Displaying 5 results from an estimated 5 matches for "pargev".
2012 Jun 27
2
how to apply the same function to multiple data set
...1000 data set. I know this is
very easy, but I got stuck finding the right and fastest way in running it.
IID50=Riidf[1:50,1:1000] #where IID50 is a dataframe consist of 1000 time
series(as column) and 50 time scales (row).
#what I tried to do:
estIID50=rep(NA,1000)
for (i in 1:1000)
estIID50[i]=pargev(lmom.ub(IID50[1:50,i]))
#warning message
In estIID50[i] = pargev(lmom.ub(IID50[1:50, i])) :
number of items to replace is not a multiple of replacement length
#pargev is a function from lmomco package. I would like to apply it to the
1000 set of time series that I have in the IID50, without ha...
2010 Feb 22
1
lmom: plotting log Pearson Type III
...1800, 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....
2012 Jun 20
2
lmomco in gev estimation
...para2<-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<-pargev(lmom.ub(why))
whyr
#what I get was a very bias estimate of k (here xi is location)
xi alpha kappa
835.7773068 275.4656939 0.1683969
#even when I replicates it 1000 times and fit into the distribution, the
shape parameter is still not near to -0.1, but it is going near to th...
2009 Nov 16
1
lmomco package and confidence limits?
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....
2012 Oct 16
4
how to extract from list
Hi all,
I have a list of 20000 data, and the list look like below. I wonder what is
the simplest way to extract 'kappa' value (or 'xi' or 'alpha' for the
matter) from each of the data. How can I simply code it without having to
change the list to a dataframe first? Many thanks!
$X19997
xi alpha kappa
784.7718640 165.4065141 -0.2709599
$X19998