Displaying 5 results from an estimated 5 matches for "rgev".
Did you mean:
rev
2005 Jul 27
3
fitting extreme value distribution
hi,
rgev function gives me random deviates and I have a data
set which I am fitting to an EVD,IS there a way I can plot
both observed and ideal evd on the same plot
thankyou
Rangesh
2012 Jun 15
1
Replication of linear model/autoregressive model
Hi,
I would like to make a replication of 10 of a linear, first order
Autoregressive function, with respect to the replication of its innovation,
e. for example:
#where e is a random variables of innovation (from GEV distribution-that
explains the rgev)
#by using the arima.sim model from TSA package, I try to produce Y
replicates, with respect to every replicates of e,
#means for e[,1], I want to have say Y[,1].
The code:
e=replicate(10,rgev(20,xi=0.2,mu= 931.1512,sigma= 168.2702 ))
Y=replicate(10,ts(arima.sim(list(ar=0.775),n=20,innov=e,start....
2012 Jun 20
2
lmomco in gev estimation
...=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<-pargev(lmom.ub(why))
whyr
#what I get was a very bias estimate of k (here xi is location)
xi alpha kappa
835.77...
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
2011 Jun 30
2
Saving fExtremes estimates and k-block return level with confidence intervals.
I am estimating a large model by groups. How do you save the results and?returns
the associated quantiles?
For this example I need a data frame
n?? ?xi??????? mu????????beta
1?? 0.1033614? 2.5389580 0.9092611
2? ?0.3401922? 0.5192882 1.5290615
3?? 0.5130798? 0.5668308 1.2105666
I also want to apply gevrlevelPlot() for each "n" or group.
?
#Example
n <- c(1, 1, 1, 1, 1, 1, 2, 2, 2,