ISmGeneralizedExtremeValueDistribution

Assembly: Stat;

Description

The ISmGeneralizedExtremeValueDistribution interface is used to generate a sample of pseudo-random values from generalized distribution of extreme values.

Inheritance Hierarchy

          IDistribution

          ISmGeneralizedExtremeValueDistribution

Comments

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.

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.

Methods

  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 Interfaces | IMLESettings | Generalized distribution of extreme values