Displaying 1 result from an estimated 1 matches for "whyr".
Did you mean:
why
2012 Jun 20
2
lmomco in gev estimation
...c2par
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
835.7773068 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...