search for: fextremes

...turned from the function gumbelFit(). For example, in the following code, I would like to access 'mu' and 'beta' from the object 'para'. How should I go about doing this? Is there any generic method to access the object? ----------------------------------- >library("fExtremes") >ss <- gumbelSim(model = list(mu = 0, beta = 1), n = 1000, seed = NULL) > para <- gumbelFit(ss) > print(para) Title: Gumbel Parameter Estimation Call: gumbelFit(x = ss) Estimation Type: gum mle Estimated Parameters: mu beta 0.005449572 1.010874131...

...308 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, 2, 2, 2, 3, 3, 3, 3, 3,3) y <- c(2,3,2,3,4,5,6,1,0,0,0,6, 2, 1, 0, 0,9,3) z <- as.data.frame(cbind(n,y)) colnames(z) <- c("n","y") library(fExtremes) z <- split(z, z$n) res2 <-lapply(z, function(x){ ?????????????? m <- as.numeric(x$y) ?????????????? gevFit(m, block = 1, type = c("pwm")) ??????????????? }) > res2 $`1` Title: ?GEV Parameter Estimation Call: ?gevFit(x = m, block = 1, type = c("pwm")) Estimation Typ...

Hello, I am a new user of R. I am trying to use the packages fBasics and fExtremes when i am running the examples I get few error. Could someone tell me what is happenig? Thank you beforehand. from Fbasics packages: xmpfBasics() Error in file(file, "r") : unable to open connection In addition: Warning message: cannot open file '/usr/lib/R/library/fBasics...

Hi. I need to convert data to time series. My problem is that when I converted my data to time series the data comes with time. I just want the date because doesn't work with "blockMaxima()". > data(bmwRet) > BMW=as.timeSeries(bmwRet) > head(BMW) GMT BMW.RET 1973-01-02 0.047704097 1973-01-03 0.007127223 1973-01-04 0.008883307 1973-01-05 -0.012440569 1973-01-08 -0.003569961

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

Hi R helpers, Is there any function in R, which generates random numbers in case of (1) Generalized Extreme Value distribution and (2) Generalized PAreto distribution for the respective given set of parameters? Regards Maithili

...est', 'doBy', 'DoE.wrapper', 'e1071', 'effects',   'ENmisc', 'epiR', 'eRm', 'evaluate', 'evd', 'FactoMineR', 'fArma', 'fAssets', 'fBasics', 'fdrtool',   'fExoticOptions', 'fExtremes', 'fGarch', 'fields', 'flexclust', 'fMultivar', 'fNonlinear', 'fOptions',   'forecast', 'foreign', 'fpc', 'fracdiff', 'fRegression', 'FrF2', 'FrF2.catlg128', 'fTrading',   'fUnitR...

...o if not Windows". (The http://.../R/bin/windows/contrib/1.9 address of the page was, in retrospect, a big clue, sigh.) It would of course be nice if the developers had done R CMD check fBasics But if you go into the Sources directory, which I suppose you must have, for each of {fBasics,fExtremes,fOptions,fSeries} there is an xxx-00check.log.txt, so they _did_ run R CMD check. and sorted out the errors, then R CMD build fBasics Those same check logs show errors (like failure to build .dvi files). Will it work if I download the Sources packages?

Dear List, I would like to include a couple of objects in a package I am developing and I don't really get it yet. The objects should be available after package load as some functions depend on it. I tried the following: 1) Bundling all objects that I need in the file '/R/sysdata.rda' as described in the "Writing R Extensions" manual on page 7 2)

Hi I'm a postgraduate student and I am currently busy with EVT. I am a new user to R and have been making use of the fExtremes package. Could you please tell me how to assign "blocks" by "months"? Your help will be greatly appreciated. Thanking you Abdullah Gierdien

Hi, I'm trying to evaluate a Monte Carlo p-value (using truncgof package) on a left truncated sample. >From an empirical sample I've estimated a generalized pareto distribution parameters (xi, beta, threshold) (I've used fExtremes pkg). I'm in doubt on what of the following command is the most appropriate: Let: x<-sample t<-threshold xt<-x[x>t] xihat<-gpdFit(x, threshold=t, type = "pwm")$par.ests[1] betahat<-gpdFit(x, threshold=t, type = "pwm")$par.ests[2] (1) ks.test(xt,"pgpd&q...

i need HELPPP!! how do i calculate the RMSE value for two GEV models?first GEV is where the three parameters are constant.2nd GEV model a 4 parameter model with the location parameter is allowed to vary linearly with respect to time while holding the other parameters at constant. is there any programming code for this? i really really need help. please reply to me as soon as possible. thanks in

In the process of learning R, with a specific interest on financial time series. While I continue to get through the documents I am more a fan of learning by example and then looking up how each function is used. Any websites which post sample code for R? Thanks in advance. -- Jonathan jqm475 at gmail.com

In what R package(-s) can I find the entire set of financial functions that you can find in MS-Excel such as PMT, PPMT, FV and IPMT? Ciao Vittorio

this is probably not really a R specific question, if so apologies for off-topic posting: I'm interested in the probability density function of the maximum values from repeated samples of size N from a normal distribution: smp <- rnorm(N, meanval, stdev) with some mean 'meanval' and standard deviation 'stdev'. I would like to know what is the frequency distribution of

...The FAQ file has been updated, now the FAQ's are providing more information about Rmetrics. 2004-07-04 fbasics/R In function .FirstLib we set a timezone if none found in environment variables or options, as suggested by Dirk Eddelbuettel, thanks Dirk. 2004-06-30 fExtremes/R A new utility function named "gridVector" has been added which creates all grid points from two vectors which span a rectangular grid. 2004-06-29 fOptions/demo A new example file named "funDensitiesEBM.R" has been added which adds some distributions an...

...dbi gnu-r r-cran-design gnu-r r-cran-eco gnu-r r-cran-effects gnu-r r-cran-farma gnu-r r-cran-fasianoptions gnu-r r-cran-fassets gnu-r r-cran-fbasics gnu-r r-cran-fbonds gnu-r r-cran-fcalendar gnu-r r-cran-fcopulae gnu-r r-cran-fecofin gnu-r r-cran-fexoticoptions gnu-r r-cran-fextremes gnu-r r-cran-fgarch gnu-r r-cran-fimport gnu-r r-cran-fmultivar gnu-r r-cran-fnonlinear gnu-r r-cran-foptions gnu-r r-cran-foreign gnu-r r-cran-fportfolio gnu-r r-cran-fregression gnu-r r-cran-fseries gnu-r r-cran-ftrading gnu-r r-cran-funitroots gnu-r r-cran-futilities gnu-r r-c...

Dear all, I've recently switched from EViews to R with RMetrics/fSeries (newest version of july 10) for my analysis because of the much bigger flexibility it offers. So far my experiences had been great -prior I had already worked extensively with S-Plus so was already kind of familiar with the language- until I got to the fSeries package. My problem with the documentation of fSeries is that

...epos = "http://cran.cnr.berkeley.edu/") #failPackages is the "black list". # Things that don't build cleanly with FC4, but I # hope it will build someday soon. failPackages <- c("deldir","frailtypack","fSeries","fCalendar","fExtremes","fPortfolio","hmm.discnp","knncat","labdsv","survrec", "SciViews","RGrace","uroot","fMultivar","fOptions","gcmrec","rcom","Rlsf") #list of all currently installed...

...epos = "http://cran.cnr.berkeley.edu/") #failPackages is the "black list". # Things that don't build cleanly with FC4, but I # hope it will build someday soon. failPackages <- c("deldir","frailtypack","fSeries","fCalendar","fExtremes","fPortfolio","hmm.discnp","knncat","labdsv","survrec", "SciViews","RGrace","uroot","fMultivar","fOptions","gcmrec","rcom","Rlsf") #list of all currently installed...