hi!
i send again my question because there was a problem earlier that
someone did not see my attached file. If you really can't download it,
this is the attached file.
Please help me how to convert this S plus file to R.
Is there a quick method to do it? I don't have an S plus
installer here.
---------------------------------------------------
# Computes a possible choice for the optimal k value
# of the Hill estimator by minimizing estimates of
# the asumptotic mean squared error (Section 4.7ii)
#
# Estimates can be based on the estimates of the second
# order parameters gamma, b and beta obtained with the
# function Hill.2oQV
#
# If addtoHill=TRUE then the optimal k value is added to
# the plot of the Hill estimates (given the plot is available)
#
# If plot=TRUE then the estimates of the AMSE are plotted
# as a function of k and the optimal k value is added to it
"Hill.AMSE.kopt" <- function(Hill.2oQV, addtoHill=FALSE,
plot=FALSE, ...) {
K <- Hill.2oQV$k
gamma <- Hill.2oQV$gamma
b <- Hill.2oQV$b
beta <- Hill.2oQV$beta
AMSE.Hill <- (gamma^2)/K + (b/(1+beta))^2
AMSE.Hill.min <- min(AMSE.Hill, na.rm = T)
kopt <- K[AMSE.Hill==AMSE.Hill.min]
### plots if TRUE
if ( addtoHill ) { ### add optimal k value to Hill-plot
abline(v=kopt,lty=3,col=4)
}
if ( plot ){ ### plot estimates of AMSE as function of k
plot(K, AMSE.Hill, type="l", ylab="AMSE gamma",
xlab="k", main="AMSE estimates of extreme value index", ...)
abline(v=kopt,lty=3,col=4)
}
### output list with values of k, corresponding
### estimates of AMSE Hill and optimal k value kopt
list(K=K, AMSE.Hill=AMSE.Hill, kopt=kopt)
}
--------------------------------------------------------
Thanks for the help.
Filame
---------------------------------
Hi,
The function you show below performs
relatively simple S language stuff, and
looks as if it will run as is in R.
Looks like you'll need an output object
"Hill.2oQV" (I'm guessing from a function
of the same name). That Hill.2oQV() function
may need some work, but the Hill.AMSE.kopt()
function below should work as is.
Best
Steve McKinney
-----Original Message-----
From: r-help-bounces at r-project.org on behalf of filame uyaco
Sent: Wed 11/28/2007 6:51 PM
To: r-help at stat.math.ethz.ch
Subject: [R] convert an S plus file to R?
hi!
i send again my question because there was a problem earlier that
someone did not see my attached file. If you really can't download it,
this is the attached file.
Please help me how to convert this S plus file to R.
Is there a quick method to do it? I don't have an S plus
installer here.
---------------------------------------------------
# Computes a possible choice for the optimal k value
# of the Hill estimator by minimizing estimates of
# the asumptotic mean squared error (Section 4.7ii)
#
# Estimates can be based on the estimates of the second
# order parameters gamma, b and beta obtained with the
# function Hill.2oQV
#
# If addtoHill=TRUE then the optimal k value is added to
# the plot of the Hill estimates (given the plot is available)
#
# If plot=TRUE then the estimates of the AMSE are plotted
# as a function of k and the optimal k value is added to it
"Hill.AMSE.kopt" <- function(Hill.2oQV, addtoHill=FALSE,
plot=FALSE, ...) {
K <- Hill.2oQV$k
gamma <- Hill.2oQV$gamma
b <- Hill.2oQV$b
beta <- Hill.2oQV$beta
AMSE.Hill <- (gamma^2)/K + (b/(1+beta))^2
AMSE.Hill.min <- min(AMSE.Hill, na.rm = T)
kopt <- K[AMSE.Hill==AMSE.Hill.min]
### plots if TRUE
if ( addtoHill ) { ### add optimal k value to Hill-plot
abline(v=kopt,lty=3,col=4)
}
if ( plot ){ ### plot estimates of AMSE as function of k
plot(K, AMSE.Hill, type="l", ylab="AMSE gamma",
xlab="k", main="AMSE estimates of extreme value index", ...)
abline(v=kopt,lty=3,col=4)
}
### output list with values of k, corresponding
### estimates of AMSE Hill and optimal k value kopt
list(K=K, AMSE.Hill=AMSE.Hill, kopt=kopt)
}
--------------------------------------------------------
Thanks for the help.
Filame
hi all!
Thank you for replying on my message. I will try all your suggestions.
Thank you again!
Filame
filame uyaco <filams0704@yahoo.com> wrote:
hi!
i send again my question because there was a problem earlier that
someone did not see my attached file. If you really can't download it,
this is the attached file.
-------------------
file
-------------------
Please help me how to convert this S plus file to R.
Is there a quick method to do it? I don't have an S plus
installer here.
Thanks for the help.
Filame
---------------------------------
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