Displaying 20 results from an estimated 100 matches similar to: "lmom - Estimating Normal Distribution Parameters using lmom package"
2010 Feb 22
1
lmom: plotting log Pearson Type III
Can anyone show me how to add a log Pearson type III plot using the
evdistq() command to an extreme value plot using the lmom package?
Attached sample code below...
Thanks in advance,
Dave
library(lmom)
# annual maximum daily streamflows Mackenzie River
mackenzieRiver = c(26600, 30300, 34000, 32000, 29200, 28300, 28600,
26400, 28300, 28800, 29000, 22100, 32900, 31800, 21600, 32100, 27000,
2012 Jul 22
1
Adding gamma and 3-parameter log normal distributions to L-moments ratio diagram lmrd()
How to adapt this piece of code but for: - gamma distribution - 3 parameter
log normal
More specifically, where can I find the specification of the parameter
(lmom) for pelgam() and pelln3()?
Lmom package info just gives: pelgam(lmom), lelln3(lmom), where lmom is a
numeric vector containing the L-moments of the distribution or of a data
sample.
# Draw an L-moment ratio diagram and add a line for
2009 Mar 16
1
Fw: Fitting GUMBEL Distribution - CDF function and P P Plot
Dera R Helpers,
I am re-posting my query.
Please guide me.
Maithili
--- On Fri, 3/13/09, Maithili Shiva <maithili_shiva at yahoo.com> wrote:
I am trying to fit the Gumbel distribution to a data. I am
using lmom package. I am getting problem in Cumulative
Distribution Function of Gumbel distribution as I am getting
it as a series of 0's and 1's thereby affecting the
P P
2007 Feb 25
2
RFA
Dear Sir in the following example,is the vector lmom a l-moment ratios
vector? What is meant by size = northCascades[,1]? And what are the values
in c(0.0104,0.0399,0.0405)?
Please help me I am unable to understand these from help manual.
Best Regards
AMINA
data(northCascades)
lmom <- c(1, 0.1103, 0.0279, 0.1366)
kappaParam <- kappalmom(lmom)
heterogeneity(500, 19, size =
2009 Mar 19
1
Generalized Extreme Value Distribution (LMOM package) and Frechet Distribution
Dear R helpers
I have some data and through some other software, it is understood that I can fit the Frechet Distribution to it. However, I need to fit the distribution using R code only.
I have searched many R packages and one R helper has suggested some sites too, but unfortunately parameters couldn't be estimated.
Using LMOM package, I know how to estimate the parameters of Generalized
2012 Jun 27
2
how to apply the same function to multiple data set
Hi R-users,
I'm trying to repeat the same procedure to 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
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) = 35.396
Alpha (scale) = 1.726
Kappa (shape) =
2013 Jan 21
1
lmomco package - Random number generation using Wakeby distribution
Dear R forum
>From the given data, I have estimated the parameters of Wakeby distribution using lmomco package as
library(lmomco)
(amounts <- read.csv("input_S.csv")$amount)
# ___________________________________________________________
# Wakeby distribution - Parameter estimation
N =
length(amounts)
lmr = lmom.ub(amounts)
2006 Apr 26
1
cdf of weibull distribution
Hi,
I have a data set which is assumed to follow weibull distr'. How can I find of cdf for this data. For example, for normal data I used (package - lmomco)
>cdfnor(15,parnor(lmom.ub(c(df$V1))))
Also, lmomco package does not have functions for finding cdf for some of the distributions like lognormal. Is there any other package, which can handle these distributions?
2010 Aug 16
1
lmomRFA-package: regsimq()
Hi List!
I?m using regsimq() from the ?lmomRFA?-package to calculate error bounds for diverse distributions. For example:
regsimq(gumfit$qfunc, nrec = lmom.data$n, f = lcdfgum, boundprob = c(0.025, 0.975))
Several times I got this error massage:
Fehler in quantile.default(ou, probs = boundprob, type = 6) :
missing values and NaN's not allowed if 'na.rm' is FALSE
So my question
2009 Nov 24
1
Old Version of R - packages
Hi!
Unfortunately the version loaded on the office server is 2.6.0 (for some undisclosed so called policy decision by my adamant IT dept. who are not willing to upgrade), I need to use YieldCurve package compatible with this version. On my standalone machine I have R 2.9 loaded and hence I have no problem in using the YieldCurve package.
(a) Kindly guide how do I download the version of
2012 Jan 04
1
KS and AD test for Generalized PAreto and Generalized Extreme value
Dear R helpers,
I need to use KS and AD test for Generalized Pareto and Generalized extreme value.
E.g. if I need to use KS for Weibull, I have teh syntax
ks.test(x.wei,"pweibull", shape=2,scale=1)
Similarly, for AD I use
ad.test(x, distr.fun, ...)
My problem is fir given data, I have estimated the parameters of GPD and GEV using lmom. But I am not able to find out the distribution
2012 Jun 20
2
lmomco in gev estimation
Hi guys,
I'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
2004 Feb 25
2
PWM Help
I saw a Help e-mail related to MLE. Does R have a probability weighted method (PWM) estimator function? I can't seem to find anything on PWM, unless my eyes are playing trick on me.
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2013 Sep 24
1
request for help in R
respectd sir,
i am working on regional frequency analysis of flood flow data and want to use packages lmomRFA, lmom, imomco,etc andby using these i want to find RMSE , errorbounds and absolute biase but could not make it clear to use, please help
regards
atta muhammad asif
assistant professor
atta_ycc@yahoo.com
[[alternative HTML version deleted]]
2009 Mar 13
0
Fitting GUMBEL Distribution - CDF function ISSUE
Dear R helpers
I am trying to fit the Gumbel distribution to a data. I am using lmom package. I am getting problem in Cumulative Distribution Function of Gumbel distribution as I am getting it as a series of 0's and 1's thereby affecting the P P Plot. My R code is as follows.
library(quantreg)
library(RODBC)
library(MASS)
library(actuar)
library(lmom)
x <-
2011 Aug 06
2
Gamma distribution parameter estimation
Hey,
I have a set of income data which I'd like to fit to a gamma
distribution. How can I estimate the two parameters of the gamma
distribution for a vector, e.g.
c(2039L, 2088L, 5966L, 2353L, 1966L, 2312L, 3305L, 2013L, 3376L,
3363L, 3567L, 4798L, 2032L, 1699L, 3001L, 2329L, 3944L, 2568L,
1699L, 4545L)
I sense this will be a very easy one-liner, but my searching didn't come
up with
2010 Jan 28
4
Problems with fitdistr
Hi,
I want to estimate parameters of weibull distribution. For this, I am using
fitdistr() function in MASS package.But when I give fitdistr(c,"weibull") I
get a Error as follows:-
Error in optim(x = c(4L, 41L, 20L, 6L, 12L, 6L, 7L, 13L, 2L, 8L, 22L,
:
non-finite value supplied by optim
Any help or suggestions are most welcomed
--
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2009 Apr 04
2
threshold distribution
Dear ALL
I have a list of data below
0.80010 0.72299 0.69893 0.99597 0.89200 0.69312 0.73613 1.13559
0.85009 0.85804 0.73324 1.04826 0.84002
1.76330 0.71980 0.89416 0.89450 0.98670 0.83571 0.73833 0.66549
0.93641 0.80418 0.95285 0.76876 0.82588
1.09394 1.00195 1.14976 0.80008 1.11947 1.09484 0.81494 0.68696
0.82364 0.84390 0.71402 0.80293 1.02873
all of them are ninty.
Nowaday, i try to find a
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