extremeStat (version 1.5.9)

distLexBoot: Bootstrapping uncertainty intervals for return periods

Description

Calculates and plots bootstrap uncertainty intervals for plotLextreme.

Usage

distLexBoot(
  dlf,
  nbest = 3,
  selection = NULL,
  n = 100,
  prop = 0.8,
  conf.lev = 0.95,
  replace = FALSE,
  RPs = NULL,
  log = TRUE,
  progbars = TRUE,
  quiet = FALSE
)

Value

invisible dlf object, see printL. Additional elements are: exBootCL (confidence level), exBootRPs (x values for plot) exBootSim (all simulation results) and exBootCI (aggregated into CI band). The last two are each a list with a matrix (return levels)

Arguments

dlf

dlf object, as returned by distLextreme

nbest

Number of best fitted distribution functions in dlf for which bootstrapping is to be done. Overridden by selection. DEFAULT: 3

selection

Character vector with distribution function names to be used. Suggested to keep this low. DEFAULT: NULL

n

Number of subsamples to be processed (computing time increases extraordinarily). DEFAULT: 100

prop

Proportion of sample to be used in each run. DEFAULT: 0.8

conf.lev

Confidence level (Proportion of subsamples within 'confidence interval'). Quantiles extracted from this value are passed to quantileMean. DEFAULT: 0.95

replace

Logical: replace in each sample? DEFAULT: FALSE

RPs

Return Period vector, by default calculated internally based on value of log. DEFAULT: NULL

log

RPs suitable for plot on a logarithmic axis? DEFAULT: TRUE

progbars

Show progress bar for Monte Carlo simulation? DEFAULT: TRUE

quiet

Logical: suppress messages? See distLquantile. DEFAULT: FALSE

Author

Berry Boessenkool, , Sept 2015 + Dec 2016

Details

Has not been thoroughly tested yet. Bootstrapping defaults can probably be improved.

See Also

plotLexBoot, distLextreme

Examples

data(annMax)
dlf <- distLextreme(annMax, selection=c("gum","gev","wak","nor"))
dlfB <- distLexBoot(dlf, nbest=4, conf.lev=0.5, n=10) # n low for quick example tests
plotLexBoot(dlfB)
plotLexBoot(dlfB, selection=c("nor","gev"))
plotLexBoot(dlfB, selection=c("gum","gev","wak","nor"), order=FALSE)