search for: nllh

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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")