Struct GpdQuantileEstimate 

pub struct GpdQuantileEstimate {
    pub quantile: f64,
    pub point_estimate: f64,
    pub lower_bound: f64,
    pub upper_bound: f64,
    pub credibility: f64,
    pub n_exceedances: usize,
    pub n_total: usize,
}

Quantile estimate with credible interval from GPD model.

Fields

quantile: f64

The quantile being estimated (e.g., 0.999 for P99.9).

point_estimate: f64

Point estimate (posterior mean).

lower_bound: f64

Lower bound of credible interval.

upper_bound: f64

Upper bound of credible interval.

credibility: f64

Credibility level (e.g., 0.95 for 95% CI).

n_exceedances: usize

Number of threshold exceedances used for estimation.

n_total: usize

Total number of observations.

Implementations

impl GpdQuantileEstimate

pub fn interval_width(&self) -> f64

Width of the credible interval.

pub fn relative_uncertainty(&self) -> f64

Relative uncertainty (interval width / point estimate).

Trait Implementations

impl Clone for GpdQuantileEstimate

fn clone(&self) -> GpdQuantileEstimate

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Copy for GpdQuantileEstimate

impl Debug for GpdQuantileEstimate

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for GpdQuantileEstimate

fn eq(&self, other: &GpdQuantileEstimate) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for GpdQuantileEstimate