SmGeneralizedParetoDistribution

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The SmGeneralizedParetoDistribution class estimates parameters of the generalized Pareto distribution using the method of maximum likelihood.

Comments

The maximum likelihood method is used to estimate unknown parameters.

Fore.NET Syntax

Class to get analog of the SmGeneralizedParetoDistribution class:

None.

Class to get analog of the SmGeneralizedParetoDistribution class object:

SmGeneralizedParetoDistributionClass;

Properties of the class object inherited from ISmGeneralizedParetoDistribuction

	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 Classes | Generalized Pareto Distribution