Assembly: Stat;
The ISmGeneralizedExtremeValueDistribution interface is used to generate a sample of pseudo-random values from generalized distribution of extreme values.
ISmGeneralizedExtremeValueDistribution
The method enables the user to generate a sample from generalized distribution of extreme values and estimate distribution parameters by the sample using method of maximum likelihood.
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. |
Method name | Brief description | |
LRSFitting | The LRSFitting method autoselects distribution parameters using the LRS method (Linear Ratio of Spacings). |
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. |
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 distribution of extreme values