similar to: evir: generalized pareto dist

Displaying 20 results from an estimated 500 matches similar to: "evir: generalized pareto dist"

2006 May 14
1
xend does not start (address already in use)
hi starting xend times out xend-debug.log: [2006-05-14 16:04:07 xend] ERROR (SrvDaemon:299) Exception starting xend ((98, ''Address already in use'')) Traceback (most recent call last): File "/usr/lib/python2.4/site-packages/xen/xend/server/SrvDaemon.py", line 292, in run relocate.listenRelocation() File
2005 Oct 07
1
Troubleshooting with "gpd" (Fit generalized pareto model)
Up to now, I have recognized problems with "gpd(..)", the function from the package "evir" I think that all these functions that estimate the parameters xi, beta for the GPD by given threshold mu use the function "optim(..)" ( gpd, fitgpd, ...) "Error" example: data1 <- rgpd(1000, xi= -1.5, mu=1000, beta=100) so the created poinnts take place in about
2007 Jun 06
0
A question about riskmeasures() vs. qgpd() in library(evir)
Dear List, This inquiry probably does not directly pertain to R. I am using library(evir) to learn EVT. Based on my reading of things, it is my understanding that if one wants to calculate quantiles of GPD, one could use either riskmeasures() or qgpd(). However, using data(danish) as an example, the quantile estimates produced by riskmeasures() are considerably different from those produced by
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
2005 Sep 08
1
can't successfully use installed evir package
I'm next at installing packages. I seem to have successfully installed "evir", but I can't use it. I'm wondering if I need to specify the installation to match my working directory, or something else. thx, G
2003 May 09
1
Anybody using the evir package?
I am trying to use the evir package but I cannot find a way to change my excel csv files into R-objects, which are used in the package. In particular, I do not know how to change a csv list object into a numeric vector. Anybody done this before? Thanks in advance for your time. Vikentia [[alternate HTML version deleted]]
2007 Jul 10
3
ECDF, distribution of Pareto, distribution of Normal
Hello all, I would like to plot the emperical CDF, normal CDF and pareto CDF in the same graph and I amusing the following codes. "z" is a vector and I just need the part when z between 1.6 and 3. plot(ecdf(z), do.points=FALSE, verticals=TRUE, xlim=c(1.6,3),ylim=c(1-sum(z>1.6)/length(z), 1)) x <- seq(1.6, 3, 0.1) lines(x,pgpd(x, 1.544,0.4373,-0.2398), col="red") y
2005 Jan 22
0
evir package as.double problem
Dear Sirs, I am working with a time series of financial data compiled in a csv file. When i tried to apply the findthresh funtion of the evir package to that data I got the following error messages (the second after transforming the list in a vector): "Error in as.double.default(x) : (list) object cannot be coerced to double" "Error in as.double.default(as.vector(port)) :
2007 Jun 13
2
Fitted Value Pareto Distribution
I would like to fit a Pareto Distribution and I am using the following codes. I thought the fitted (fit1) should be the fitted value for the data, is it correct? As the result of the "fitted" turns out to be a single value for all. fit=vglm(ycf1 ~ 1, pareto1(location=alpha), trace=TRUE, crit="c") fitted(fit) The result is fitted(fit) [,1] [1,] 0.07752694
2005 May 26
0
result was WERR_ACCESS_DENIED
rpcclient localhost -d 4 -U'root%Passwd' -c 'adddriver "Windows NT x86"
2010 Jan 31
0
Package ismev, gpd.fit, and interpretation for statistics of extreme values
Dear All, I have a question about package "ismev", its function "gpd.fit", and interpretation of the results. I used the package ismev to do an extreme value analysis on a fire dataset. Two variables are used in the analysis. The focal variable is acreage burned per fire, ranging from 1 to 5000 acres per fire. In total, there are 69,980 observations. The date covers
2011 Feb 20
0
Extreme Values - Help with GPD function
Hi, I'm a second year Master's student in Applied Statistics. I am doing a project using average weekly U.S. regular gasoline prices (in cents, per gallon) from an Excel file (from the years 1990- May 2010). I want to find the probability that the average weekly U.S. regular gasoline prices (in the long term) goes over 400 cents a gallon (or $4.00 a gallon). I am using the
2008 Sep 18
0
Joint distributions
Dear R-help! I need to draw contour lines in a plot of wave heights (Hs) versus peak periods (Tp) showing the joint probabilities of 1-year wave heights~peak periods, 10-year wave heights~peak periods and 100-year wave heights~peak periods. I've used the contourplot() function in the plot I've added in this mail. You can use the added dataset "Rhelpdata.txt" to reproduce a
2004 Oct 20
0
Point&Print adding NT/2K drivers issue
Hi all, Samba 3.0.7 and using CUPS printing. I am logged in as root to an XP Pro system, I have used the APW to install the XP drivers to all of my printers. I went to Shared and clicked "Additional Drivers" and checkmarked both 9x and NT/2K boxes. Using drivers straight from the HP website, the 9x driver installs fine, but it seems like I can't get any NT/2K drivers to
2006 Jan 30
1
fExtreme packages
Hello, I am a new user of R. I am trying to use the packages fBasics and fExtremes when i am running the examples I get few error. Could someone tell me what is happenig? Thank you beforehand. from Fbasics packages: xmpfBasics() Error in file(file, "r") : unable to open connection In addition: Warning message: cannot open file '/usr/lib/R/library/fBasics/demoIndex'
2009 Nov 17
0
question on gps.prof in ismev
Dear all, I'm trying to produce a log-likelihood profile for a GPD estimate with the ismev package. When following the examples, everything is working fine, i.e. I get a nice parabolic log-likelihood curve. When using my own data (intensity of hurricanes at landfall), the log-likelihood curve looks like a step function. Am I doing something wrong here? Is my data not suited for the GPD fit?
2012 Sep 21
3
Return level plots
Hello, First of all, let me apologize that my statistics background is modest at best. I am doing some extreme value analysis on model output (WRF) which have the following dimensions: speed(time,lat,lon) I am trying to fit the GPD (gpd.fit) to each point (time,lat,lon) to get a return level plot with values at each grid point. (Map with return level by location.) Here is some code I
2004 Feb 02
1
Samba and TCP printing ports
I've read in the documentation that Samba does not use ports like Win2k. So how does Samba know where to find a network printer if it has it's own IP address (stand-alone printer)? I have created a printer in my /etc/printcap file: HP4000:\ :sd=/var/spool/lpd/hp4000:\ :mx#0: :sh:\ :rm:192.168.2.13:rp=raw: :rp=:\ added this to my smb.conf [printers] comment = All Printers printable =
2012 Jun 01
1
POT Package
Hi, I have a problem in fitting GPD distribution. i generate random numbers from gpd distribution from specific parameters using pot packege then i used fitgpd function to estimete the parameters.The estimated parameters are not matched with the given parameters i.e.from which i generate random numbers.I think estimated parameters should be matched with the given parameters.Also suggest me
2004 Dec 10
1
Cannot delete printer driver
-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 | [root@enigma 0 3]$ rpcclient enigma -U 'root%XXXXXXXXXX' -c 'enumdrivers' | | [Windows NT x86] | Printer Driver Info 1: | Driver Name: [Lexmark Z53 Color Jetprinter] | | | [Windows NT x86] | Printer Driver Info 1: | Driver Name: [Lexmark Z53 Color Jetprinter] | | [root@enigma 0 3]$ rpcclient enigma -U