inst/doc/short_introduction.R

In TLMoments: Calculate TL-Moments and Convert Them to Distribution Parameters

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library(TLMoments)
sessionInfo()

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xvec <- rgev(100, loc = 10, scale = 5, shape = .2)

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TLMoments(xvec)
TLMoments(xvec, leftrim = 0, rightrim = 1, max.order = 2)

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tlm <- TLMoments(xvec)
parameters(tlm, distr = "gev")

tlm <- TLMoments(xvec, rightrim = 1)
parameters(tlm, distr = "gev")

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tlm <- TLMoments(xvec)
quantiles(parameters(tlm, distr = "gev"), c(.9, .99, .999))

tlm <- TLMoments(xvec, rightrim = 1)
quantiles(parameters(tlm, distr = "gev"), c(.9, .99, .999))

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tlm <- TLMoments(rgev(100), leftrim = 0, rightrim = 1)

summary(tlm)
summary(parameters(tlm, "gev"))
summary(quantiles(parameters(tlm, "gev"), .99))

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summary(tlm, ci.level = .95, select = 3:4)
summary(parameters(tlm, "gev"), select = "shape")

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library(magrittr)

TLMoments(xvec, leftrim = 0, rightrim = 1) %>% 
  parameters("gev") %>% 
  quantiles(c(.99, .999)) %>% 
  summary()

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xmat <- matrix(rgev(100), nc = 4)
xvec <- xmat[, 3]
xlist <- lapply(1L:ncol(xmat), function(i) xmat[, i])
xdat <- data.frame(station = rep(1:4, each = 25), hq = as.vector(xmat))

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TLMoments(xvec, leftrim = 0, rightrim = 1)
TLMoments(xmat, leftrim = 0, rightrim = 1)
TLMoments(xlist, leftrim = 0, rightrim = 1)
TLMoments(xdat, hq ~ station, leftrim = 0, rightrim = 1)

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TLMoments(xvec, leftrim = 0, rightrim = 1) %>% 
  parameters("gev")
TLMoments(xmat, leftrim = 0, rightrim = 1) %>% 
  parameters("gev")
TLMoments(xlist, leftrim = 0, rightrim = 1) %>% 
  parameters("gev")
TLMoments(xdat, hq ~ station, leftrim = 0, rightrim = 1) %>% 
  parameters("gev")

TLMoments(xvec, leftrim = 0, rightrim = 1) %>% 
  parameters("gev") %>% 
  quantiles(c(.99, .999))
TLMoments(xmat, leftrim = 0, rightrim = 1) %>% 
  parameters("gev") %>%
  quantiles(c(.99, .999))
TLMoments(xlist, leftrim = 0, rightrim = 1) %>% 
  parameters("gev") %>% 
  quantiles(c(.99, .999))
TLMoments(xdat, hq ~ station, leftrim = 0, rightrim = 1) %>% 
  parameters("gev") %>% 
  quantiles(c(.99, .999))

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data <- matrix(rgev(25 * 10, shape = .2), ncol = 10)
plot(TLMoments(data))
plot(TLMoments(data)) + ggplot2::theme_minimal()
plot(TLMoments(data, rightrim = 1), distr = c("gev", "gpd", "exp", "gum"))

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(tlm <- as.TLMoments(c(14.1, 4.3, 1.32)))
parameters(tlm, distr = "gev")
quantiles(parameters(tlm, distr = "gev"), c(.9, .99, .999))

(param <- as.parameters(loc = 10, scale = 5, shape = .2, distr = "gev"))
quantiles(param, c(.9, .99, .999))
TLMoments(param)
TLMoments(param, rightrim = 1)