SSJ
V. labo.

umontreal.iro.lecuyer.probdist
Class ExtremeValueDist

java.lang.Object
  extended by umontreal.iro.lecuyer.probdist.ContinuousDistribution
      extended by umontreal.iro.lecuyer.probdist.ExtremeValueDist
All Implemented Interfaces:
Distribution

Deprecated.

@Deprecated
public class ExtremeValueDist
extends ContinuousDistribution


Field Summary
 
Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution
decPrec
 
Constructor Summary
ExtremeValueDist()
          Deprecated. .
ExtremeValueDist(double alpha, double lambda)
          Deprecated. .
 
Method Summary
 double barF(double x)
          Deprecated. Returns the complementary distribution function.
static double barF(double alpha, double lambda, double x)
          Deprecated. .
 double cdf(double x)
          Deprecated. .
static double cdf(double alpha, double lambda, double x)
          Deprecated. .
 double density(double x)
          Deprecated. Returns f (x), the density evaluated at x.
static double density(double alpha, double lambda, double x)
          Deprecated. .
 double getAlpha()
          Deprecated. .
static ExtremeValueDist getInstanceFromMLE(double[] x, int n)
          Deprecated. .
 double getLambda()
          Deprecated. .
static double[] getMaximumLikelihoodEstimate(double[] x, int n)
          Deprecated. 
 double getMean()
          Deprecated. Returns the mean.
static double getMean(double alpha, double lambda)
          Deprecated. .
static double[] getMLE(double[] x, int n)
          Deprecated. .
 double[] getParams()
          Deprecated. .
 double getStandardDeviation()
          Deprecated. Returns the standard deviation.
static double getStandardDeviation(double alpha, double lambda)
          Deprecated. .
 double getVariance()
          Deprecated. Returns the variance.
static double getVariance(double alpha, double lambda)
          Deprecated. .
 double inverseF(double u)
          Deprecated. Returns the inverse distribution function x = F-1(u).
static double inverseF(double alpha, double lambda, double u)
          Deprecated. .
 void setParams(double alpha, double lambda)
          Deprecated. .
 String toString()
          Deprecated. .
 
Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution
getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait
 

Constructor Detail

ExtremeValueDist

public ExtremeValueDist()
Deprecated. 
. \begin{tabb}\textbf{THIS CLASS HAS BEEN REPLACED BY \class{GumbelDist}}.
 Constr...
 ...ValueDist} object with parameters
 $\alpha$\ = 0 and $\lambda$\ = 1.
 \end{tabb}


ExtremeValueDist

public ExtremeValueDist(double alpha,
                        double lambda)
Deprecated. 
. \begin{tabb}\textbf{THIS CLASS HAS BEEN REPLACED BY \class{GumbelDist}}.
 Constr...
 ...meters
 $\alpha$\ = \texttt{alpha} and $\lambda$\ = \texttt{lambda}.
 \end{tabb}

Method Detail

density

public double density(double x)
Deprecated. 
Description copied from class: ContinuousDistribution
Returns f (x), the density evaluated at x.

Specified by:
density in class ContinuousDistribution
Parameters:
x - value at which the density is evaluated
Returns:
density function evaluated at x

cdf

public double cdf(double x)
Deprecated. 
Description copied from interface: Distribution
. \begin{tabb}Returns the distribution function $F(x)$.
 \end{tabb}
xvalue at which the distribution function is evaluated distribution function evaluated at x


barF

public double barF(double x)
Deprecated. 
Description copied from class: ContinuousDistribution
Returns the complementary distribution function. The default implementation computes bar(F)(x) = 1 - F(x).

Specified by:
barF in interface Distribution
Overrides:
barF in class ContinuousDistribution
Parameters:
x - value at which the complementary distribution function is evaluated
Returns:
complementary distribution function evaluated at x

inverseF

public double inverseF(double u)
Deprecated. 
Description copied from class: ContinuousDistribution
Returns the inverse distribution function x = F-1(u). Restrictions: u∈[0, 1].

Specified by:
inverseF in interface Distribution
Overrides:
inverseF in class ContinuousDistribution
Parameters:
u - value at which the inverse distribution function is evaluated
Returns:
the inverse distribution function evaluated at u

getMean

public double getMean()
Deprecated. 
Description copied from class: ContinuousDistribution
Returns the mean.

Specified by:
getMean in interface Distribution
Overrides:
getMean in class ContinuousDistribution
Returns:
the mean

getVariance

public double getVariance()
Deprecated. 
Description copied from class: ContinuousDistribution
Returns the variance.

Specified by:
getVariance in interface Distribution
Overrides:
getVariance in class ContinuousDistribution
Returns:
the variance

getStandardDeviation

public double getStandardDeviation()
Deprecated. 
Description copied from class: ContinuousDistribution
Returns the standard deviation.

Specified by:
getStandardDeviation in interface Distribution
Overrides:
getStandardDeviation in class ContinuousDistribution
Returns:
the standard deviation

density

public static double density(double alpha,
                             double lambda,
                             double x)
Deprecated. 
. \begin{tabb}Computes the density function.
 \end{tabb}


cdf

public static double cdf(double alpha,
                         double lambda,
                         double x)
Deprecated. 
. \begin{tabb}
 \textbf{THIS CLASS HAS BEEN REPLACED BY \class{GumbelDist}}.
 Computes the distribution function.
 \end{tabb}


barF

public static double barF(double alpha,
                          double lambda,
                          double x)
Deprecated. 
. \begin{tabb}
 Computes the complementary distribution function.
 \end{tabb}


inverseF

public static double inverseF(double alpha,
                              double lambda,
                              double u)
Deprecated. 
. \begin{tabb}
 Computes the inverse distribution function.
 \end{tabb}


getMLE

public static double[] getMLE(double[] x,
                              int n)
Deprecated. 
. \begin{tabb}
 Estimates the parameters $(\alpha,\lambda)$\ of the extreme value ...
 ...average of $x[0],\dots,x[n-1]$\cite[page 89]{tEVA00a}.
 \end{detailed}\end{tabb}
xthe list of observations used to evaluate parameters nthe number of observations used to evaluate parameters returns the parameters [ $ \hat{{\alpha}}$, $ \hat{{\lambda}}$]


getMaximumLikelihoodEstimate

@Deprecated
public static double[] getMaximumLikelihoodEstimate(double[] x,
                                                               int n)
Deprecated. 

. \begin{tabb}Same as \method{getMLE}{}.
 \end{tabb}


getInstanceFromMLE

public static ExtremeValueDist getInstanceFromMLE(double[] x,
                                                  int n)
Deprecated. 
. \begin{tabb}
 Creates a new instance of an extreme value distribution with param...
 ...thod based on the $n$\ observations
 $x[i]$, $i = 0, 1, \ldots, n-1$.
 \end{tabb}
xthe list of observations to use to evaluate parameters nthe number of observations to use to evaluate parameters


getMean

public static double getMean(double alpha,
                             double lambda)
Deprecated. 
. \begin{tabb}Computes and returns the mean, $E[X] = \alpha + \gamma/\lambda$,
 of...
 ...a$,
 where $\gamma = 0.5772156649$\ is the Euler-Mascheroni constant.
 \end{tabb}
the mean of the Extreme Value distribution E[X] = α + γ/λ


getVariance

public static double getVariance(double alpha,
                                 double lambda)
Deprecated. 
. \begin{tabb}Computes and returns the variance, $\mbox{Var}[X] =
 \pi^2/(6\lambda...
 ...e extreme value distribution with parameters $\alpha$\ and $\lambda$.
 \end{tabb}
the variance of the extreme value distribution Var[X] = 1/6π21/λ2


getStandardDeviation

public static double getStandardDeviation(double alpha,
                                          double lambda)
Deprecated. 
. \begin{tabb}Computes and returns the standard deviation
 of the extreme value distribution with parameters $\alpha$\ and $\lambda$.
 \end{tabb}
the standard deviation of the extreme value distribution


getAlpha

public double getAlpha()
Deprecated. 
. \begin{tabb}Returns the parameter $\alpha$\ of this object.
 \end{tabb}


getLambda

public double getLambda()
Deprecated. 
. \begin{tabb}
 Returns the parameter $\lambda$\ of this object.
 \end{tabb}


setParams

public void setParams(double alpha,
                      double lambda)
Deprecated. 
. \begin{tabb}
 Sets the parameters $\alpha$\ and $\lambda$\ of this object.
 \end{tabb}


getParams

public double[] getParams()
Deprecated. 
. \begin{tabb}
 Return a table containing the parameters of the current distribution.
 This table is put in regular order: [$\alpha$, $\lambda$].
 \end{tabb}

 


toString

public String toString()
Deprecated. 
. \begin{hide}
 \par
 \begin{tabb}
 Returns a \texttt{String} containing information about the current distribution.
 \end{tabb}\end{hide}

Overrides:
toString in class Object

SSJ
V. labo.

To submit a bug or ask questions, send an e-mail to Pierre L'Ecuyer.