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Testing class GeneralizedExtremeValue
checkConstructorAndDestructor()
checkCopyConstructor()
streamObject(const T & anObject)
class=GeneralizedExtremeValue name=GeneralizedExtremeValue mu=2 sigma=1.5 xi=-0.5 actual distribution=class=WeibullMax name=WeibullMax dimension=1 beta=3 alpha=2 gamma=5
streamObject(const T & anObject)
class=GeneralizedExtremeValue name=GeneralizedExtremeValue mu=2 sigma=1.5 xi=-0.5 actual distribution=class=WeibullMax name=WeibullMax dimension=1 beta=3 alpha=2 gamma=5
areSameObjects(const T & firstObject, const T & secondObject)
areDifferentObjects(const T & firstObject, const T & secondObject)
Distribution class=GeneralizedExtremeValue name=GeneralizedExtremeValue mu=2 sigma=1.5 xi=-0.15 actual distribution=class=WeibullMax name=WeibullMax dimension=1 beta=10 alpha=6.66667 gamma=12
Distribution GeneralizedExtremeValue(mu=2, sigma=1.5, xi=-0.15)
Elliptical = false
Continuous = true
oneRealization=class=Point name=Unnamed dimension=1 values=[2.00915]
oneSample first=class=Point name=Unnamed dimension=1 values=[0.788048] last=class=Point name=Unnamed dimension=1 values=[2.8505]
mean=class=Point name=Unnamed dimension=1 values=[2.65453]
covariance=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[2.73151]
Kolmogorov test for the generator, sample size=100 is accepted
Kolmogorov test for the generator, sample size=1000 is accepted
Point= class=Point name=Unnamed dimension=1 values=[1]
ddf =class=Point name=Unnamed dimension=1 values=[0.108952]
log pdf=-1.75315
pdf =0.173227
pdf (FD)=0.173227
cdf=0.151408
ccdf=0.848592
survival=0.848592
Inverse survival=class=Point name=Unnamed dimension=1 values=[0.211041]
Survival(inverse survival)=0.95
pdf gradient =class=Point name=Unnamed dimension=3 values=[-0.108952,-0.0428497,0.0749046]
pdf gradient (FD)=class=Point name=Unnamed dimension=3 values=[-0.108952,-0.0428497,0.0749046]
cdf gradient =class=Point name=Unnamed dimension=3 values=[-0.173227,0.115485,-0.0559084]
cdf gradient (FD)=class=Point name=Unnamed dimension=3 values=[-0.173227,0.115485,-0.0559084]
quantile=class=Point name=Unnamed dimension=1 values=[5.59515]
cdf(quantile)=0.95
Minimum volume interval=class=Interval name=Unnamed dimension=1 lower bound=class=Point name=Unnamed dimension=1 values=[-0.359967] upper bound=class=Point name=Unnamed dimension=1 values=[5.97545] finite lower bound=[1] finite upper bound=[1]
threshold=0.95
Minimum volume level set=class=LevelSet name=Unnamed dimension=1 function=class=Function name=Unnamed implementation=class=FunctionImplementation name=Unnamed description=[X0,-logPDF] evaluationImplementation=MinimumVolumeLevelSetEvaluation(GeneralizedExtremeValue(mu=2, sigma=1.5, xi=-0.15)) gradientImplementation=MinimumVolumeLevelSetGradient(GeneralizedExtremeValue(mu=2, sigma=1.5, xi=-0.15)) hessianImplementation=class=CenteredFiniteDifferenceHessian name=Unnamed epsilon=class=Point name=Unnamed dimension=1 values=[0.0001] evaluation=MinimumVolumeLevelSetEvaluation(GeneralizedExtremeValue(mu=2, sigma=1.5, xi=-0.15)) level=3.31111
beta=0.0364758
Bilateral confidence interval=class=Interval name=Unnamed dimension=1 lower bound=class=Point name=Unnamed dimension=1 values=[-0.162817] upper bound=class=Point name=Unnamed dimension=1 values=[6.23879] finite lower bound=[1] finite upper bound=[1]
beta=0.95
Unilateral confidence interval (lower tail)=class=Interval name=Unnamed dimension=1 lower bound=class=Point name=Unnamed dimension=1 values=[-4.83649] upper bound=class=Point name=Unnamed dimension=1 values=[5.59515] finite lower bound=[1] finite upper bound=[1]
beta=0.95
Unilateral confidence interval (upper tail)=class=Interval name=Unnamed dimension=1 lower bound=class=Point name=Unnamed dimension=1 values=[0.211041] upper bound=class=Point name=Unnamed dimension=1 values=[12] finite lower bound=[1] finite upper bound=[1]
beta=0.95
entropy=1.8961
entropy (MC)=1.89661
mean=class=Point name=Unnamed dimension=1 values=[2.66959]
standard deviation=class=Point name=Unnamed dimension=1 values=[1.64028]
skewness=class=Point name=Unnamed dimension=1 values=[0.435743]
kurtosis=class=Point name=Unnamed dimension=1 values=[3.13766]
covariance=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[2.69053]
correlation=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1]
spearman=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1]
kendall=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1]
parameters=[[mu : 2, sigma : 1.5, xi : -0.15]]
Standard representative=class=WeibullMax name=WeibullMax dimension=1 beta=1 alpha=6.66667 gamma=0
mu=2
sigma=1.5
xi=-0.15
Actual distribution=class=WeibullMax name=WeibullMax dimension=1 beta=10 alpha=6.66667 gamma=12
Distribution class=GeneralizedExtremeValue name=GeneralizedExtremeValue mu=2 sigma=1.5 xi=0 actual distribution=class=Gumbel name=Gumbel dimension=1 beta=1.5 gamma=2
Distribution GeneralizedExtremeValue(mu=2, sigma=1.5, xi=0)
Elliptical = false
Continuous = true
oneRealization=class=Point name=Unnamed dimension=1 values=[0.17248]
oneSample first=class=Point name=Unnamed dimension=1 values=[3.9261] last=class=Point name=Unnamed dimension=1 values=[2.95417]
mean=class=Point name=Unnamed dimension=1 values=[2.8704]
covariance=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[3.61937]
Kolmogorov test for the generator, sample size=100 is accepted
Kolmogorov test for the generator, sample size=1000 is accepted
Point= class=Point name=Unnamed dimension=1 values=[1]
ddf =class=Point name=Unnamed dimension=1 values=[0.116989]
log pdf=-1.68653
pdf =0.18516
pdf (FD)=0.18516
cdf=0.142597
ccdf=0.857403
survival=0.857403
Inverse survival=class=Point name=Unnamed dimension=1 values=[0.354217]
Survival(inverse survival)=0.95
pdf gradient =class=Point name=Unnamed dimension=3 values=[-0.116989,-0.0454479,0.0844441]
pdf gradient (FD)=class=Point name=Unnamed dimension=3 values=[-0.116989,-0.0454479,0.0844441]
cdf gradient =class=Point name=Unnamed dimension=3 values=[-0.18516,0.12344,-0.0617202]
cdf gradient (FD)=class=Point name=Unnamed dimension=3 values=[-0.18516,0.12344,-0.0617202]
quantile=class=Point name=Unnamed dimension=1 values=[6.45529]
cdf(quantile)=0.95
Minimum volume interval=class=Interval name=Unnamed dimension=1 lower bound=class=Point name=Unnamed dimension=1 values=[-0.341999] upper bound=class=Point name=Unnamed dimension=1 values=[6.74221] finite lower bound=[1] finite upper bound=[1]
threshold=0.95
Minimum volume level set=class=LevelSet name=Unnamed dimension=1 function=class=Function name=Unnamed implementation=class=FunctionImplementation name=Unnamed description=[X0,-logPDF] evaluationImplementation=MinimumVolumeLevelSetEvaluation(GeneralizedExtremeValue(mu=2, sigma=1.5, xi=0)) gradientImplementation=MinimumVolumeLevelSetGradient(GeneralizedExtremeValue(mu=2, sigma=1.5, xi=0)) hessianImplementation=class=CenteredFiniteDifferenceHessian name=Unnamed epsilon=class=Point name=Unnamed dimension=1 values=[0.0001] evaluation=MinimumVolumeLevelSetEvaluation(GeneralizedExtremeValue(mu=2, sigma=1.5, xi=0)) level=3.6093
beta=0.0270708
Bilateral confidence interval=class=Interval name=Unnamed dimension=1 lower bound=class=Point name=Unnamed dimension=1 values=[0.0420159] upper bound=class=Point name=Unnamed dimension=1 values=[7.51437] finite lower bound=[1] finite upper bound=[1]
beta=0.95
Unilateral confidence interval (lower tail)=class=Interval name=Unnamed dimension=1 lower bound=class=Point name=Unnamed dimension=1 values=[-3.20963] upper bound=class=Point name=Unnamed dimension=1 values=[6.45529] finite lower bound=[1] finite upper bound=[1]
beta=0.95
Unilateral confidence interval (upper tail)=class=Interval name=Unnamed dimension=1 lower bound=class=Point name=Unnamed dimension=1 values=[0.354217] upper bound=class=Point name=Unnamed dimension=1 values=[50.3543] finite lower bound=[1] finite upper bound=[1]
beta=0.95
entropy=1.98268
entropy (MC)=1.98194
mean=class=Point name=Unnamed dimension=1 values=[2.86582]
standard deviation=class=Point name=Unnamed dimension=1 values=[1.92382]
skewness=class=Point name=Unnamed dimension=1 values=[1.13955]
kurtosis=class=Point name=Unnamed dimension=1 values=[5.4]
covariance=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[3.7011]
correlation=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1]
spearman=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1]
kendall=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1]
parameters=[[mu : 2, sigma : 1.5, xi : 0]]
Standard representative=class=Gumbel name=Gumbel dimension=1 beta=1 gamma=0
mu=2
sigma=1.5
xi=0
Actual distribution=class=Gumbel name=Gumbel dimension=1 beta=1.5 gamma=2
Distribution class=GeneralizedExtremeValue name=GeneralizedExtremeValue mu=2 sigma=1.5 xi=0.15 actual distribution=class=Frechet name=Frechet dimension=1 beta=10 alpha=6.66667 gamma=-8
Distribution GeneralizedExtremeValue(mu=2, sigma=1.5, xi=0.15)
Elliptical = false
Continuous = true
oneRealization=class=Point name=Unnamed dimension=1 values=[3.21984]
oneSample first=class=Point name=Unnamed dimension=1 values=[0.921849] last=class=Point name=Unnamed dimension=1 values=[3.34899]
mean=class=Point name=Unnamed dimension=1 values=[3.166]
covariance=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[6.66831]
Kolmogorov test for the generator, sample size=100 is accepted
Kolmogorov test for the generator, sample size=1000 is accepted
Point= class=Point name=Unnamed dimension=1 values=[1]
ddf =class=Point name=Unnamed dimension=1 values=[0.127801]
log pdf=-1.6163
pdf =0.198632
pdf (FD)=0.198632
cdf=0.132842
ccdf=0.867158
survival=0.867158
Inverse survival=class=Point name=Unnamed dimension=1 values=[0.482513]
Survival(inverse survival)=0.95
pdf gradient =class=Point name=Unnamed dimension=3 values=[-0.127801,-0.0472207,0.095424]
pdf gradient (FD)=class=Point name=Unnamed dimension=3 values=[-0.127801,-0.0472207,0.095424]
cdf gradient =class=Point name=Unnamed dimension=3 values=[-0.198632,0.132422,-0.0685353]
cdf gradient (FD)=class=Point name=Unnamed dimension=3 values=[-0.198632,0.132422,-0.0685353]
quantile=class=Point name=Unnamed dimension=1 values=[7.61316]
cdf(quantile)=0.95
Minimum volume interval=class=Interval name=Unnamed dimension=1 lower bound=class=Point name=Unnamed dimension=1 values=[-0.261956] upper bound=class=Point name=Unnamed dimension=1 values=[7.81353] finite lower bound=[1] finite upper bound=[1]
threshold=0.95
Minimum volume level set=class=LevelSet name=Unnamed dimension=1 function=class=Function name=Unnamed implementation=class=FunctionImplementation name=Unnamed description=[X0,-logPDF] evaluationImplementation=MinimumVolumeLevelSetEvaluation(GeneralizedExtremeValue(mu=2, sigma=1.5, xi=0.15)) gradientImplementation=MinimumVolumeLevelSetGradient(GeneralizedExtremeValue(mu=2, sigma=1.5, xi=0.15)) hessianImplementation=class=CenteredFiniteDifferenceHessian name=Unnamed epsilon=class=Point name=Unnamed dimension=1 values=[0.0001] evaluation=MinimumVolumeLevelSetEvaluation(GeneralizedExtremeValue(mu=2, sigma=1.5, xi=0.15)) level=3.47643e+56
beta=0
Bilateral confidence interval=class=Interval name=Unnamed dimension=1 lower bound=class=Point name=Unnamed dimension=1 values=[0.22178] upper bound=class=Point name=Unnamed dimension=1 values=[9.35746] finite lower bound=[1] finite upper bound=[1]
beta=0.95
Unilateral confidence interval (lower tail)=class=Interval name=Unnamed dimension=1 lower bound=class=Point name=Unnamed dimension=1 values=[-8] upper bound=class=Point name=Unnamed dimension=1 values=[7.61316] finite lower bound=[1] finite upper bound=[1]
beta=0.95
Unilateral confidence interval (upper tail)=class=Interval name=Unnamed dimension=1 lower bound=class=Point name=Unnamed dimension=1 values=[0.482513] upper bound=class=Point name=Unnamed dimension=1 values=[1251.08] finite lower bound=[1] finite upper bound=[1]
beta=0.95
entropy=2.06926
entropy (MC)=2.07062
mean=class=Point name=Unnamed dimension=1 values=[3.12484]
standard deviation=class=Point name=Unnamed dimension=1 values=[2.45836]
skewness=class=Point name=Unnamed dimension=1 values=[2.53025]
kurtosis=class=Point name=Unnamed dimension=1 values=[19.2742]
covariance=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[6.04353]
correlation=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1]
spearman=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1]
kendall=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1]
parameters=[[mu : 2, sigma : 1.5, xi : 0.15]]
Standard representative=class=Frechet name=Frechet dimension=1 beta=1 alpha=6.66667 gamma=0
mu=2
sigma=1.5
xi=0.15
Actual distribution=class=Frechet name=Frechet dimension=1 beta=10 alpha=6.66667 gamma=-8
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