Testing class Frechet
checkConstructorAndDestructor()
checkCopyConstructor()
streamObject(const T & anObject)
class=Frechet name=Frechet dimension=1 alpha=6 beta=1.5 gamma=-1
streamObject(const T & anObject)
class=Frechet name=Frechet dimension=1 alpha=6 beta=1.5 gamma=-1
areSameObjects(const T & firstObject, const T & secondObject)
areDifferentObjects(const T & firstObject, const T & secondObject)
Distribution class=Frechet name=Frechet dimension=1 alpha=6 beta=1.5 gamma=-1
Distribution Frechet(alpha = 6, beta = 1.5, gamma = -1)
Elliptical = false
Continuous = true
oneRealization=class=Point name=Unnamed dimension=1 values=[0.705878]
oneSample first=class=Point name=Unnamed dimension=1 values=[1.12231] last=class=Point name=Unnamed dimension=1 values=[0.539283]
mean=class=Point name=Unnamed dimension=1 values=[0.698001]
covariance=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[0.177003]
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=[-1.32548]
ddf (FD)=class=Point name=Unnamed dimension=1 values=[-1.32548]
log pdf=-0.805459
pdf     =0.446883
pdf (FD)=0.446883
cdf=0.83696
ccdf=0.16304
survival=0.16304
Inverse survival=class=Point name=Unnamed dimension=1 values=[0.249321]
Survival(inverse survival)=0.95
characteristic function=(0.72659,0.574653)
log characteristic function=(-0.0764829,0.669162)
pdf gradient     =class=Point name=Unnamed dimension=3 values=[-0.0311988,1.46939,1.32548]
pdf gradient (FD)=class=Point name=Unnamed dimension=3 values=[-0.0311988,1.46939,1.32548]
cdf gradient     =class=Point name=Unnamed dimension=3 values=[0.0428534,-0.595844,-0.446883]
cdf gradient (FD)=class=Point name=Unnamed dimension=3 values=[0.0428534,-0.595844,-0.446883]
quantile=class=Point name=Unnamed dimension=1 values=[1.46083]
cdf(quantile)=0.95
Minimum volume interval=class=Interval name=Unnamed dimension=1 lower bound=class=Point name=Unnamed dimension=1 values=[0.125077] upper bound=class=Point name=Unnamed dimension=1 values=[1.49279] 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,y0] evaluationImplementation=MinimumVolumeLevelSetEvaluation(Frechet(alpha = 6, beta = 1.5, gamma = -1)) gradientImplementation=MinimumVolumeLevelSetGradient(Frechet(alpha = 6, beta = 1.5, gamma = -1)) hessianImplementation=class=CenteredFiniteDifferenceHessian name=Unnamed epsilon=class=Point name=Unnamed dimension=1 values=[0.0001] evaluation=MinimumVolumeLevelSetEvaluation(Frechet(alpha = 6, beta = 1.5, gamma = -1)) level=2.21675
beta=0.108963
Bilateral confidence interval=class=Interval name=Unnamed dimension=1 lower bound=class=Point name=Unnamed dimension=1 values=[0.206726] upper bound=class=Point name=Unnamed dimension=1 values=[1.76813] 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=[-1] upper bound=class=Point name=Unnamed dimension=1 values=[1.46083] 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=[0.249321] upper bound=class=Point name=Unnamed dimension=1 values=[322.208] finite lower bound=[1] finite upper bound=[1]
beta=0.95
mean=class=Point name=Unnamed dimension=1 values=[0.693181]
standard deviation=class=Point name=Unnamed dimension=1 values=[0.424152]
skewness=class=Point name=Unnamed dimension=1 values=[2.80557]
kurtosis=class=Point name=Unnamed dimension=1 values=[24.6781]
covariance=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[0.179905]
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=[[alpha : 6, beta : 1.5, gamma : -1]]
standard moment n=0, value=class=Point name=Unnamed dimension=1 values=[1]
standard moment n=1, value=class=Point name=Unnamed dimension=1 values=[1.12879]
standard moment n=2, value=class=Point name=Unnamed dimension=1 values=[1.35412]
standard moment n=3, value=class=Point name=Unnamed dimension=1 values=[1.77245]
standard moment n=4, value=class=Point name=Unnamed dimension=1 values=[2.67894]
standard moment n=5, value=class=Point name=Unnamed dimension=1 values=[5.56632]
Standard representative=Frechet(alpha = 6, beta = 1, gamma = 0)
