SSJ
V. 2.6.

umontreal.iro.lecuyer.probdist
Class ExtremeValueDist

java.lang.Object
  extended by umontreal.iro.lecuyer.probdist.ContinuousDistribution
      extended by umontreal.iro.lecuyer.probdist.ExtremeValueDist
All Implemented Interfaces:
Distribution

Deprecated.

@Deprecated
public class ExtremeValueDist
extends ContinuousDistribution


Field Summary
 
Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution
decPrec
 
Constructor Summary
ExtremeValueDist()
          Deprecated. THIS CLASS HAS BEEN REPLACED BY GumbelDist.
ExtremeValueDist(double alpha, double lambda)
          Deprecated. THIS CLASS HAS BEEN REPLACED BY GumbelDist.
 
Method Summary
 double barF(double x)
          Deprecated. Returns the complementary distribution function.
static double barF(double alpha, double lambda, double x)
          Deprecated. Computes the complementary distribution function.
 double cdf(double x)
          Deprecated. Returns the distribution function F(x).
static double cdf(double alpha, double lambda, double x)
          Deprecated. THIS CLASS HAS BEEN REPLACED BY GumbelDist.
 double density(double x)
          Deprecated. Returns f (x), the density evaluated at x.
static double density(double alpha, double lambda, double x)
          Deprecated. Computes the density function.
 double getAlpha()
          Deprecated. Returns the parameter α of this object.
static ExtremeValueDist getInstanceFromMLE(double[] x, int n)
          Deprecated. Creates a new instance of an extreme value distribution with parameters α and λ estimated using the maximum likelihood method based on the n observations x[i], i = 0, 1,…, n - 1.
 double getLambda()
          Deprecated. Returns the parameter λ of this object.
static double[] getMaximumLikelihoodEstimate(double[] x, int n)
          Deprecated. 
 double getMean()
          Deprecated. Returns the mean.
static double getMean(double alpha, double lambda)
          Deprecated. Computes and returns the mean, E[X] = α + γ/λ, of the extreme value distribution with parameters α and λ, where γ = 0.5772156649 is the Euler-Mascheroni constant.
static double[] getMLE(double[] x, int n)
          Deprecated. Estimates the parameters (α, λ) of the extreme value distribution using the maximum likelihood method, from the n observations x[i], i = 0, 1,…, n - 1.
 double[] getParams()
          Deprecated. Return a table containing the parameters of the current distribution.
 double getStandardDeviation()
          Deprecated. Returns the standard deviation.
static double getStandardDeviation(double alpha, double lambda)
          Deprecated. Computes and returns the standard deviation of the extreme value distribution with parameters α and λ.
 double getVariance()
          Deprecated. Returns the variance.
static double getVariance(double alpha, double lambda)
          Deprecated. Computes and returns the variance, Var[X] = π2/(6λ2), of the extreme value distribution with parameters α and λ.
 double inverseF(double u)
          Deprecated. Returns the inverse distribution function x = F-1(u).
static double inverseF(double alpha, double lambda, double u)
          Deprecated. Computes the inverse distribution function.
 void setParams(double alpha, double lambda)
          Deprecated. Sets the parameters α and λ of this object.
 String toString()
          Deprecated.  
 
Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution
getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait
 

Constructor Detail

ExtremeValueDist

public ExtremeValueDist()
Deprecated. 
THIS CLASS HAS BEEN REPLACED BY GumbelDist. Constructs a ExtremeValueDist object with parameters α = 0 and λ = 1.


ExtremeValueDist

public ExtremeValueDist(double alpha,
                        double lambda)
Deprecated. 
THIS CLASS HAS BEEN REPLACED BY GumbelDist. Constructs a ExtremeValueDist object with parameters α = alpha and λ = lambda.

Method Detail

density

public double density(double x)
Deprecated. 
Description copied from class: ContinuousDistribution
Returns f (x), the density evaluated at x.

Specified by:
density in class ContinuousDistribution
Parameters:
x - value at which the density is evaluated
Returns:
density function evaluated at x

cdf

public double cdf(double x)
Deprecated. 
Description copied from interface: Distribution
Returns the distribution function F(x).

Parameters:
x - value at which the distribution function is evaluated
Returns:
distribution function evaluated at x

barF

public double barF(double x)
Deprecated. 
Description copied from class: ContinuousDistribution
Returns the complementary distribution function. The default implementation computes bar(F)(x) = 1 - F(x).

Specified by:
barF in interface Distribution
Overrides:
barF in class ContinuousDistribution
Parameters:
x - value at which the complementary distribution function is evaluated
Returns:
complementary distribution function evaluated at x

inverseF

public double inverseF(double u)
Deprecated. 
Description copied from class: ContinuousDistribution
Returns the inverse distribution function x = F-1(u). Restrictions: u∈[0, 1].

Specified by:
inverseF in interface Distribution
Overrides:
inverseF in class ContinuousDistribution
Parameters:
u - value at which the inverse distribution function is evaluated
Returns:
the inverse distribution function evaluated at u

getMean

public double getMean()
Deprecated. 
Description copied from class: ContinuousDistribution
Returns the mean.

Specified by:
getMean in interface Distribution
Overrides:
getMean in class ContinuousDistribution
Returns:
the mean

getVariance

public double getVariance()
Deprecated. 
Description copied from class: ContinuousDistribution
Returns the variance.

Specified by:
getVariance in interface Distribution
Overrides:
getVariance in class ContinuousDistribution
Returns:
the variance

getStandardDeviation

public double getStandardDeviation()
Deprecated. 
Description copied from class: ContinuousDistribution
Returns the standard deviation.

Specified by:
getStandardDeviation in interface Distribution
Overrides:
getStandardDeviation in class ContinuousDistribution
Returns:
the standard deviation

density

public static double density(double alpha,
                             double lambda,
                             double x)
Deprecated. 
Computes the density function.


cdf

public static double cdf(double alpha,
                         double lambda,
                         double x)
Deprecated. 
THIS CLASS HAS BEEN REPLACED BY GumbelDist. Computes the distribution function.


barF

public static double barF(double alpha,
                          double lambda,
                          double x)
Deprecated. 
Computes the complementary distribution function.


inverseF

public static double inverseF(double alpha,
                              double lambda,
                              double u)
Deprecated. 
Computes the inverse distribution function.


getMLE

public static double[] getMLE(double[] x,
                              int n)
Deprecated. 
Estimates the parameters (α, λ) of the extreme value distribution using the maximum likelihood method, from the n observations x[i], i = 0, 1,…, n - 1. The estimates are returned in a two-element array, in regular order: [α, λ].

Parameters:
x - the list of observations used to evaluate parameters
n - the number of observations used to evaluate parameters
Returns:
returns the parameters [ hat(α), hat(λ)]

getMaximumLikelihoodEstimate

@Deprecated
public static double[] getMaximumLikelihoodEstimate(double[] x,
                                                               int n)
Deprecated. 

Same as getMLE.


getInstanceFromMLE

public static ExtremeValueDist getInstanceFromMLE(double[] x,
                                                  int n)
Deprecated. 
Creates a new instance of an extreme value distribution with parameters α and λ estimated using the maximum likelihood method based on the n observations x[i], i = 0, 1,…, n - 1.

Parameters:
x - the list of observations to use to evaluate parameters
n - the number of observations to use to evaluate parameters

getMean

public static double getMean(double alpha,
                             double lambda)
Deprecated. 
Computes and returns the mean, E[X] = α + γ/λ, of the extreme value distribution with parameters α and λ, where γ = 0.5772156649 is the Euler-Mascheroni constant.

Returns:
the mean of the Extreme Value distribution E[X] = α + γ/λ

getVariance

public static double getVariance(double alpha,
                                 double lambda)
Deprecated. 
Computes and returns the variance, Var[X] = π2/(6λ2), of the extreme value distribution with parameters α and λ.

Returns:
the variance of the extreme value distribution Var[X] = 1/6π21/λ2

getStandardDeviation

public static double getStandardDeviation(double alpha,
                                          double lambda)
Deprecated. 
Computes and returns the standard deviation of the extreme value distribution with parameters α and λ.

Returns:
the standard deviation of the extreme value distribution

getAlpha

public double getAlpha()
Deprecated. 
Returns the parameter α of this object.


getLambda

public double getLambda()
Deprecated. 
Returns the parameter λ of this object.


setParams

public void setParams(double alpha,
                      double lambda)
Deprecated. 
Sets the parameters α and λ of this object.


getParams

public double[] getParams()
Deprecated. 
Return a table containing the parameters of the current distribution. This table is put in regular order: [α, λ].


toString

public String toString()
Deprecated. 
Overrides:
toString in class Object

SSJ
V. 2.6.

To submit a bug or ask questions, send an e-mail to Pierre L'Ecuyer.