C Library Functions - extrem (3)
NAME
extrem(3f) - [M_datapac:STATISTICS] determine whether a type 1 or type 2 extreme value distribution better fits a given data set
CONTENTS
Synopsis
Description
Options
Examples
Author
Maintainer
License
References
SYNOPSIS
SUBROUTINE EXTREM(X,N)
DESCRIPTION
extrem(3f) performs an extreme value analysis on the data in the input vector x.this analysis consists of determining that particular extreme value type 1 or extreme value type 2 distribution which best fits the data set.
the goodness of fit criterion is the maximum probability plot correlation coefficient criterion.
after the best-fit distribution is determined, estimates are computed and printed out for the location and scale parameters.
two probability plots are also printed out-- the best-fit type 2 probability plot (if the best fit was in fact a type 2), and the type 1 probability plot.
predicted extremes for various return periods are also computed and printed out.
OPTIONS
X description of parameter Y description of parameter
EXAMPLES
Sample program:
program demo_extrem use M_datapac, only : extrem implicit none ! call extrem(x,y) end program demo_extremResults:
AUTHOR
The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.
MAINTAINER
John Urban, 2022.05.31
LICENSE
CC0-1.0
REFERENCES
o FILLIBEN (1972), ’TECHNIQUES FOR TAIL LENGTH ANALYSIS’, PROCEEDINGS
OF THE EIGHTEENTH CONFERENCE ON THE DESIGN OF EXPERIMENTS IN ARMY
RESEARCH AND TESTING, pages 425-450.
| o |
FILLIBEN, ’THE PERCENT POINT FUNCTION’, UNPUBLISHED MANUSCRIPT.
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| Nemo Release 3.1 | extrem (3) | February 23, 2025 |
