Displaying 4 results from an estimated 4 matches for "nllh".
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nlh
2010 Jan 31
0
Package ismev, gpd.fit, and interpretation for statistics of extreme values
...1
[5,] 1
[6,] 1
[,1]
[69975,] 6707
[69976,] 6707
[69977,] 6707
[69978,] 6707
[69979,] 6708
[69980,] 6708
[1] 69980 1
> th <- 100
> ra <- gpd.fit(xa, threshold=th) # stationary
$threshold
[1] 100
$nexc
[1] 1036
$conv
[1] 0
$nllh
[1] 5971.029
$mle
[1] 77.8220222 0.4094496
$rate
[1] 0.01480423
$se
[1] 3.71784848 0.03845162
> rb <- gpd.fit(xa, threshold=th, ydat=ta, sigl=1) # nonstationary
$threshold
[1] 100
$nexc
[1] 1036
$conv
[1] 0
$nllh
[1] 5966.575
$mle
[1] 61.60260272...
2004 Jul 30
0
P-value from the joint cumulative distribution of an n-dimensional order statistic
...on, statement = paste("SELECT * FROM database") )
> ibddata <- fetch(ibd, n = -1)
> ibdfit <- rlarg.fit(ibddata[,-1])
>ibdfit
$trans
[1] FALSE
$model
$model[[1]]
NULL
$model[[2]]
NULL
$model[[3]]
NULL
$link
[1] "c(identity, identity, identity)"
$conv
[1] 1
$nllh
[1] -195.1587
$data
r1 r2 r3 r4 r5 r6
1 1.7430e-03 1.8390e-03 3.77600e-03 3.87300e-03 7.84200e-03 8.7130e-03
2 1.0000e-16 8.0000e-15 8.00000e-15 8.00000e-15 1.04000e-14 1.1760e-13
3 7.1338e-02 1.2466e-01 2.92386e-01 3.83682e-01 4.62952e-01 4.665...
2008 Dec 16
2
Parameter Estimation - Generalized Extreme Value Distribution
Dear R helpers,
How do you estimate the (Location, Scale, Shape) parameters of Generalized Extreme Value distribution using R?
I have tried VGAM but just not able to write the R script.
Please advise.
With regards
Maithili
2010 Jan 07
1
Return values in fExtremes package
Hi,
I was usuing the fExtemes package, and wanted to obtain some of the values returned 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")