GenParetoEst: Generalised Pareto distribution estimates from parameters

In UKFE: UK Flood Estimation

Generalised Pareto distribution estimates from parameters

Description

Estimated quantiles as function of return period (RP) and vice versa, from user input parameters

Usage

GenParetoEst(loc, scale, shape, q = NULL, RP = 100, ppy = 1)

Arguments

loc	location parameter
scale	scale parameter
shape	shape parameter
q	quantile. magnitude of the variable under consideration
RP	return period
ppy	peaks per year. Default is one

Details

If the argument q is used, it overrides RP and provides RP as a function of q (magnitude of variable) as opposed to q as a function of RP. The average number of peaks per year argument (ppy) is for the function to convert from the peaks over threshold (POT) scale to the annual scale. For example, if there are 3 peaks per year, the probability associated with the 100-yr return period estimate would be 0.01/3 (i.e. an RP of 300 on the POT scale) rather than 0.01.

Value

quantile as a function of RP or vice versa

Author(s)

Anthony Hammond

Examples

#Get a POT sample, estimate the parameters, and estimate 50-year RP
ThamesPOT <- POTextract(ThamesPQ[,c(1,3)], thresh = 0.90)
GenParetoPars(ThamesPOT$peak)
#Store parameters in an object
Pars <- as.numeric(GenParetoPars(ThamesPOT$peak))
#get estimate of 50-yr flow
GenParetoEst(Pars[1], Pars[2], Pars[3], ppy = 1.867, RP = 50)
#Estimate the RP for a 600m3/s discharge
GenParetoEst(Pars[1], Pars[2], Pars[3], ppy = 1.867, q = 600)

UKFE documentation built on Nov. 6, 2023, 1:07 a.m.