assaedi76 assaedi76
2013-May-26 07:06 UTC
[R] Parameters estimation for extreme value models
Thanks in advance R users I have time series data and I need to estimate the parameters involved in three different models for generalized extreme values Model 1: a, b, c are constants. Model 2: a(t)=B0+B1 t, but b, c are constants Model 3: c(t)Exp(B0+B1 t) but a, b are constants Where a, b and c are location, scale and shape parameter respectively; t is time. Regards [[alternative HTML version deleted]]
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assaedi76 assaedi76 <assaedi76 at yahoo.com> wrote:
>Thanks in advance R
>users
>
>?
>
>I have time series data
>and I need to estimate the parameters involved in three different
>models for
>generalized extreme values
>
>?
>
>Model 1: ?a, b,
>c?are constants.
>
>?
>
>Model 2:?a(t)=B0+B1 t,
>but? b, c?are constants
>
>?
>
>Model 3:?c(t)>Exp(B0+B1 t) ?but?a, b?are constants
>
>?
>
>Where a, b?and?c?are location, scale and
>shape parameter respectively; t is time.
>
>
>
>
>
>
>
>Regards?
> [[alternative HTML version deleted]]
>
>
>
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