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revtrans.evd

Reverse Transformation


Description

Reverse transform standardized data to follow a non-standardized extreme value distribution (EVD).

Usage

revtrans.evd(z, threshold = NULL, location = NULL, scale, shape = NULL,
    type = c("GEV", "GP", "PP", "Gumbel", "Weibull", "Frechet",
    "Exponential", "Beta", "Pareto"))

Arguments

z

numeric vector of data of length n following a standardized EVD.

threshold

number or numeric vector of length n giving the threshold, if applicable.

location

number or numeric vector of length n giving the location parameter(s), if applicable.

scale

number or or numeric vector of length n giving the scale parameter(s).

shape

number or numeric vector of length n giving the shape parameter(s), if applicable.

type

character string naming to what EVD should the data be reverse-transformed. Default is GEV df.

Details

For standardized EVD data (e.g., via trans), this function performs the reverse transformation back to the original scale.

Value

numeric vector of length n.

Author(s)

Eric Gilleland

See Also

Examples

data(PORTw)

fit <- fevd(TMX1, PORTw, location.fun=~AOindex, units="deg C")
fit

z <- trans(fit)

fevd(z)

p <- findpars(fit)

y <- revtrans.evd(z=z, location=p$location, scale=2.6809613,
    shape=-0.1812824)

fevd(y)

qqplot(y, PORTw$TMX1)

extRemes

Extreme Value Analysis

v2.1
GPL (>= 2)
Authors
Eric Gilleland
Initial release
2020-11-20

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