ISmGeneralizedParetoDistribution

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISmGeneralizedParetoDistribution interface is used to generate a sample of pseudo-random values from the generalized Pareto distribution.

Inheritance Hierarchy

          IDistribution

          ISmGeneralizedParetoDistribution

Comments

The method enables the user to generate a sample from generalized Pareto distribution and estimate distribution parameters by the sample using method of maximum likelihood.

Properties

	Property name	Brief description
	Location	The Location property determines value of shift parameter.
	MLESettings	The MLESettings property determines maximum likelihood method parameters.
	Scale	The Scale property determines value of scale parameter.
	Shape	The Shape property determines value of shape parameter.

Properties inherited from IDistribution

	Property name	Brief description
	Cumulative	The Cumulative property returns a distribution function.
	Density	The Density property returns density.
	DisplayName	The DisplayName property returns distribution name.
	Errors	The Errors property returns a message showing all the errors and warnings occurred during calculations.
	Name	The Name property returns the distribution identifier.
	Quantile	The Quantile property returns a quantile.
	Random	The Random property returns a random number corresponding to a distribution.
	Status	The Status property returns the calculation execution status.

Methods inherited from IDistribution

	Method Name	Brief description
	MaximumLikelihoodFitting	The MaximumLikelihoodFitting method returns estimates of maximum likelihood of distribution parameters.
	RandomVector	The RandomVector method returns the vector of random numbers corresponding to the distribution.

See also:

Stat Assembly Interfaces | IMLESettings | Generalized Pareto Distribution