ismev: gev.prof – R documentation

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gev.prof

Profile Log-likelihoods for Stationary GEV Models

Description

Produce profile log-likelihoods for shape parameters and m year/block return levels for stationary GEV models using the output of the function gev.fit.

Usage

gev.prof(z, m, xlow, xup, conf = 0.95, nint = 100)
gev.profxi(z, xlow, xup, conf = 0.95, nint = 100)

Arguments

`z`	An object returned by `gev.fit`. The object should represent a stationary model.
`m`	The return level (i.e.\ the profile likelihood is for the value that is exceeded with probability 1/`m`).
`xlow, xup`	The least and greatest value at which to evaluate the profile likelihood.
`conf`	The confidence coefficient of the plotted profile confidence interval.
`nint`	The number of points at which the profile likelihood is evaluated.

Value

A plot of the profile likelihood is produced, with a horizontal line representing a profile confidence interval with confidence coefficient conf.

Examples

data(portpirie)
ppfit <- gev.fit(portpirie[,2])
## Not run: gev.prof(ppfit, m = 10, 4.1, 5)
## Not run: gev.profxi(ppfit, -0.3, 0.3)

ismev

An Introduction to Statistical Modeling of Extreme Values

v1.42

GPL (>= 2)

Authors

Original S functions written by Janet E. Heffernan with R port and R documentation provided by Alec G. Stephenson.

Initial release

2018-05-08