Name | Description | Type | Package | Framework |
ACERAnalysis | Average Conditional Exceedance Rate (ACER) method is for estimating the cdf of the maxima (M) distribution from observations. | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer | SuanShu |
ACERAnalysis .Result | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer | SuanShu | |
ACERByCounting | Estimate epsilons by counting conditional exceedances from the observations. | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.empirical | SuanShu |
ACERConfidenceInterval | Using the given (estimated) ACER function as the mean, find the ACER parameters at the lower and upper bounds of the estimated confidence interval of ACER values. | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer | SuanShu |
ACERFunction | The ACER (Average Conditional Exceedance Rate) function (epsilon_k(eta)) approximates the epsilon_k(eta) = Pr(X_k > eta | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer | SuanShu |
ACERFunction .ACERParameter | Parameters for ACERFunction. | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer | SuanShu |
ACERInverseFunction | The inverse of the ACER function. | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer | SuanShu |
ACERLogFunction | The ACER function in log scale (base e), i. | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer | SuanShu |
ACERReturnLevel | Given an ACER function, compute the return level (eta) for a given return period (R). | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer | SuanShu |
ACERUtils | Utility functions used in ACER empirical analysis. | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.empirical | SuanShu |
ConfidenceInterval | This class stores information for a list of confidence intervals, with the same confidence level. | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting | 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 |
GEVFittingByMaximumLikelihood | Estimate the GeneralizedEVD parameter from the observations by maximum likelihood approach. | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting | SuanShu |
LinearFit | Find the parameters for the ACER function from the given empirical epsilon, using OLS regression on the logarithm of the values. | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer | SuanShu |
MaximumLikelihoodFitting | This interface defines model fitting by maximum likelihood algorithm. | Interface | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting | SuanShu |
NonlinearFit | Fit log-ACER function by sequential quadratic programming (SQP) minimization (of weighted RSS), using LinearFit's solution as the initial guess. | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer | SuanShu |
NonlinearFit .Result | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer | SuanShu | |
PeaksOverThreshold | Peaks Over Threshold (POT) method estimates the parameters for generalized Pareto distribution (GPD) using maximum likelihood on the observations that are over a given threshold. | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.pot | SuanShu |
PeaksOverThresholdOnClusters | Similar to POT, but only use the peak observations in clusters for the parametric estimation. | Class | com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.pot | SuanShu |