interface LMMDistributionEstimator<GeneralizedExtremeValueDistribution>
public GeneralizedExtremeValueDistribution estimateFromLMoments(double[] xmom)
LMMDistributionEstimator
estimateFromLMoments
in interface LMMDistributionEstimator<GeneralizedExtremeValueDistribution>
xmom
- L-Momentspublic java.lang.Class<? super GeneralizedExtremeValueDistribution> getDistributionClass()
DistributionEstimator
getDistributionClass
in interface DistributionEstimator<GeneralizedExtremeValueDistribution>
public java.lang.String toString()
toString
in class java.lang.Object
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