search for: gev

  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...

Hi guys, I'm trying to use lmomco package. first I did the manual calculation on what is the estimates scale and location parameter given L-CV=0.2, L1=1000 L-moments and k (shape parameter) =- 0.1. so what i get is: location: 821.0445 scale: 260.7590 shape: -0.1000 #I assign this as GEV vectors using vec2par GEVpara2<-vec2par(c( 821.0445 , 260.7590 ,-0.1),'gev') #then I generate some data series using the GEV vectors: why<-rgev(150,xi= -0.1000 ,mu= 821.0445,sigma= 260.7590 ) #where xi=shape parameter #then I try to estimate the GEV parameters by L-moments of the...

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Hola a todos, Soy nuevo en R y estoy intentando modelizar una serie de datos no estacionarios usand la distribucion Generalizada de Valores Extremos GEV. ¿Podriais indicarme como se modeliza una tendencia polinómica (cuadrática, por ejemplo) en alguno de los 3 parámetros (situación, escala o forma)? He encontrado documentación a cerca de modelización linear o exponencial, pero no acabo de comprender como se modelizaría una tendencia polinómica. G...

...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, 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...

Hi All, I am a newcomer to R. Could anyone explain me how to define link functions for either mu/sigma to allow for quadratic trends in the same, when fitting non-stationary GEV distributions? Thanks -- View this message in context: http://www.nabble.com/QUADRATIC-TREND-FOR-LINK-FUNCTIONS-ON-NON-STATIONARY-GEV-tp23360751p23360751.html Sent from the R help mailing list archive at Nabble.com.

Hi, I have been having difficulties in finding packages/ codes that simplify plotting of a GEV fitted to dataset (by L-moments) that would print out graph comprising dataset versus gumbel reduced variate n return period at the same. Anyone can help me on this? Thanks. [[alternative HTML version deleted]]

Hi, I'm new to R, and am trying to embed R into another application. I'm calling gev.fit() from the ismev package, and it is crashing somewhere inside it. gdb is not catching it, and valgrind is not showing any memory corruption issues. I suspect it's memory corruption, because it doesn't crash in exactly the same spot each time. I'm running R 2.12.2 on a 64 bit linux (...

Hi, I'd like to export the results of GPD or GEV analysis generated with the Extremes Toolbox for plotting in Grapher or Excel (for manipulation by our publications group). Is it possible to access the data used to generate the plots in extRemes, or do I need to code the analysis from scratch and write to a file? Stay connected to the pe...

Hi all, I'd like to export the results of GPD or GEV analysis generated with the Extremes Toolbox for plotting in Grapher or Excel (for manipulation by our publications group). Is it possible to access the data used to generate the plots in extRemes, or do I need to code the analysis from scratch and write to file? Thanks, Ben Stay connect...

Hi All, I am a newcomer to S/R. Could you please let me know how to model quadratic trends for the mul/sigl link functions when fitting non-stationary GEV distributions using the ismev package? Thanks Best Regards, Mohammad Ashrafuz Zaman PhD Candidate School of Engineering Building XC, Room 1.02 (Kingswood Campus) University of Western Sydney Locked Bag 1797, Penrith South DC NSW 1797 Australia Tel: 61-2-4736 0398 Mobile: 61-4-30977440 Email: m....

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...

Hello, I am using the lmomco package (lmom.ub and pargev) to compute the GEV parameters (location, scale, and shape), which are used to estimate return values. I was wondering how/if I can calculate upper and lower confidence (CI_u, CI_l) intervals for each return frequency using the GEV parameters to fill-in the table below? Xi (location) = 35....

Buenas a todos. Estoy realizando unos ajustes a una serie de valores mensuales maximos con ismev. Los resultados son muy buenos. Por definicion, los valores que obtengo del ajuste de la funcion de distribucion GEV, me dan valores de periodos de retorno medios para los niveles de retorno que estudio. El problema es que estos valores son los medios esperables para esos periodos de retorno y yo, lo que necesito, es derivar las verosimilitudes de ocurrencia de ciertos niveles de retorno en periodos de tiempo det...

Respected Sir I am a very new user of R. I want to ask a question about "the nortest package". In this package how we can write the code of ad.test, cvm.test, ks.test for other distributions like GEV, GPA etc. I request you to please guide to me. Kind Regards AMNA -- AMINA SHAHZADI Department of Statistics GC University Lahore, Pakistan. Email: amnakhan493@gmail.com amna_989@hotmail.com amna_989@yahoo.com [[alternative HTML version deleted]]

...0, 21600, 32100, 27000, 24800, 28000, 35000, 32000, 25000, 15800, 28800, 29900, 28000, 25600, 19700, 25700, 29500, 26800, 30000, 29500) # estimate moments moments = samlmu(mackenzieRiver, sort.data = TRUE) log.moments <- samlmu( log(mackenzieRiver), sort.data = TRUE ) # estimate parameters parGEV <- pelgev(moments) # GEV parPE3 <- pelpe3(moments) # Pearson parLPE3 <- pelpe3(log.moments) # log Pearson # plot result evplot(mackenzieRiver, rp.axis = TRUE) evdistq(quagev, parGEV, col = 'black') evdistq(quape3, parPE3, col = 'blue') # estimate 1:100 yr event flood....

...AD test for Generalized Pareto and Generalized extreme value. E.g. if I need to use KS for Weibull, I have teh syntax ks.test(x.wei,"pweibull", shape=2,scale=1) Similarly, for AD I use ad.test(x, distr.fun, ...) My problem is fir given data, I have estimated the parameters of GPD and GEV using lmom. But I am not able to find out the distribution name I should be use for these distributions if I wish to use these tests. E.g, for gamma, I can use pgamma etc. What distribution name I should use for GPD and GEV and for that matter where can I find the distribution names I can use for...

...POSIX dates 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...

hello, i'am is new in R software.i have try to make a function but it can't give what it should.i dunno what have to do next. Can somebody help me to solve it.i'll very appreciate... ##GEV simulation(Non-stationary) dsim<-function(n, alpha, beta,sca,sha){ t <- 1:n location <- alpha + beta*t inv.df<-function(x) location + -(sca/sha)+(sca/sha)*(-log(x))^(-sha) u<-runif(n) y<-inv.df(u) return(y) } xdat<-c(3.4,7.8,10.1,11.7,13.9,14.1,14.2,14.6,14.6,14.6,15,15,16.1,1...

...am unable to reproduce the wave-surge pairs distribution after transformation to Frechet scale (Figure 8.6 of Coles book). Here is what I am doing: library(ismev) data(wavesurge) wave <- wavesurge[,1] surge <- wavesurge[,2] plot(wave,surge, pch=20) ## reproduces Coles fig 1.11 ## do the GEV fit w <- gev.fit(wave) s <- gev.fit(surge) ### Transform to frechet variable using GEV2frechet <- function (x, loc, scale, shape) pmax(1 + shape * (x - loc)/scale, 0)^(1/shape) Zw <- GEV2frechet(wave,w$mle[1],w$mle[2],w$mle[3]) Zs <- GEV2frechet(surge,s$mle[1],s$mle[2],s$mle[3]) ##...