Assembly: Stat;
The ISmGeneralizedParetoDistribution interface is used to generate a sample of pseudo-random values from the generalized Pareto distribution.
ISmGeneralizedParetoDistribution
The method enables the user to generate a sample from generalized Pareto distribution and estimate distribution parameters by the sample using method of maximum likelihood.
| Property name | Brief description | |
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Location | The Location property determines value of shift parameter. |
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MLESettings | The MLESettings property determines maximum likelihood method parameters. |
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Scale | The Scale property determines value of scale parameter. |
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Shape | The Shape property determines value of shape parameter. |
| Property name | Brief description | |
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Cumulative | The Cumulative property returns a distribution function. |
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Density | The Density property returns density. |
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DisplayName | The DisplayName property returns distribution name. |
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Errors | The Errors property returns a message showing all the errors and warnings occurred during calculations. |
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Name | The Name property returns the distribution identifier. |
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Quantile | The Quantile property returns a quantile. |
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Random | The Random property returns a random number corresponding to a distribution. |
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Status | The Status property returns the calculation execution status. |
| Method Name | Brief description | |
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MaximumLikelihoodFitting | The MaximumLikelihoodFitting method returns estimates of maximum likelihood of distribution parameters. |
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RandomVector | The RandomVector method returns the vector of random numbers corresponding to the distribution. |
See also:
Stat Assembly Interfaces | IMLESettings | Generalized Pareto Distribution