search for: evir

I have R 1.9.0 running under Solaris 2.9 ona SunBlade 100, and am very happy with it. I heard about the stuff at www.rmetrics.org and thought it might be worth looking at. However, what I found there is a bunch of .zip files. The entry page suggests that there is some way to install packages from .zip files in R, but I have searched all the documentation I have and cannot find it. _Is_ there

I'm next at installing packages. I seem to have successfully installed "evir", but I can't use it. I'm wondering if I need to specify the installation to match my working directory, or something else. thx, G

I am trying to use the evir package but I cannot find a way to change my excel csv files into R-objects, which are used in the package. In particular, I do not know how to change a csv list object into a numeric vector. Anybody done this before? Thanks in advance for your time. Vikentia [[alternate HTML version deleted]...

Dear List, This inquiry probably does not directly pertain to R. I am using library(evir) to learn EVT. Based on my reading of things, it is my understanding that if one wants to calculate quantiles of GPD, one could use either riskmeasures() or qgpd(). However, using data(danish) as an example, the quantile estimates produced by riskmeasures() are considerably different from those p...

Dear Sirs, I am working with a time series of financial data compiled in a csv file. When i tried to apply the findthresh funtion of the evir package to that data I got the following error messages (the second after transforming the list in a vector): "Error in as.double.default(x) : (list) object cannot be coerced to double" "Error in as.double.default(as.vector(port)) : (list) object cannot be coerced to double...

Hi, I'm fitting a generalized Pareto distribution to POT exceedances of a data set. The practical stuff works ok, but I have a question regarding theory. Is there an equation relating parameters of a gpd tail to its (first) moments? According to theory for certain parameters either the first moment does not exist or the distribution has an upper bound, but I haven't found the

  Hi r-users,   I would like to use gev and my data (annual rainfall ) is as follows:   > head(dat,20) A B C D E F G H I J 1 45.1 41.5 58.5 50.1 46.0 49.1 37.7 49.1 59.8 54.0 2 50.3 39.8 49.4 56.4 49.4 48.8 42.1 49.8 49.4 58.3 3 41.7 39.3 44.6 39.1 35.7 41.5 40.8 40.8 38.5 45.6 4 50.7 33.9 48.4 28.2 35.5 39.1 61.4 17.0 30.7 38.3 5 39.3 30.6 46.9 23.8 25.8

I am estimating a large model by groups. How do you save the results and?returns the associated quantiles? For this example I need a data frame n?? ?xi??????? mu????????beta 1?? 0.1033614? 2.5389580 0.9092611 2? ?0.3401922? 0.5192882 1.5290615 3?? 0.5130798? 0.5668308 1.2105666 I also want to apply gevrlevelPlot() for each "n" or group. ? #Example n <- c(1, 1, 1, 1, 1, 1, 2, 2, 2,

...of the start and end of the period and suggests that I have done something correctly. Two questions: (1) how to implement annual blocks and compute e.g. annual max, min and mean of y (each year's max, min, mean)? (2) how to apply POSIX variables with the 'block' argument in gev in the evir package? The S+FinMetrics function aggregateSeries does the job in that module; but I do not know, how handle it in R. My guess is that (1) is done by using the function aggregate, but how to define the 'by' argument with POSIX variables? Thanks! Hannu Kahra Progetti Speciali Monte Pasc...

Up to now, I have recognized problems with "gpd(..)", the function from the package "evir" I think that all these functions that estimate the parameters xi, beta for the GPD by given threshold mu use the function "optim(..)" ( gpd, fitgpd, ...) "Error" example: data1 <- rgpd(1000, xi= -1.5, mu=1000, beta=100) so the created poinnts take place in about (10...

...nv(environment())) #rm(list=delList, envir=globalenv()) } } Unfortunately, this fails to work - it aborts with the following error: Error in rm(list = delList, pos = -1) : invalid first argument if I use rm(list=delList, pos=-1) Or with the following error: Error in rm(list = delList, evir = parent.env(environment())) : ... must contain names or character strings if I use rm(list=delList, envir=parent.env(environment())) or rm(list=delList, envir=globalenv()) I get the same errors if I bypass rm entirely and use .Internal(remove(delList, globalenv(),FALSE)). I am using R version...

...g code should then work *both* in Windows *and* in Unix. The documentation in the FAQ *does* provide quite a clear indication that this is something to watch out for; I found it fairly easy to find and work around this bit. (2) By manually editing the 'Built:' line in the 'evir' package, which is a "binary" package that contains no object files, I was able to get a clear install of 'evir' for which all the examples I tried seemed to work (defined as "didn't crash" and "vaguely plausible output"). The docum...

...[1:2167] 1.68 2.09 1.73 1.78 4.61 ... - attr(*, "times")='POSIXct', format: chr [1:2167] "1980-01-02 18:00:00" "1980-01-03 18:00:00" "1980-01-04 18:00:00" "1980-01-06 18:00:00" ... "danish" is a data set that the package "evir" comes with. Any help would be appreciated. [[alternative HTML version deleted]]

hi, rgev function gives me random deviates and I have a data set which I am fitting to an EVD,IS there a way I can plot both observed and ideal evd on the same plot thankyou Rangesh

...aggregateSeries and seriesData in R packages? (Q2): how can i perform these Splus commads in R? e.g. annualMax.sp500 = aggregateSeries(-spto87,by="years",FUN=max) hist(seriesData(annualMax.sp500)) (Q3): is the method of probability-weighted moments available in evir package? Thanks! Filame __________________________________________________ [[alternative HTML version deleted]]

...question of extreme value distributions, and the reading I have done so far suggests that there are multiple approaches (maximum likelihood, probability-weighted moments,...). I am wondering if someone could point me towards R packages/functions appropriate for these data? I assume that it would evir and I have read through the documentation, but I would appreciate some guidance if someone with more experience is willing to offer it. Many thanks, Sarah

Hi, I was doing a Kolmogrov test on x, y shown below. They are both 151 long. According to the help file, exact p-value is not available so I set "exact = FALSE", but still got the warning. There are no duplicated values in either X or Y. Thank you for your tips. BTW, is there functions in R about Extreme value theory? ******************************************** > ks.test(x, y,

I am a new R user. As a test, I want to write a simple code that does the following simulation: 1. Randomly generate a number from a distribution, say, Poisson. Let's say that number is 3. 2. Randomly generate 3 numbers from another distribution, say, Normal. 3. Compute the sum of the numbers generated in step 2 and read it into a vector, V. 4. Repeat steps 1 through 3 for 100,000 times. 5.

Hi all, I have a list of 20000 data, and the list look like below. I wonder what is the simplest way to extract 'kappa' value (or 'xi' or 'alpha' for the matter) from each of the data. How can I simply code it without having to change the list to a dataframe first? Many thanks! $X19997 xi alpha kappa 784.7718640 165.4065141 -0.2709599 $X19998

...;ElemStatLearn","ellipse","elliptic","emme2","emplik","emulator","EMV","energy","ensembleBMA","Epi","epitools","epsi","equivalence","evd","evdbayes","evir","exactLoglinTest","exactmaxsel","exactRankTests","extRemes","FactoMineR","Fahrmeir","far","faraway","fastICA","fBasics","fCalendar","fda","fdim","femmeR"...