jdistlib.evd

Class GeneralizedPareto

java.lang.Object

jdistlib.evd.GeneralizedPareto

public class GeneralizedPareto
extends Object

Generalized Pareto Distribution Taken from EVD package of R

Constructor Summary

Constructors

Constructor and Description
GeneralizedPareto()

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

GeneralizedPareto

public GeneralizedPareto()

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)