similar to: A question about riskmeasures() vs. qgpd() in library(evir)

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

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]]

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)) :

jeffz wrote: > sfall Thanks. I tried this but I cant make it working. I copied ddraw.dll and ddraw.ini from sfall archive to Fallout directory but It seems that Fallout ignores those files. Maybe I should set some library overwrites in winecfg? Is there any solution how to use sfall with wine?

Hi, I'm fitting a generalized Pareto distribution to POT exceedances of a data set. The practical stuff works ok, but I have a question regarding theory. Is there an equation relating parameters of a gpd tail to its (first) moments? According to theory for certain parameters either the first moment does not exist or the distribution has an upper bound, but I haven't found the

Hi, I am trying to write a function with the following codes and I would like it to return the values for "alpha beta para parab " seperately. Then I would like to use this funstion for "variable" with factor "a" and "b". But the result turns out to be a matrix with element like "Numeric,2" ... I guess they are just the values for

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

Concerning the Rmetrics packages, (1) There is a _much_ better thing to do than >simply ... to remove the stuff related to MS Win from zzz.R; > in partricular the lines after if( .... ) to clear your message. > As you can see, the info relates to the WinMenu under MS Win. as Janusz Kawczak suggests, and that is to *wrap* the troublesome code in if

Dear List: I have a simple two-column data set in .csv format, with the first column being the date and second column being some value. I use read.csv() to import the data as follows: x <- read.csv("myfile.csv",header=T, dec=".", colClasses=c(Date="POSIXct")) The structure of x is: > str(x) `data.frame': 2959 obs. of 2 variables: $

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

Hello, I have the following problem when trying to use rm: In a top level script file I have a loop iterating over some index. The loop is not contained within a function, so the scope of variables declared in the loop is global. Within this loop I generate several variables which should be removed at the end of each iteration. To do this, I wrote a function to clean up the workspace. An example

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,

hi to all! (Q1): I'd like to ask where can i find aggregateSeries and seriesData in R packages? (Q2): how can i perform these Splus commads in R? e.g. annualMax.sp500 = aggregateSeries(-spto87,by="years",FUN=max) hist(seriesData(annualMax.sp500)) (Q3): is the method of probability-weighted moments available in evir package? Thanks! Filame

Greetings to all -- I have a set of ~1300 radon measurements from homes across British Columbia in Canada. We have split these measurements into five groups according the the tectonic belt in which they fall, with N ranging from ~160 to ~600 measurements per group. The values are roughly log-normally distributed (1) overall and (2) within each group. For those areas where values are low I

Hi All, Sorry if I ask an obvious thing, I am still new to R ... I created a data frame of given dimensions to which I gave strings as column names. I want to write to elements of the data frame by indexing them with the row number and column name (string). The problem is that I can read elements from the data frame in this way, but I cannot assign to elements in this way. Instead, I get the

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

Hi R people: I'm trying to set the dimnames of a data frame called "ests" and am having trouble! First, I check to see if "ests" is a data.frame... > is.data.frame( ests ) [1] TRUE ... and it is a data frame! Next, I try to assign dimnames to that data frame.... > dimnames( ests )[[ 1 ]] <- as.character( ests$stfips ) Error in

What is 1. par.ests <- optimfit$par 2. fisher <- hessb(negloglik, par.ests, maxvalue=maxima); 3. varcov <- solve(fisher); 4. par.ses <- sqrt(diag(varcov)); Thanks a lot, fit.GEV <- function(maxima) { sigma0 <- sqrt((6. * var(maxima))/pi) mu0 <- mean(maxima) - 0.57722 * sigma0 xi0 <- 0.1 theta <- c(xi0, mu0, sigma0) #10/5/2007: removed assign() for maxima.nl

Hello, This is the first time i'm trying to plot in R. I want to plot estimates of OR and their confidence limits, like a scatter plot: the vertical axis should be the estimated OR (with upper and lower conf. limits), and the horizontal exis should be fixed values: (1,0.8,0.7,0.6,0.5,0.4) Here is a part of my code: ...ests=matrix(ncol=3,nrow=6)

Dear people, I'm trying to do some analysis of a data using the models by Royle & Donazio in their fantastic book, particular the following function: http://www.mbr-pwrc.usgs.gov/pubanalysis/roylebook/panel4pt1.fn that applied to my data and in the console is as follows: > `desman.y` <- structure(c(3L,4L,3L,2L,1L), .Names = c("1", "2", "3",