search for: vec2par

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2012 Jun 20
2
lmomco in gev estimation
...;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 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&...