similar to: lmomco in gev estimation

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) =

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

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

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,

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Hola a todos, Soy nuevo en R y estoy intentando modelizar una serie de datos no estacionarios usand la distribucion Generalizada de Valores Extremos GEV. ¿Podriais indicarme como se modeliza una tendencia polinómica (cuadrática, por ejemplo) en alguno de los 3 parámetros (situación, escala o forma)? He encontrado documentación a cerca de modelización linear o exponencial, pero no acabo de

  Hi r-users,   I would like to use gev and my data (annual rainfall ) is as follows:   > head(dat,20) A B C D E F G H I J 1 45.1 41.5 58.5 50.1 46.0 49.1 37.7 49.1 59.8 54.0 2 50.3 39.8 49.4 56.4 49.4 48.8 42.1 49.8 49.4 58.3 3 41.7 39.3 44.6 39.1 35.7 41.5 40.8 40.8 38.5 45.6 4 50.7 33.9 48.4 28.2 35.5 39.1 61.4 17.0 30.7 38.3 5 39.3 30.6 46.9 23.8 25.8

Hi, I have been having difficulties in finding packages/ codes that simplify plotting of a GEV fitted to dataset (by L-moments) that would print out graph comprising dataset versus gumbel reduced variate n return period at the same. Anyone can help me on this? Thanks. [[alternative HTML version deleted]]

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)

Hi, I am using parnor function of lmomco package. I believe it provides mean and std. dev for the set of data. But the std. dev provided does not match with the actual std. dev of the data which is 247.9193 (using sd function). Am I missing something here? > lmr <- lmom.ub(c(123,34,4,654,37,78)) > parnor(lmr) $type [1] "nor" $para [1] 155.0000 210.2130 >

Dear R forum, I am bit confused and please guide me - (1) Is "Pearson Type III Distribution" as given in lmomco package same as Three Parameter Pearson 5 Distribution? If not, how do I estimate the parameters of Three Parameter Pearson 5 Distribution? (2) Is there any other R forum dealing with only Statistical queries? Kindly guide Regards Katherine [[alternative HTML version

Hi All, I am a newcomer to R. Could anyone explain me how to define link functions for either mu/sigma to allow for quadratic trends in the same, when fitting non-stationary GEV distributions? Thanks -- View this message in context: http://www.nabble.com/QUADRATIC-TREND-FOR-LINK-FUNCTIONS-ON-NON-STATIONARY-GEV-tp23360751p23360751.html Sent from the R help mailing list archive at Nabble.com.

Hi all, I'd like to export the results of GPD or GEV analysis generated with the Extremes Toolbox for plotting in Grapher or Excel (for manipulation by our publications group). Is it possible to access the data used to generate the plots in extRemes, or do I need to code the analysis from scratch and write to file? Thanks, Ben Stay connected to the people that matter most with a

Hi, I'd like to export the results of GPD or GEV analysis generated with the Extremes Toolbox for plotting in Grapher or Excel (for manipulation by our publications group). Is it possible to access the data used to generate the plots in extRemes, or do I need to code the analysis from scratch and write to a file? Stay connected to the people that matter most with a smarter inbox.

Hi All, I am a newcomer to S/R. Could you please let me know how to model quadratic trends for the mul/sigl link functions when fitting non-stationary GEV distributions using the ismev package? Thanks Best Regards, Mohammad Ashrafuz Zaman PhD Candidate School of Engineering Building XC, Room 1.02 (Kingswood Campus) University of Western Sydney Locked Bag 1797, Penrith South DC NSW 1797

Buenas a todos. Estoy realizando unos ajustes a una serie de valores mensuales maximos con ismev. Los resultados son muy buenos. Por definicion, los valores que obtengo del ajuste de la funcion de distribucion GEV, me dan valores de periodos de retorno medios para los niveles de retorno que estudio. El problema es que estos valores son los medios esperables para esos periodos de retorno y yo, lo

Hi, I'm new to R, and am trying to embed R into another application. I'm calling gev.fit() from the ismev package, and it is crashing somewhere inside it. gdb is not catching it, and valgrind is not showing any memory corruption issues. I suspect it's memory corruption, because it doesn't crash in exactly the same spot each time. I'm running R 2.12.2 on a 64 bit linux (Ubuntu

i need HELPPP!! how do i calculate the RMSE value for two GEV models?first GEV is where the three parameters are constant.2nd GEV model a 4 parameter model with the location parameter is allowed to vary linearly with respect to time while holding the other parameters at constant. is there any programming code for this? i really really need help. please reply to me as soon as possible. thanks in

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

I have a monthly price index series x, the related return series y = diff(log(x)) and a POSIXlt date-time variable dp. I would like to apply annual blocks to compute for example annual block maxima and mean of y. When studying the POSIX classes, in the first stage of the learning curve, I computed the maximum drawdown of x: > mdd <- maxdrawdown(x) > max.dd <- mdd$maxdrawdown > from