ismev: gpd.prof – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

gpd.prof

Profile Log-likelihoods for Stationary GPD Models

Description

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

Usage

gpd.prof(z, m, xlow, xup, npy = 365, conf = 0.95, nint = 100)
gpd.profxi(z, xlow, xup, conf = 0.95, nint = 100)

Arguments

`z`	An object returned by `gpd.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.
`npy`	The number of observations per year.
`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(rain)
rnfit <- gpd.fit(rain, 10)
## Not run: gpd.prof(rnfit, m = 10, 55, 75)
## Not run: gpd.profxi(rnfit, -0.02, 0.15)

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