Jue Lin-Ye
2016-Feb-12 11:02 UTC
[R] MonteCarlo sampling on profile log likelihood - package extRemes
> > ?? > Date: Wed, 10 Feb 2016 15:19:21 +0000 > From: Lila Collet <collet.lila at gmail.com> > To: r-help at R-project.org > Subject: [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 > >?A string with the subject "Generate random numbers under constrain" saved in the r-help Archive (website: https://stat.ethz.ch/pipermail/r-help/) around Thu, 27 Nov 2014 19:20:41 +0100 might help you. -- Jue Lin-Ye? [[alternative HTML version deleted]]