dev.nm.stat.evt.function

Class ReturnPeriod

java.lang.Object

dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction

dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction

dev.nm.stat.evt.function.ReturnPeriod

All Implemented Interfaces:

Function<Vector,Double>, RealScalarFunction, UnivariateRealFunction

public class ReturnPeriod
extends AbstractUnivariateRealFunction

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 \(\eta\). It is defined as \[ R = \frac{1}{P(X > \eta)} = \frac{1}{1 - F_X(\eta)}. \]

Nested Class Summary

Nested classes/interfaces inherited from interface dev.nm.analysis.function.Function

Function.EvaluationException

Constructor Summary

Constructors

Constructor and Description
ReturnPeriod(UnivariateEVD evd) Construct the return period function for a given univariate extreme value distribution.
ReturnPeriod(UnivariateRealFunction cdfFunction) Construct the return period function with the cumulative distribution function of a univariate extreme value distribution.

Method Summary

Modifier and Type	Method and Description
double	evaluate(double x) Evaluate y = f(x).

Methods inherited from class dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction

evaluate

Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction

dimensionOfDomain, dimensionOfRange

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface dev.nm.analysis.function.Function

dimensionOfDomain, dimensionOfRange

Constructor Detail

ReturnPeriod

public ReturnPeriod(UnivariateEVD evd)

Construct the return period function for a given univariate extreme value distribution.

Parameters:

evd - the univariate extreme value distribution

ReturnPeriod

public ReturnPeriod(UnivariateRealFunction cdfFunction)

Construct the return period function with the cumulative distribution function of a univariate extreme value distribution. This is suitable when only the cdf is known.

Parameters:

cdfFunction - the cdf of the univariate extreme value distribution

Method Detail

evaluate

public double evaluate(double x)

Description copied from interface: UnivariateRealFunction

Evaluate y = f(x).

Parameters:

x - x

Returns:

f(x)