jdistlib.evd

Class GeneralizedPareto

java.lang.Object

jdistlib.generic.GenericDistribution

jdistlib.evd.GeneralizedPareto

public class GeneralizedPareto
extends GenericDistribution

Generalized Pareto Distribution Taken from EVD package of R

Constructor Summary

Constructors

Constructor and Description
GeneralizedPareto(double loc, double scale, double shape)

Method Summary

Modifier and Type	Method and Description
double	cumulative(double p, boolean lower_tail, boolean log_p)
static double	cumulative(double q, double loc, double scale, double shape, boolean lower_tail)
double	density(double x, boolean log)
static double	density(double x, double loc, double scale, double shape, boolean log)
double	quantile(double q, boolean lower_tail, boolean log_p)
static double	quantile(double p, double loc, double scale, double shape, boolean lower_tail)
double	random()
static double	random(double loc, double scale, double shape, RandomEngine random)
static double[]	random(int n, double loc, double scale, double shape, RandomEngine random)

Methods inherited from class jdistlib.generic.GenericDistribution

cumulative_hazard, cumulative_hazard, cumulative, cumulative, cumulative, density, density, getRandomEngine, hazard, hazard, inverse_survival, inverse_survival, quantile, quantile, quantile, random, random, setRandomEngine, survival, survival, survival

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

GeneralizedPareto

public GeneralizedPareto(double loc,
                         double scale,
                         double shape)

Method Detail

density

public static final double density(double x,
                                   double loc,
                                   double scale,
                                   double shape,
                                   boolean log)

cumulative

public static final double cumulative(double q,
                                      double loc,
                                      double scale,
                                      double shape,
                                      boolean lower_tail)

quantile

public static final double quantile(double p,
                                    double loc,
                                    double scale,
                                    double shape,
                                    boolean lower_tail)

random

public static final double random(double loc,
                                  double scale,
                                  double shape,
                                  RandomEngine random)

random

public static final double[] random(int n,
                                    double loc,
                                    double scale,
                                    double shape,
                                    RandomEngine random)

density

public double density(double x,
                      boolean log)

Specified by:

density in class GenericDistribution

cumulative

public double cumulative(double p,
                         boolean lower_tail,
                         boolean log_p)

Specified by:

cumulative in class GenericDistribution

quantile

public double quantile(double q,
                       boolean lower_tail,
                       boolean log_p)

Specified by:

quantile in class GenericDistribution

random

public double random()

Specified by:

random in class GenericDistribution