jdistlib.evd

Class GEV

java.lang.Object

jdistlib.evd.GEV

public class GEV
extends Object

Generalized extreme value distribution. Taken from EVD package of R

Constructor Summary

Constructors

Constructor and Description
GEV()

Method Summary

Methods

Modifier and Type	Method and Description
static double	cumulative(double q, double loc, double scale, double shape, boolean lower_tail)
static double	density(double x, double loc, double scale, double shape, boolean log)
static double	quantile(double p, double loc, double scale, double shape, boolean lower_tail)
static double	random(double loc, double scale, double shape, QRandomEngine random)

Methods inherited from class java.lang.Object

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

Constructor Detail

GEV

public GEV()

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,
            QRandomEngine random)