Lila Collet
2016-Feb-10 15:19 UTC
[R] MonteCarlo sampling on profile log likelihood - package extRemes
Hi I am using the package extRemes to assess 100-year return period runoffs with the GEV and GP distribution functions and the associated 95% confidence intervals. I use the MLE method for that. Now I would like to sample a few thousands values of return levels on the profile likelihood between the 95% confidence interval boundaries. I saw that the function ?profliker? allows to sample log-likelihood values along the profile likelihood. Is there any way to sample return levels or get the return levels corresponding to these log-likelihood values? Thanks for any help. Kind regards, LCollet