public class GeneralizedExtremeValueDistribution extends Distribution
Modifier and Type | Field and Description |
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static double |
EulerConstant |
applet, CONTINUOUS, DISCRETE, MAXMGFXVAL, MAXMGFYVAL, MINMGFXVAL, MIXED, name
Constructor and Description |
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GeneralizedExtremeValueDistribution()
Default constructor: creates a beta distribution with mu and sigma
parameters equal to 1
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GeneralizedExtremeValueDistribution(double[] distData) |
GeneralizedExtremeValueDistribution(double _mu,
double _sigma,
double _zeta)
This general constructor creates a new GEV GeneralizedExtremeValueDistribution with
specified parameters
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GeneralizedExtremeValueDistribution(float[] distData) |
Modifier and Type | Method and Description |
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double |
getCDF(double x)
This method computes the cumulative distribution function
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double |
getDensity(double x)
Define the GEV getDensity function
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double |
getMean()
This method returns the mean
http://en.wikipedia.org/wiki/Generalized_extreme_value_distribution
|
double |
getMedian()
This method returns the median
http://en.wikipedia.org/wiki/Generalized_extreme_value_distribution
|
double |
getMode()
This method returns the Mode
http://en.wikipedia.org/wiki/Generalized_extreme_value_distribution
|
double |
getMu() |
java.lang.String |
getOnlineDescription()
This method returns an online description of this distribution.
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double[] |
getParameters()
This method gets the 3 parameters
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double |
getSD()
This method returns the SD
http://en.wikipedia.org/wiki/Generalized_extreme_value_distribution
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double |
getSigma()
Get sigma
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double |
getVariance()
This method returns the Variance
http://en.wikipedia.org/wiki/Generalized_extreme_value_distribution
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double |
getZeta()
Get zeta
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void |
initialize()
used for some subclass to initialize before being used
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void |
paramEstimate(double[] distData)
Estimate the 3 GEV Distribution parameters
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void |
setMu(double _mu)
This method sets mean
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void |
setParameters(double _mu,
double _sigma,
double _zeta)
This method sets the parameters, computes the default interval
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void |
setSigma(double _sigma)
This method sets Sigma
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void |
setZeta(double _zeta)
This method sets zeta
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void |
valueChanged(java.util.Observable o,
java.lang.Object arg) |
addObserver, betaCDF, comb, factorial, findGFRoot, findRoot, gamma, gammaCDF, getDisplayPane, getDomain, getFailureRate, getGFDerivative, getGFSecondDerivative, getInstance, getLocalHelp, getMaxDensity, getMean, getMGF, getMgfDomain, getName, getPGF, getPGFDomain, getQuantile, getSampleMoment, getSOCRDistributionFunctors, getSOCRDistributions, getType, getVariance, inverseCDF, logGamma, perm, sampleMean, sampleVar, setApplet, setDomain, setDomain, setMGFDomain, setMGFDomain, setMGFParameters, setMGFParameters, setMGFParameters, setMGFParameters, setParameters, setPGFDomain, setPGFDomain, setPGFParameters, setPGFParameters, setPGFParameters, setPGFParameters, simulate, update, valueChanged
createComponentSetter, createValueSetter, createValueSetter, createValueSetter, createValueSetter, getComponentSetter, getComponentSetters, getValueSetter, getValueSetters
public GeneralizedExtremeValueDistribution(double _mu, double _sigma, double _zeta)
mu
- = location meansigma
- = scale SDzeta
- = shape skewnesspublic GeneralizedExtremeValueDistribution()
public GeneralizedExtremeValueDistribution(double[] distData)
public GeneralizedExtremeValueDistribution(float[] distData)
public void initialize()
Distribution
initialize
in class Distribution
public void valueChanged(java.util.Observable o, java.lang.Object arg)
valueChanged
in class Distribution
public void setParameters(double _mu, double _sigma, double _zeta)
_zeta
- = location_lambda
- = scale_gamma
- = shape_delta
- = shapepublic double[] getParameters()
public void paramEstimate(double[] distData)
paramEstimate
in class Distribution
distData
- = an array of sample data (loss)public double getMu()
public void setMu(double _mu)
public double getSigma()
public void setSigma(double _sigma)
public double getZeta()
public void setZeta(double _zeta)
public double getDensity(double x)
getDensity
in class Distribution
x
- value to evaluate the Density atpublic double getCDF(double x)
getCDF
in class Distribution
x
- = value to evaluate the CDF at
http://www.aainformatics.co.uk/Finance/mc/topic9.htmlpublic double getMean()
getMean
in class Distribution
public double getMedian()
getMedian
in class Distribution
public double getMode()
public double getVariance()
getVariance
in class Distribution
public double getSD()
getSD
in class Distribution
public java.lang.String getOnlineDescription()
getOnlineDescription
in class Distribution