SmGeneralizedParetoDistribution

Assembly: 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.

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