search for: ismev

Hi, I'm exploring the ismev package and in particular the pp.fit function. Documentation says that this function performs Maximum-likelihood fitting for the point process model, including generalized linear modelling of each parameter. Actually I'm afraid not to understand what it means with "Point process model&quot...

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Dear All, I have a question about package "ismev", its function "gpd.fit", and interpretation of the results. I used the package ismev to do an extreme value analysis on a fire dataset. Two variables are used in the analysis. The focal variable is acreage burned per fire, ranging from 1 to 5000 acres per fire. In total, there...

...e problem that I cannot load my own data sets. Feel > lucky I find solutions provided by you on the internet, but based > on your two options, I still cannot load my own data. Could you > please check my procedure to see which step is wrong: > > 1) I use package called "ismev" > > 2) I add rain1.rda into C:\Program Files\R\R-2.9.1\library\ismev > \data , which data is a zip folder > > 3) Load "ismev" package into R GUI > > 4) > data(rain1) > > 5) > Warning message: > In data(rain1) : data set 'rain1' not f...

Dear all, I'm trying to produce a log-likelihood profile for a GPD estimate with the ismev package. When following the examples, everything is working fine, i.e. I get a nice parabolic log-likelihood curve. When using my own data (intensity of hurricanes at landfall), the log-likelihood curve looks like a step function. Am I doing something wrong here? Is my data not suited for the GPD f...

Greetings I am attempting to load exTremes and this is what I get... *> utils:::menuInstallPkgs() --- Please select a CRAN mirror for use in this session --- trying URL ' http://cran.uk.r-project.org/bin/windows/contrib/2.9/extRemes_1.60.zip' Content type 'application/zip' length 676182 bytes (660 Kb) opened URL downloaded 660 Kb package 'extRemes' successfully

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 (Ubuntu 10.04) Also,...

Hi, I am trying the following: library(ismev) library(evd) fit <- gev.fit(x,show=FALSE) ks.test(x,pgev,fit$mle[1],fit$mle[2],fit$mle[3]) but I am getting: Warning message: cannot compute correct p-values with ties in: ks.test(x, pgev, fit$mle[1], fit$mle[2], fit$mle[3]) where x is: [1] 239 38 1 43 22 1 5 9 15 6...

...r4 r5 r6 r7 r8 r9 r10 1 G2D 939.100 929.400 919.700 910.100 784.200 387.300 377.600 87.130 18.390 17.430 2 POCUS 910.876 910.876 753.944 753.944 0.235 0.208 0.160 0.160 0.016 0.000 3 RANDOM 917.328 893.808 848.294 725.135 462.952 383.682 292.386 46.654 12.466 7.134 I tried already with the package ISMEV from CRAN, (used for order statistics), but the results I get then don't make me much wiser. > library(DBI) > library(RMySQL) > library(ismev) > drv <- dbDriver("MySQL") > con <- dbConnect(drv, group = "mysql") > ibd <- dbSendQuery(con, statement...

...ing my thesis at the moment and I am trying to use the extremes package. However, when I try to access it I get this message: The following object(s) are masked from ?package:stats?: > library( extRemes) Loading required package: tcltk Loading Tcl/Tk interface ... done Loading required package: ismev Loading required package: Lmoments Attaching package: ?extRemes? The following object(s) are masked from ?package:stats?: qqnorm, qqplot I looked back on some of the older post about this problem. Apparently it has something to do with the order of the packages. > search() [1] ".GlobalEn...

Hello, First of all, let me apologize that my statistics background is modest at best. I am doing some extreme value analysis on model output (WRF) which have the following dimensions: speed(time,lat,lon) I am trying to fit the GPD (gpd.fit) to each point (time,lat,lon) to get a return level plot with values at each grid point. (Map with return level by location.) Here is some code I

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

Hi everyone, is there a function to fit a frechet distribution? The only thing I found is gev.fit from ismev which fits a generalized extreme value distribution (if shape>1 => Frechet) . Is there a function to only fit a frechet? Thank you Benjamin

...at a very low level in being unable to reproduce the initial step of transforming the data to unit Frechet margins. In particular, I 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 -...

Dear All, Could?someone please suggest me the way to calculate the optimal threshold in POT method via?any available ?packages in R? Thanks, Fir

Hello, and please advise regarding any errors/omissions on my part. However, the documentation for R's tcplot function in the evd package appears to contain an error. I am using evd version 2.2-4 in R 2.14.0 with Windows XP. > data(portpirie) > mrlplot(portpirie) ## No Error > tlim <- c(3.6, 4.2) > tcplot(portpirie, tlim) ## Line from documentation Error in fpot(data, u[1],

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.zaman@uws.edu.au<mailto:Muh...

...r lines I have to calculate the joint distribution of the wave heights (Hs) and the peak periods (Tp), f(Hs,Tp), and then calculate the q-probability contour lines from this distribution. I know the distributions f(Hs) and f(Tp), which I have assumed to be generalized Pareto distributed as library(ismev) library(evd) Zh=5; Zt=10; Tppars=gpd.fit(x,Zt)$mle Hspars=gpd.fit(y,Zh)$mle and so the return values of each parameter separately are calculated as: yTp100=qgpd(1-p1/100,Zt,Tppars[1],Tppars[2]) yHp100=qgpd(1-p1/100,Zh,Hppars[1],Hppars[2]) My question are as followed: 1) Is there any function i...

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

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,...