Name | Description | Type | Package | Framework |
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 |