Package com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting

• Interface Summary
Interface Description
MaximumLikelihoodFitting
This interface defines model fitting by maximum likelihood algorithm.
• Class Summary
Class Description
ConfidenceInterval
This class stores information for a list of confidence intervals, with the same confidence level.
EstimateByLogLikelihood
Result from maximum likelihood fitting algorithm, which contains: the log-likelihood function, the fitted parameters for the target model, the variance-covariance matrix, the standard errors, the confidence intervals.
GEVFittingByMaximumLikelihood
Estimate the GeneralizedEVD parameter from the observations by maximum likelihood approach.