Name | Description | Type | Package | Framework |
ACERByCounting | Estimate epsilons by counting conditional exceedances from the observations. | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.empirical | SuanShu |
ACERUtils | Utility functions used in ACER empirical analysis. | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.empirical | SuanShu |
EmpiricalACER | This class contains empirical ACER (hat{epsilon_k}(eta_i)) values and other related statistics estimated from observations. | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.empirical | SuanShu |
EmpiricalACEREstimation | This class estimates empirical ACER values from the given observations. | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.empirical | SuanShu |
EmpiricalACERStatistics | This class contains the computed statistics of the estimated ACERs. | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.empirical | SuanShu |
EpsilonStatisticsCalculator | Compute statistics: mean, confidence interval of estimated ACER values (epsilon_k(eta_i)). | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.empirical | SuanShu |