@Reference(authors="J.R.M. Hosking, J. R. Wallis, and E. F. Wood", title="Estimation of the generalized extreme-value distribution by the method of probability-weighted moments.", booktitle="Technometrics 27.3", url="http://dx.doi.org/10.1080/00401706.1985.10488049") public class GeneralizedExtremeValueLMMEstimator extends AbstractLMMEstimator<GeneralizedExtremeValueDistribution>
J. R. M. Hosking, J. R. Wallis, and 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 |
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static class |
GeneralizedExtremeValueLMMEstimator.Parameterizer
Parameterization class.
|
Modifier and Type | Field and Description |
---|---|
private static double |
A0
Constants for fast rational approximations.
|
private static double |
A1
Constants for fast rational approximations.
|
private static double |
A2
Constants for fast rational approximations.
|
private static double |
A3
Constants for fast rational approximations.
|
private static double |
A4
Constants for fast rational approximations.
|
private static double |
B1 |
private static double |
B2 |
private static double |
B3 |
private static double |
C1 |
private static double |
C2 |
private static double |
C3 |
private static double |
D1 |
private static double |
D2 |
(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.
|
Class<? super GeneralizedExtremeValueDistribution> |
getDistributionClass()
Get the class that is produced by the estimator.
|
int |
getNumMoments()
The number of moments needed.
|
estimate, toString
public static final GeneralizedExtremeValueLMMEstimator STATIC
private static final double A0
private static final double A1
private static final double A2
private static final double A3
private static final double A4
private static final double B1
private static final double B2
private static final double B3
private static final double C1
private static final double C2
private static final double C3
private static final double D1
private static final double D2
static int MAXIT
private GeneralizedExtremeValueLMMEstimator()
public int getNumMoments()
LMMDistributionEstimator
getNumMoments
in interface LMMDistributionEstimator<GeneralizedExtremeValueDistribution>
getNumMoments
in class AbstractLMMEstimator<GeneralizedExtremeValueDistribution>
public GeneralizedExtremeValueDistribution estimateFromLMoments(double[] xmom)
LMMDistributionEstimator
estimateFromLMoments
in interface LMMDistributionEstimator<GeneralizedExtremeValueDistribution>
estimateFromLMoments
in class AbstractLMMEstimator<GeneralizedExtremeValueDistribution>
xmom
- L-Momentspublic Class<? super GeneralizedExtremeValueDistribution> getDistributionClass()
DistributionEstimator
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