# SuanShu, a Java numerical and statistical library

Given a GEV distribution of a random variable $$X$$, the return level $$\eta$$ is the value that is expected to be exceeded on average once every interval of time $$T$$, with a probability of $$1 / T$$.
The return period $$R$$ of a level $$\eta$$ for a random variable $$X$$ is the mean number of trials that must be done for $$X$$ to exceed $$\eta$$.