GumbelDistribution Constructor

Definition

Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

Overload List

GumbelDistribution() Constructs a new standard GumbelDistribution.
GumbelDistribution(Vector<Double>) Estimates the parameters of the distribution of a variable assuming it follows a Gumbel distribution.
GumbelDistribution(Double, Double) Constructs a new GumbelDistribution using the specified shape parameters.
GumbelDistribution(Vector<Double>, EstimationMethod) Estimates the parameters of the distribution of a variable assuming it follows a Gumbel distribution.
GumbelDistribution(Double, Double, Boolean) Constructs a new GumbelDistribution using the specified shape parameters.
GumbelDistribution(Vector<Double>, EstimationMethod, Boolean) Estimates the parameters of the distribution of a variable assuming it follows a Gumbel distribution.

GumbelDistribution

Constructs a new standard GumbelDistribution.
C# 
public GumbelDistribution()

Remarks

Gumbel distributions have a location and a shape parameter. The 'standard' Gumbel distribution has location parameter 0 and shape parameter 1.

GumbelDistribution(Vector<Double>)

Estimates the parameters of the distribution of a variable assuming it follows a Gumbel distribution.
C# 
public GumbelDistribution(
	Vector<double> variable
)

Parameters

variable  Vector<Double>
A vector.

Return Value

The GumbelDistribution that best matches the distribution of variable.

Remarks

Use this constructor to create a NormalDistribution whose parameters are estimated from variable. This constructor uses an unbiased estimator.

Exceptions

ArgumentNullExceptionvariable is null.

GumbelDistribution(Double, Double)

Constructs a new GumbelDistribution using the specified shape parameters.
C# 
public GumbelDistribution(
	double location,
	double scale
)

Parameters

location  Double
Location parameter of the distribution.
scale  Double
Scale parameter of the distribution.

Remarks

Gumbel distributions have a location and a scale parameter. The scale parameter must be greater than zero.

Exceptions

ArgumentOutOfRangeExceptionscale is less than or equal to zero.

GumbelDistribution(Vector<Double>, EstimationMethod)

Estimates the parameters of the distribution of a variable assuming it follows a Gumbel distribution.
C# 
public GumbelDistribution(
	Vector<double> variable,
	EstimationMethod method
)

Parameters

variable  Vector<Double>
A vector.
method  EstimationMethod
An EstimationMethod value that specifies the method to be used to estimate the distribution parameters.

Return Value

The GumbelDistribution that best matches the distribution of variable.

Remarks

Use this constructor to create a NormalDistribution whose parameters are estimated from variable. The maximum likelihood and matching moment methods use biased and unbiased estimators for the standard deviation.

Exceptions

ArgumentNullExceptionvariable is null.

GumbelDistribution(Double, Double, Boolean)

Constructs a new GumbelDistribution using the specified shape parameters.
C# 
public GumbelDistribution(
	double location,
	double scale,
	bool smallest
)

Parameters

location  Double
Location parameter of the distribution.
scale  Double
Scale parameter of the distribution.
smallest  Boolean
A Boolean value that indicates if the distribution models the smallest extreme values.

Remarks

Gumbel distributions have a location and a scale parameter. The scale parameter must be greater than zero.

Exceptions

ArgumentOutOfRangeExceptionscale is less than or equal to zero.

GumbelDistribution(Vector<Double>, EstimationMethod, Boolean)

Estimates the parameters of the distribution of a variable assuming it follows a Gumbel distribution.
C# 
public GumbelDistribution(
	Vector<double> variable,
	EstimationMethod method,
	bool smallest
)

Parameters

variable  Vector<Double>
A vector.
method  EstimationMethod
An EstimationMethod value that specifies the method to be used to estimate the distribution parameters.
smallest  Boolean
A Boolean value that indicates if the distribution models the smallest extreme values.

Return Value

The GumbelDistribution that best matches the distribution of variable.

Remarks

Use this constructor to create a NormalDistribution whose parameters are estimated from variable. The maximum likelihood and matching moment methods use biased and unbiased estimators for the standard deviation.

Exceptions

ArgumentNullExceptionvariable is null.

See Also