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getparam
2012 Jun 20
2
lmomco in gev estimation
...g 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 generated
series
whyr<-parge...