dev.nm.stat.evt.timeseries

Class MMAModel

java.lang.Object

dev.nm.stat.evt.timeseries.MARMAModel

dev.nm.stat.evt.timeseries.MMAModel

public class MMAModel
extends MARMAModel

This is equivalent to MARMA(0, q).

The R equivalent function is evd::mma.

Constructor Summary

Constructors

Constructor and Description
MMAModel(double[] MA) Create an instance with the MA coefficients, using FrechetDistribution as the GEV distribution.
MMAModel(double[] MA, UnivariateEVD dist) Create an instance with the MA coefficients, and a GEV distribution for generating innovations.

Method Summary

Methods inherited from class dev.nm.stat.evt.timeseries.MARMAModel

AR, getDistribution, MA, p, q

Methods inherited from class java.lang.Object

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

Constructor Detail

MMAModel

public MMAModel(double[] MA)

Create an instance with the MA coefficients, using FrechetDistribution as the GEV distribution.

Parameters:

MA - the MA coefficients \(\theta_i\)

MMAModel

public MMAModel(double[] MA,
                UnivariateEVD dist)

Create an instance with the MA coefficients, and a GEV distribution for generating innovations.

Parameters:

MA - the MA coefficients \(\theta_i\)

dist - the GEV distribution