similar to: Fit Gumbel Distribution using Method of Moments

Dear List I?m using the ?lmomRFA? package to fit different distributions to my data sample. To calculate the error bounds I used: regsimq(?) and sitequantbounds(?) So my questions are: Are error bounds and confidence intervals the same thing? And: Does regsimq(? boundprob = c(0.05, 0.95)) calculate the 90 or the 95% confidence interval? If error bounds and confidence intervals are

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

Dear List, I have a data frame with approximately 500000 rows that looks like this: ?Date??? time??? value ? 19.07.1956????????? 12:00:00?????????????? 4.84 19.07.1956????????? 13:00:00?????????????? 4.85 19.07.1956????????? 14:00:00?????????????? 4.89 19.07.1956????????? 15:00:00?????????????? 4.94 19.07.1956????????? 16:00:00?????????????? 4.99 19.07.1956????????? 17:00:00?????????????? 5.01

Hi all, I wrote a function that actually does what I want it to do, but it tends to be very slow for large amount of data. On my computer it takes 5.37 seconds for 16000 data points and 21.95 seconds for 32000 data points. As my real data consists of 18000000 data points it would take ages to use the function as it is now. Could someone help me to speed up the calculation? Thank you, Tonja

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-helpers ? I have 7 data points that I want to fit a continuous curve to, that should look similar to a sine wave My data points would mark the local minima and maxima respectively. This is what I?ve got so far. And I would keep doing so, but sadly nls() then says that it has reached the maximum number of Iterations? ?

Hi all, I used contour() to add contour lines to a plot. Now I?m wondering if there is a way to get an output of the calculated x- and y- coordinates of the contour lines? Tonja

Dear all, I have a question concerning the ks.test() function. I tryed to calculate the example given on the German wikipedia page. xi <- c(9.41,9.92,11.55,11.6,11.73,12,12.06,13.3) I get the right results when I calculate: ks.test(xi,pnorm,11,1) Now the question: shouldn't I obtain the same or a very similar result if I commpare the sample and a calculated sample from the distribution?

Dear List I hope you can help me: I?ve got a dataframe (df) within which I am looking for Peak Over Threshold values as well as the length of the events. An event starts when walevel equals 5.8 and it should end when walevel equals the lower threshold value (5.35). I tried ?clusters (?)? from ?evd package?, and varied r (see example) but it did not work for all events (again

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 <-

In the first example you are performing a one-sample test against a continuous cumulative distribution (in this case a normal distribution). In the second case you are performing a two-sample test. You drew your values for x non-randomly by specifying fixed intervals along a normal distribution, but ks.test() just sees that you have provided two samples, not one sample and values along a

Hello, I am a new user of R (2.13.1), my operational system is Windows Vista. I have a problem with the attached file SFEVaRHAC.r, calculating the VAR of a Gumbel copula, based on the attached GumHAC_VaR_PL_w250_n1000_s2500.txt 1. I had a Error in file(file, "rt") : cannot open the connection message. I solved it by reading a post in nabble to use setwd(choose.dir()) and

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

Hi List, Can someone help me to calculate the coordinates of the red and green points? In this example I found their approximate location by trying, but as I have to analyse many similar curves, I?d rather calculate the exact location. data<- c(0.008248005, 0.061242387, 0.099095516, 0.189943027, 0.227796157, 0.258078661, 0.280790538, 0.303502416, 0.386779301, 0.454914934, 0.545762445,

Hi R-Users, I read some texts related to KS-tests. Most of those authors stated, that KS-Tests are not suitable for binned data, but some of them refer to 'other' authors who are claiming that KS-Tests are okay for binned data. I searched for sources and can't find examples which approve that it is okay to use KS-Tests for binned data - do you have any links to articles or

Hi, I found this document, but it concerns S+. If it could interest you'll see: http://faculty.washington.edu/ezivot/book/QuanCopula.pdf Cordially Vito You wrote: Dear R: Is there a function or a reference to simulate Gumbel copulas, please? Thanks in advance! Sincerely, Erin Hodgess mailto: hodgess at gator.uhd.edu R version 2.0.1 windows ===== Diventare costruttori di soluzioni

hello everybody i want to use the maximum likelihood method to estimate FRECHET parameters of my sample data. Should it work with fitdistr in the package MASS? I only find how to do it for GEV, Gumbel, and almost all other distributions, but FRECHET? I would be very happy if somebody can tell me how to do fit the FRECHET distribution! Thanks Nadja Riedwyl

Dear all, I have been trying to fit my data (only right censored) with gumbel distribution using fitdistrplus. I am getting very high standard error. I have been wondering why. The followings are the outputs: fit1=fitdistcens(dr0, "gumbel", start=list(a=99, b=0.6), optim.method= "L-BFGS-B", lower = 0.0, upper = Inf) > summary(fit1) FITTING OF THE DISTRIBUTION ' gumbel

I got some R code that I don't understand. Question as comment in code //where is t comming from, what is phi inverse rAC <- function(name, n, d, theta){ #generic function for Archimedean copula simulation illegalpar <- switch(name, clayton = (theta < 0), gumbel = (theta < 1), frank = (theta < 0), BB9 = ((theta[1] < 1) | (theta[2] < 0)), GIG = ((theta[2] < 0) |

Dear R: Is there a function or a reference to simulate Gumbel copulas, please? Thanks in advance! Sincerely, Erin Hodgess mailto: hodgess at gator.uhd.edu R version 2.0.1 windows