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java.lang.Object umontreal.iro.lecuyer.probdist.ContinuousDistribution umontreal.iro.lecuyer.probdist.ExtremeValueDist
@Deprecated public class ExtremeValueDist
Field Summary |
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Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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decPrec |
Constructor Summary | |
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ExtremeValueDist()
Deprecated. THIS CLASS HAS BEEN REPLACED BY GumbelDist . |
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ExtremeValueDist(double alpha,
double lambda)
Deprecated. THIS CLASS HAS BEEN REPLACED BY GumbelDist . |
Method Summary | |
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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 THIS CLASS HAS BEEN REPLACED BY GumbelDist .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 |
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getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Constructor Detail |
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public ExtremeValueDist()
GumbelDist
.
Constructs a ExtremeValueDist object with parameters
α = 0 and λ = 1.
public ExtremeValueDist(double alpha, double lambda)
GumbelDist
.
Constructs a ExtremeValueDist object with parameters
α = alpha and λ = lambda.
Method Detail |
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public double density(double x)
ContinuousDistribution
density
in class ContinuousDistribution
x
- value at which the density is evaluated
public double cdf(double x)
Distribution
x
- value at which the distribution function is evaluated
public double barF(double x)
ContinuousDistribution
barF
in interface Distribution
barF
in class ContinuousDistribution
x
- value at which the complementary distribution function is evaluated
public double inverseF(double u)
ContinuousDistribution
inverseF
in interface Distribution
inverseF
in class ContinuousDistribution
u
- value at which the inverse distribution function is evaluated
public double getMean()
ContinuousDistribution
getMean
in interface Distribution
getMean
in class ContinuousDistribution
public double getVariance()
ContinuousDistribution
getVariance
in interface Distribution
getVariance
in class ContinuousDistribution
public double getStandardDeviation()
ContinuousDistribution
getStandardDeviation
in interface Distribution
getStandardDeviation
in class ContinuousDistribution
public static double density(double alpha, double lambda, double x)
public static double cdf(double alpha, double lambda, double x)
GumbelDist
.
Computes the distribution function.
public static double barF(double alpha, double lambda, double x)
public static double inverseF(double alpha, double lambda, double u)
public static double[] getMLE(double[] x, int n)
x
- the list of observations used to evaluate parametersn
- the number of observations used to evaluate parameters
@Deprecated public static double[] getMaximumLikelihoodEstimate(double[] x, int n)
getMLE
.
public static ExtremeValueDist getInstanceFromMLE(double[] x, int n)
x
- the list of observations to use to evaluate parametersn
- the number of observations to use to evaluate parameterspublic static double getMean(double alpha, double lambda)
public static double getVariance(double alpha, double lambda)
public static double getStandardDeviation(double alpha, double lambda)
public double getAlpha()
public double getLambda()
public void setParams(double alpha, double lambda)
public double[] getParams()
public String toString()
toString
in class Object
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