gev.Nyr

N-year return levels, median and mean estimate

Various tools for the analysis of univariate, multivariate and functional extremes. Exact simulation from max-stable processes [Dombry, Engelke and Oesting (2016) <doi:10.1093/biomet/asw008>, R-Pareto processes for various parametric models, including Brown-Resnick (Wadsworth and Tawn, 2014, <doi:10.1093/biomet/ast042>) and Extremal Student (Thibaud and Opitz, 2015, <doi:10.1093/biomet/asv045>). Threshold selection methods, including Wadsworth (2016) <doi:10.1080/00401706.2014.998345>, and Northrop and Coleman (2014) <doi:10.1007/s10687-014-0183-z>. Multivariate extreme diagnostics. Estimation and likelihoods for univariate extremes, e.g., Coles (2001) <doi:10.1007/978-1-4471-3675-0>.

Leo Belzile

Modelling of Extreme Values

Jennifer L. Wadsworth

Paul J. Northrop

Scott D. Grimshaw

Jin Zhang

Michael A. Stephens

Art B. Owen

Raphael Huser

gev.Nyr function

<dl><dt>par</dt>
<dd>vector of location, scale and shape parameters for the GEV distribution</dd>
<dt>nobs</dt>
<dd>integer number of observation on which the fit is based</dd>
<dt>N</dt>
<dd>integer number of observations for return level. See Details</dd>
<dt>type</dt>
<dd>string indicating the statistic to be calculated (can be abbreviated).</dd>
<dt>p</dt>
<dd>probability indicating the return level, corresponding to the quantile at 1-1/p</dd></dl>

Arguments

N-year return levels, median and mean estimate — gev.Nyr

<dl>

<dt>par</dt>
<dd>vector of location, scale and shape parameters for the GEV distribution</dd>


<dt>nobs</dt>
<dd>integer number of observation on which the fit is based</dd>


<dt>N</dt>
<dd>integer number of observations for return level. See Details</dd>


<dt>type</dt>
<dd>string indicating the statistic to be calculated (can be abbreviated).</dd>


<dt>p</dt>
<dd>probability indicating the return level, corresponding to the quantile at 1-1/p</dd>

</dl>

gev.Nyr: N-year return levels, median and mean estimate

Description

Usage

Value

Arguments

Details