@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 GeneralizedParetoLMMEstimator extends AbstractLMMEstimator<GeneralizedParetoDistribution>
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 |
GeneralizedParetoLMMEstimator.Parameterizer
Parameterization class.
|
Modifier and Type | Field and Description |
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static GeneralizedParetoLMMEstimator |
STATIC
Static instance.
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Modifier | Constructor and Description |
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private |
GeneralizedParetoLMMEstimator()
Constructor.
|
Modifier and Type | Method and Description |
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GeneralizedParetoDistribution |
estimateFromLMoments(double[] xmom)
Estimate from the L-Moments.
|
Class<? super GeneralizedParetoDistribution> |
getDistributionClass()
Get the class that is produced by the estimator.
|
int |
getNumMoments()
The number of moments needed.
|
estimate, toString
public static final GeneralizedParetoLMMEstimator STATIC
private GeneralizedParetoLMMEstimator()
public int getNumMoments()
LMMDistributionEstimator
getNumMoments
in interface LMMDistributionEstimator<GeneralizedParetoDistribution>
getNumMoments
in class AbstractLMMEstimator<GeneralizedParetoDistribution>
public GeneralizedParetoDistribution estimateFromLMoments(double[] xmom)
LMMDistributionEstimator
estimateFromLMoments
in interface LMMDistributionEstimator<GeneralizedParetoDistribution>
estimateFromLMoments
in class AbstractLMMEstimator<GeneralizedParetoDistribution>
xmom
- L-Momentspublic Class<? super GeneralizedParetoDistribution> getDistributionClass()
DistributionEstimator
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