SmGeneralizedExtremeValueDistribution

Assembly: Stat;

Description

The SmGeneralizedExtremeValueDistribution class estimates parameters of distribution of extreme values using the method of maximum likelihood.

Comments

The maximum likelihood method is used to estimate unknown parameters.

Properties of the class object inherited from ISmGeneralizedExtremeValueDistribution

  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.

Methods of the class object inherited from ISmGeneralizedExtremeValueDistribution

  Method name Brief description
LRSFitting

 The LRSFitting method autoselects distribution parameters using the LRS method (Linear Ratio of Spacings).

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 distribution of extreme values