Novacta.Analytics Documentation
Generalized
Represents a Generalized Pareto distribution.
Definition
Namespace: Novacta.Analytics
Assembly: Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.1.0+428f3840cfab98dda567bb0ed350b302533e273a
Assembly: Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.1.0+428f3840cfab98dda567bb0ed350b302533e273a
C#
public class GeneralizedParetoDistribution : ProbabilityDistributionVB
Public Class GeneralizedParetoDistribution
Inherits ProbabilityDistributionC++
public ref class GeneralizedParetoDistribution : public ProbabilityDistributionF#
type GeneralizedParetoDistribution =
class
inherit ProbabilityDistribution
end- Inheritance
- Object RandomDevice ProbabilityDistribution GeneralizedParetoDistribution
Remarks
The Generalized Pareto density function can be written as
where 
if 
, and
if 
.
The location parameter, 
, the scale parameter,
, and the shape parameter, 
can be get or set through the properties
Mu, Sigma, and Xi, respectively.
Constructors
| GeneralizedParetoDistribution | Initializes a new instance of the GeneralizedParetoDistribution class having the specified parameters. |
Properties
| CanInvertCdf |
Gets a value indicating whether this instance can invert its
cumulative distribution function.
(Overrides ProbabilityDistributionCanInvertCdf) |
| Mu | Gets or sets the location parameter of this instance. |
| RandomNumberGenerator |
Gets or sets the basic random generator for this instance.
(Inherited from RandomDevice) |
| Sigma | Gets or sets the scale parameter of this instance. |
| Xi | Gets or sets the shape parameter of this instance. |
Methods
| Cdf(Double) |
Computes the cumulative distribution function
of this instance at the specified argument.
(Overrides ProbabilityDistributionCdf(Double)) |
| Cdf(DoubleMatrix) |
Computes the cumulative distribution function
of this instance at the specified arguments.
(Overrides ProbabilityDistributionCdf(DoubleMatrix)) |
| Cdf(ReadOnlyDoubleMatrix) |
Computes the cumulative distribution function
of this instance at the specified arguments.
(Inherited from ProbabilityDistribution) |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
| Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
| GetType | Gets the Type of the current instance. (Inherited from Object) |
| InverseCdf(Double) |
Computes the inverse of the cumulative distribution function
of this instance at the specified argument.
(Overrides ProbabilityDistributionInverseCdf(Double)) |
| InverseCdf(DoubleMatrix) |
Computes the inverse of the cumulative distribution function
of this instance at the specified arguments.
(Overrides ProbabilityDistributionInverseCdf(DoubleMatrix)) |
| InverseCdf(ReadOnlyDoubleMatrix) |
Computes the inverse of the cumulative distribution function
of this instance at the specified arguments.
(Inherited from ProbabilityDistribution) |
| Mean |
Computes the mean of this instance.
(Overrides ProbabilityDistributionMean) |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) |
| OnSample |
Called when drawing a sample from this instance having the given size
and returns it
in a given destination array.
(Overrides ProbabilityDistributionOnSample(Int32, Double, Int32)) |
| Pdf(Double) |
Computes the probability density function
of this instance at the specified argument.
(Overrides ProbabilityDistributionPdf(Double)) |
| Pdf(DoubleMatrix) |
Computes the probability density function
of this instance at the specified arguments.
(Overrides ProbabilityDistributionPdf(DoubleMatrix)) |
| Pdf(ReadOnlyDoubleMatrix) |
Computes the probability density function
of this instance at the specified arguments.
(Inherited from ProbabilityDistribution) |
| Sample |
Draws a sample point from this instance.
(Overrides ProbabilityDistributionSample) |
| Sample(Int32) |
Draws a sample from this instance having the specified size
and returns it as a matrix.
(Inherited from ProbabilityDistribution) |
| Sample(Int32, Double, Int32) |
Draws a sample from this instance having the specified size
and returns it
in a destination array.
(Inherited from ProbabilityDistribution) |
| StandardDeviation |
Computes the standard deviation of this instance.
(Inherited from ProbabilityDistribution) |
| ToString | Returns a string that represents the current object. (Inherited from Object) |
| Variance |
Computes the variance of this instance.
(Overrides ProbabilityDistributionVariance) |