[R] Return Level in "ismev"

Peter Maclean
Sat, 09 Jul 2011 19:11:48 -0000

Is?is possible to?recover the return levels and?intervals (as reported in a turn
level plot) at a given confidence interval? See a repducible example.

#Grouped vector
n <- data.frame(n = rep(c(1:3), each = 10))
y = rgamma(30, shape=0.5, rate = 1, scale = 10)
require(plyr)
require(ismev)
require(grDevices)
Gdata <- as.data.frame(cbind(n,y))
Gdata <- split(Gdata,Gdata$n)
rg <- lapply(Gdata, function(x){
????????????? m <- as.numeric(x$y)
????????????? gev.fit(m, ydat = NULL, mul = NULL, sigl = NULL, shl = NULL,
??mulink = identity, siglink = identity, shlink = identity,
??muinit = NULL, siginit = NULL, shinit = NULL,
??show = TRUE, method = "SANN", maxit = 10000)
?????????????? })
str(rg,no.list = TRUE)
rgd<- ldply(rg2, function(x) x$mle)
#Diag plot
pdf("H:/CLIMATE_PROJECT/REPOARESULTS/GRAPHS/diagplot.pdf")
par(mfrow=c(2,2))
rqf <- lapply(rg2, gev.diag)
dev.off()