Name | Description | Type | Package | Framework |
ExtremeValueMC | Simulation of first order extreme value Markov chains such that each pair of consecutive values has the dependence structure of given bivariate extreme value distributions. | Class | com.numericalmethod.suanshu.stats.evt.markovchain | SuanShu |
ExtremeValueMC .MarginalDistributionType | Types of marginal distribution of each simulated value. | Class | com.numericalmethod.suanshu.stats.evt.markovchain | SuanShu |